Trading Metrics calculated at close of trading on 12-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,747 |
14,799 |
52 |
0.4% |
14,479 |
High |
14,823 |
14,811 |
-12 |
-0.1% |
14,823 |
Low |
14,721 |
14,726 |
5 |
0.0% |
14,432 |
Close |
14,796 |
14,784 |
-12 |
-0.1% |
14,784 |
Range |
102 |
85 |
-17 |
-16.7% |
391 |
ATR |
126 |
123 |
-3 |
-2.3% |
0 |
Volume |
130,447 |
141,370 |
10,923 |
8.4% |
656,877 |
|
Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,029 |
14,991 |
14,831 |
|
R3 |
14,944 |
14,906 |
14,808 |
|
R2 |
14,859 |
14,859 |
14,800 |
|
R1 |
14,821 |
14,821 |
14,792 |
14,798 |
PP |
14,774 |
14,774 |
14,774 |
14,762 |
S1 |
14,736 |
14,736 |
14,776 |
14,713 |
S2 |
14,689 |
14,689 |
14,769 |
|
S3 |
14,604 |
14,651 |
14,761 |
|
S4 |
14,519 |
14,566 |
14,737 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,853 |
15,709 |
14,999 |
|
R3 |
15,462 |
15,318 |
14,892 |
|
R2 |
15,071 |
15,071 |
14,856 |
|
R1 |
14,927 |
14,927 |
14,820 |
14,999 |
PP |
14,680 |
14,680 |
14,680 |
14,716 |
S1 |
14,536 |
14,536 |
14,748 |
14,608 |
S2 |
14,289 |
14,289 |
14,712 |
|
S3 |
13,898 |
14,145 |
14,677 |
|
S4 |
13,507 |
13,754 |
14,569 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,823 |
14,432 |
391 |
2.6% |
127 |
0.9% |
90% |
False |
False |
131,375 |
10 |
14,823 |
14,361 |
462 |
3.1% |
125 |
0.8% |
92% |
False |
False |
140,882 |
20 |
14,823 |
14,269 |
554 |
3.7% |
130 |
0.9% |
93% |
False |
False |
144,716 |
40 |
14,823 |
13,681 |
1,142 |
7.7% |
124 |
0.8% |
97% |
False |
False |
88,055 |
60 |
14,823 |
13,361 |
1,462 |
9.9% |
106 |
0.7% |
97% |
False |
False |
58,744 |
80 |
14,823 |
12,700 |
2,123 |
14.4% |
95 |
0.6% |
98% |
False |
False |
44,060 |
100 |
14,823 |
12,358 |
2,465 |
16.7% |
82 |
0.6% |
98% |
False |
False |
35,249 |
120 |
14,823 |
12,342 |
2,481 |
16.8% |
77 |
0.5% |
98% |
False |
False |
29,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,172 |
2.618 |
15,034 |
1.618 |
14,949 |
1.000 |
14,896 |
0.618 |
14,864 |
HIGH |
14,811 |
0.618 |
14,779 |
0.500 |
14,769 |
0.382 |
14,759 |
LOW |
14,726 |
0.618 |
14,674 |
1.000 |
14,641 |
1.618 |
14,589 |
2.618 |
14,504 |
4.250 |
14,365 |
|
|
Fisher Pivots for day following 12-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,779 |
14,759 |
PP |
14,774 |
14,733 |
S1 |
14,769 |
14,708 |
|