Trading Metrics calculated at close of trading on 03-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,501 |
14,592 |
91 |
0.6% |
14,451 |
High |
14,610 |
14,606 |
-4 |
0.0% |
14,517 |
Low |
14,487 |
14,454 |
-33 |
-0.2% |
14,320 |
Close |
14,584 |
14,487 |
-97 |
-0.7% |
14,497 |
Range |
123 |
152 |
29 |
23.6% |
197 |
ATR |
118 |
120 |
2 |
2.1% |
0 |
Volume |
129,304 |
177,030 |
47,726 |
36.9% |
570,962 |
|
Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,972 |
14,881 |
14,571 |
|
R3 |
14,820 |
14,729 |
14,529 |
|
R2 |
14,668 |
14,668 |
14,515 |
|
R1 |
14,577 |
14,577 |
14,501 |
14,547 |
PP |
14,516 |
14,516 |
14,516 |
14,500 |
S1 |
14,425 |
14,425 |
14,473 |
14,395 |
S2 |
14,364 |
14,364 |
14,459 |
|
S3 |
14,212 |
14,273 |
14,445 |
|
S4 |
14,060 |
14,121 |
14,404 |
|
|
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 |
14,610 |
14,364 |
246 |
1.7% |
120 |
0.8% |
50% |
False |
False |
128,866 |
10 |
14,610 |
14,309 |
301 |
2.1% |
131 |
0.9% |
59% |
False |
False |
140,218 |
20 |
14,610 |
14,170 |
440 |
3.0% |
114 |
0.8% |
72% |
False |
False |
124,663 |
40 |
14,610 |
13,681 |
929 |
6.4% |
115 |
0.8% |
87% |
False |
False |
62,679 |
60 |
14,610 |
13,170 |
1,440 |
9.9% |
94 |
0.7% |
91% |
False |
False |
41,807 |
80 |
14,610 |
12,700 |
1,910 |
13.2% |
87 |
0.6% |
94% |
False |
False |
31,357 |
100 |
14,610 |
12,342 |
2,268 |
15.7% |
78 |
0.5% |
95% |
False |
False |
25,088 |
120 |
14,610 |
12,342 |
2,268 |
15.7% |
72 |
0.5% |
95% |
False |
False |
20,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,252 |
2.618 |
15,004 |
1.618 |
14,852 |
1.000 |
14,758 |
0.618 |
14,700 |
HIGH |
14,606 |
0.618 |
14,548 |
0.500 |
14,530 |
0.382 |
14,512 |
LOW |
14,454 |
0.618 |
14,360 |
1.000 |
14,302 |
1.618 |
14,208 |
2.618 |
14,056 |
4.250 |
13,808 |
|
|
Fisher Pivots for day following 03-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,530 |
14,532 |
PP |
14,516 |
14,517 |
S1 |
14,501 |
14,502 |
|