Trading Metrics calculated at close of trading on 01-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,445 |
14,508 |
63 |
0.4% |
14,451 |
High |
14,511 |
14,533 |
22 |
0.2% |
14,517 |
Low |
14,396 |
14,453 |
57 |
0.4% |
14,320 |
Close |
14,497 |
14,489 |
-8 |
-0.1% |
14,497 |
Range |
115 |
80 |
-35 |
-30.4% |
197 |
ATR |
120 |
117 |
-3 |
-2.4% |
0 |
Volume |
121,051 |
86,213 |
-34,838 |
-28.8% |
570,962 |
|
Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,732 |
14,690 |
14,533 |
|
R3 |
14,652 |
14,610 |
14,511 |
|
R2 |
14,572 |
14,572 |
14,504 |
|
R1 |
14,530 |
14,530 |
14,496 |
14,511 |
PP |
14,492 |
14,492 |
14,492 |
14,482 |
S1 |
14,450 |
14,450 |
14,482 |
14,431 |
S2 |
14,412 |
14,412 |
14,474 |
|
S3 |
14,332 |
14,370 |
14,467 |
|
S4 |
14,252 |
14,290 |
14,445 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,036 |
14,963 |
14,605 |
|
R3 |
14,839 |
14,766 |
14,551 |
|
R2 |
14,642 |
14,642 |
14,533 |
|
R1 |
14,569 |
14,569 |
14,515 |
14,606 |
PP |
14,445 |
14,445 |
14,445 |
14,463 |
S1 |
14,372 |
14,372 |
14,479 |
14,409 |
S2 |
14,248 |
14,248 |
14,461 |
|
S3 |
14,051 |
14,175 |
14,443 |
|
S4 |
13,854 |
13,978 |
14,389 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,533 |
14,320 |
213 |
1.5% |
125 |
0.9% |
79% |
True |
False |
131,435 |
10 |
14,533 |
14,269 |
264 |
1.8% |
135 |
0.9% |
83% |
True |
False |
147,376 |
20 |
14,533 |
13,937 |
596 |
4.1% |
114 |
0.8% |
93% |
True |
False |
109,610 |
40 |
14,533 |
13,681 |
852 |
5.9% |
113 |
0.8% |
95% |
True |
False |
55,032 |
60 |
14,533 |
13,170 |
1,363 |
9.4% |
91 |
0.6% |
97% |
True |
False |
36,702 |
80 |
14,533 |
12,700 |
1,833 |
12.7% |
83 |
0.6% |
98% |
True |
False |
27,528 |
100 |
14,533 |
12,342 |
2,191 |
15.1% |
76 |
0.5% |
98% |
True |
False |
22,024 |
120 |
14,533 |
12,342 |
2,191 |
15.1% |
70 |
0.5% |
98% |
True |
False |
18,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,873 |
2.618 |
14,743 |
1.618 |
14,663 |
1.000 |
14,613 |
0.618 |
14,583 |
HIGH |
14,533 |
0.618 |
14,503 |
0.500 |
14,493 |
0.382 |
14,484 |
LOW |
14,453 |
0.618 |
14,404 |
1.000 |
14,373 |
1.618 |
14,324 |
2.618 |
14,244 |
4.250 |
14,113 |
|
|
Fisher Pivots for day following 01-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,493 |
14,476 |
PP |
14,492 |
14,462 |
S1 |
14,490 |
14,449 |
|