Trading Metrics calculated at close of trading on 05-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
6,347.0 |
6,302.0 |
-45.0 |
-0.7% |
6,337.5 |
High |
6,374.0 |
6,302.5 |
-71.5 |
-1.1% |
6,447.0 |
Low |
6,279.5 |
6,159.5 |
-120.0 |
-1.9% |
6,159.5 |
Close |
6,297.5 |
6,199.0 |
-98.5 |
-1.6% |
6,199.0 |
Range |
94.5 |
143.0 |
48.5 |
51.3% |
287.5 |
ATR |
75.5 |
80.3 |
4.8 |
6.4% |
0.0 |
Volume |
132,647 |
76,845 |
-55,802 |
-42.1% |
404,376 |
|
Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,649.5 |
6,567.0 |
6,277.5 |
|
R3 |
6,506.5 |
6,424.0 |
6,238.5 |
|
R2 |
6,363.5 |
6,363.5 |
6,225.0 |
|
R1 |
6,281.0 |
6,281.0 |
6,212.0 |
6,251.0 |
PP |
6,220.5 |
6,220.5 |
6,220.5 |
6,205.0 |
S1 |
6,138.0 |
6,138.0 |
6,186.0 |
6,108.0 |
S2 |
6,077.5 |
6,077.5 |
6,173.0 |
|
S3 |
5,934.5 |
5,995.0 |
6,159.5 |
|
S4 |
5,791.5 |
5,852.0 |
6,120.5 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,131.0 |
6,952.5 |
6,357.0 |
|
R3 |
6,843.5 |
6,665.0 |
6,278.0 |
|
R2 |
6,556.0 |
6,556.0 |
6,251.5 |
|
R1 |
6,377.5 |
6,377.5 |
6,225.5 |
6,323.0 |
PP |
6,268.5 |
6,268.5 |
6,268.5 |
6,241.0 |
S1 |
6,090.0 |
6,090.0 |
6,172.5 |
6,035.5 |
S2 |
5,981.0 |
5,981.0 |
6,146.5 |
|
S3 |
5,693.5 |
5,802.5 |
6,120.0 |
|
S4 |
5,406.0 |
5,515.0 |
6,041.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,447.0 |
6,159.5 |
287.5 |
4.6% |
103.0 |
1.7% |
14% |
False |
True |
102,796 |
10 |
6,447.0 |
6,159.5 |
287.5 |
4.6% |
89.0 |
1.4% |
14% |
False |
True |
98,465 |
20 |
6,481.5 |
6,159.5 |
322.0 |
5.2% |
75.0 |
1.2% |
12% |
False |
True |
120,991 |
40 |
6,481.5 |
6,128.0 |
353.5 |
5.7% |
64.0 |
1.0% |
20% |
False |
False |
65,890 |
60 |
6,481.5 |
5,975.0 |
506.5 |
8.2% |
53.0 |
0.9% |
44% |
False |
False |
43,985 |
80 |
6,481.5 |
5,784.5 |
697.0 |
11.2% |
44.0 |
0.7% |
59% |
False |
False |
32,995 |
100 |
6,481.5 |
5,492.5 |
989.0 |
16.0% |
35.5 |
0.6% |
71% |
False |
False |
26,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,910.0 |
2.618 |
6,677.0 |
1.618 |
6,534.0 |
1.000 |
6,445.5 |
0.618 |
6,391.0 |
HIGH |
6,302.5 |
0.618 |
6,248.0 |
0.500 |
6,231.0 |
0.382 |
6,214.0 |
LOW |
6,159.5 |
0.618 |
6,071.0 |
1.000 |
6,016.5 |
1.618 |
5,928.0 |
2.618 |
5,785.0 |
4.250 |
5,552.0 |
|
|
Fisher Pivots for day following 05-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
6,231.0 |
6,292.0 |
PP |
6,220.5 |
6,261.0 |
S1 |
6,209.5 |
6,230.0 |
|