Trading Metrics calculated at close of trading on 04-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,592 |
14,489 |
-103 |
-0.7% |
14,451 |
High |
14,606 |
14,557 |
-49 |
-0.3% |
14,517 |
Low |
14,454 |
14,466 |
12 |
0.1% |
14,320 |
Close |
14,487 |
14,531 |
44 |
0.3% |
14,497 |
Range |
152 |
91 |
-61 |
-40.1% |
197 |
ATR |
120 |
118 |
-2 |
-1.7% |
0 |
Volume |
177,030 |
175,242 |
-1,788 |
-1.0% |
570,962 |
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,791 |
14,752 |
14,581 |
|
R3 |
14,700 |
14,661 |
14,556 |
|
R2 |
14,609 |
14,609 |
14,548 |
|
R1 |
14,570 |
14,570 |
14,539 |
14,590 |
PP |
14,518 |
14,518 |
14,518 |
14,528 |
S1 |
14,479 |
14,479 |
14,523 |
14,499 |
S2 |
14,427 |
14,427 |
14,514 |
|
S3 |
14,336 |
14,388 |
14,506 |
|
S4 |
14,245 |
14,297 |
14,481 |
|
|
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 |
14,396 |
214 |
1.5% |
112 |
0.8% |
63% |
False |
False |
137,768 |
10 |
14,610 |
14,309 |
301 |
2.1% |
127 |
0.9% |
74% |
False |
False |
144,271 |
20 |
14,610 |
14,202 |
408 |
2.8% |
115 |
0.8% |
81% |
False |
False |
132,545 |
40 |
14,610 |
13,681 |
929 |
6.4% |
115 |
0.8% |
91% |
False |
False |
67,057 |
60 |
14,610 |
13,170 |
1,440 |
9.9% |
95 |
0.7% |
95% |
False |
False |
44,727 |
80 |
14,610 |
12,700 |
1,910 |
13.1% |
88 |
0.6% |
96% |
False |
False |
33,547 |
100 |
14,610 |
12,342 |
2,268 |
15.6% |
76 |
0.5% |
97% |
False |
False |
26,840 |
120 |
14,610 |
12,342 |
2,268 |
15.6% |
72 |
0.5% |
97% |
False |
False |
22,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,944 |
2.618 |
14,795 |
1.618 |
14,704 |
1.000 |
14,648 |
0.618 |
14,613 |
HIGH |
14,557 |
0.618 |
14,522 |
0.500 |
14,512 |
0.382 |
14,501 |
LOW |
14,466 |
0.618 |
14,410 |
1.000 |
14,375 |
1.618 |
14,319 |
2.618 |
14,228 |
4.250 |
14,079 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,525 |
14,532 |
PP |
14,518 |
14,532 |
S1 |
14,512 |
14,531 |
|