Trading Metrics calculated at close of trading on 08-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
6,302.0 |
6,233.0 |
-69.0 |
-1.1% |
6,337.5 |
High |
6,302.5 |
6,249.5 |
-53.0 |
-0.8% |
6,447.0 |
Low |
6,159.5 |
6,204.0 |
44.5 |
0.7% |
6,159.5 |
Close |
6,199.0 |
6,220.0 |
21.0 |
0.3% |
6,199.0 |
Range |
143.0 |
45.5 |
-97.5 |
-68.2% |
287.5 |
ATR |
80.3 |
78.2 |
-2.1 |
-2.7% |
0.0 |
Volume |
76,845 |
75,618 |
-1,227 |
-1.6% |
404,376 |
|
Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,361.0 |
6,336.0 |
6,245.0 |
|
R3 |
6,315.5 |
6,290.5 |
6,232.5 |
|
R2 |
6,270.0 |
6,270.0 |
6,228.5 |
|
R1 |
6,245.0 |
6,245.0 |
6,224.0 |
6,235.0 |
PP |
6,224.5 |
6,224.5 |
6,224.5 |
6,219.5 |
S1 |
6,199.5 |
6,199.5 |
6,216.0 |
6,189.0 |
S2 |
6,179.0 |
6,179.0 |
6,211.5 |
|
S3 |
6,133.5 |
6,154.0 |
6,207.5 |
|
S4 |
6,088.0 |
6,108.5 |
6,195.0 |
|
|
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% |
96.0 |
1.5% |
21% |
False |
False |
95,998 |
10 |
6,447.0 |
6,159.5 |
287.5 |
4.6% |
86.5 |
1.4% |
21% |
False |
False |
97,849 |
20 |
6,481.5 |
6,159.5 |
322.0 |
5.2% |
76.0 |
1.2% |
19% |
False |
False |
119,749 |
40 |
6,481.5 |
6,143.5 |
338.0 |
5.4% |
63.5 |
1.0% |
23% |
False |
False |
67,714 |
60 |
6,481.5 |
5,975.0 |
506.5 |
8.1% |
53.5 |
0.9% |
48% |
False |
False |
45,245 |
80 |
6,481.5 |
5,784.5 |
697.0 |
11.2% |
44.5 |
0.7% |
62% |
False |
False |
33,940 |
100 |
6,481.5 |
5,492.5 |
989.0 |
15.9% |
35.5 |
0.6% |
74% |
False |
False |
27,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,443.0 |
2.618 |
6,368.5 |
1.618 |
6,323.0 |
1.000 |
6,295.0 |
0.618 |
6,277.5 |
HIGH |
6,249.5 |
0.618 |
6,232.0 |
0.500 |
6,227.0 |
0.382 |
6,221.5 |
LOW |
6,204.0 |
0.618 |
6,176.0 |
1.000 |
6,158.5 |
1.618 |
6,130.5 |
2.618 |
6,085.0 |
4.250 |
6,010.5 |
|
|
Fisher Pivots for day following 08-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
6,227.0 |
6,267.0 |
PP |
6,224.5 |
6,251.0 |
S1 |
6,222.0 |
6,235.5 |
|