Trading Metrics calculated at close of trading on 09-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
6,233.0 |
6,256.5 |
23.5 |
0.4% |
6,337.5 |
High |
6,249.5 |
6,278.5 |
29.0 |
0.5% |
6,447.0 |
Low |
6,204.0 |
6,234.5 |
30.5 |
0.5% |
6,159.5 |
Close |
6,220.0 |
6,257.0 |
37.0 |
0.6% |
6,199.0 |
Range |
45.5 |
44.0 |
-1.5 |
-3.3% |
287.5 |
ATR |
78.2 |
76.8 |
-1.4 |
-1.8% |
0.0 |
Volume |
75,618 |
100,718 |
25,100 |
33.2% |
404,376 |
|
Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,388.5 |
6,367.0 |
6,281.0 |
|
R3 |
6,344.5 |
6,323.0 |
6,269.0 |
|
R2 |
6,300.5 |
6,300.5 |
6,265.0 |
|
R1 |
6,279.0 |
6,279.0 |
6,261.0 |
6,290.0 |
PP |
6,256.5 |
6,256.5 |
6,256.5 |
6,262.0 |
S1 |
6,235.0 |
6,235.0 |
6,253.0 |
6,246.0 |
S2 |
6,212.5 |
6,212.5 |
6,249.0 |
|
S3 |
6,168.5 |
6,191.0 |
6,245.0 |
|
S4 |
6,124.5 |
6,147.0 |
6,233.0 |
|
|
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 |
6,424.0 |
6,159.5 |
264.5 |
4.2% |
83.0 |
1.3% |
37% |
False |
False |
98,177 |
10 |
6,447.0 |
6,159.5 |
287.5 |
4.6% |
84.0 |
1.3% |
34% |
False |
False |
97,394 |
20 |
6,481.5 |
6,159.5 |
322.0 |
5.1% |
76.0 |
1.2% |
30% |
False |
False |
114,452 |
40 |
6,481.5 |
6,149.5 |
332.0 |
5.3% |
63.5 |
1.0% |
32% |
False |
False |
70,229 |
60 |
6,481.5 |
5,975.0 |
506.5 |
8.1% |
54.0 |
0.9% |
56% |
False |
False |
46,920 |
80 |
6,481.5 |
5,784.5 |
697.0 |
11.1% |
45.0 |
0.7% |
68% |
False |
False |
35,198 |
100 |
6,481.5 |
5,492.5 |
989.0 |
15.8% |
36.0 |
0.6% |
77% |
False |
False |
28,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,465.5 |
2.618 |
6,393.5 |
1.618 |
6,349.5 |
1.000 |
6,322.5 |
0.618 |
6,305.5 |
HIGH |
6,278.5 |
0.618 |
6,261.5 |
0.500 |
6,256.5 |
0.382 |
6,251.5 |
LOW |
6,234.5 |
0.618 |
6,207.5 |
1.000 |
6,190.5 |
1.618 |
6,163.5 |
2.618 |
6,119.5 |
4.250 |
6,047.5 |
|
|
Fisher Pivots for day following 09-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
6,257.0 |
6,248.5 |
PP |
6,256.5 |
6,239.5 |
S1 |
6,256.5 |
6,231.0 |
|