Trading Metrics calculated at close of trading on 10-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,613.48 |
14,673.46 |
59.98 |
0.4% |
14,578.54 |
High |
14,716.46 |
14,826.66 |
110.20 |
0.7% |
14,684.49 |
Low |
14,598.50 |
14,673.46 |
74.96 |
0.5% |
14,434.43 |
Close |
14,673.46 |
14,802.24 |
128.78 |
0.9% |
14,565.25 |
Range |
117.96 |
153.20 |
35.24 |
29.9% |
250.06 |
ATR |
112.43 |
115.34 |
2.91 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,227.05 |
15,167.85 |
14,886.50 |
|
R3 |
15,073.85 |
15,014.65 |
14,844.37 |
|
R2 |
14,920.65 |
14,920.65 |
14,830.33 |
|
R1 |
14,861.45 |
14,861.45 |
14,816.28 |
14,891.05 |
PP |
14,767.45 |
14,767.45 |
14,767.45 |
14,782.26 |
S1 |
14,708.25 |
14,708.25 |
14,788.20 |
14,737.85 |
S2 |
14,614.25 |
14,614.25 |
14,774.15 |
|
S3 |
14,461.05 |
14,555.05 |
14,760.11 |
|
S4 |
14,307.85 |
14,401.85 |
14,717.98 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,311.57 |
15,188.47 |
14,702.78 |
|
R3 |
15,061.51 |
14,938.41 |
14,634.02 |
|
R2 |
14,811.45 |
14,811.45 |
14,611.09 |
|
R1 |
14,688.35 |
14,688.35 |
14,588.17 |
14,624.87 |
PP |
14,561.39 |
14,561.39 |
14,561.39 |
14,529.65 |
S1 |
14,438.29 |
14,438.29 |
14,542.33 |
14,374.81 |
S2 |
14,311.33 |
14,311.33 |
14,519.41 |
|
S3 |
14,061.27 |
14,188.23 |
14,496.48 |
|
S4 |
13,811.21 |
13,938.17 |
14,427.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,826.66 |
14,434.43 |
392.23 |
2.6% |
129.01 |
0.9% |
94% |
True |
False |
|
10 |
14,826.66 |
14,434.43 |
392.23 |
2.6% |
117.30 |
0.8% |
94% |
True |
False |
|
20 |
14,826.66 |
14,382.09 |
444.57 |
3.0% |
111.86 |
0.8% |
95% |
True |
False |
|
40 |
14,826.66 |
13,784.01 |
1,042.65 |
7.0% |
112.67 |
0.8% |
98% |
True |
False |
|
60 |
14,826.66 |
13,445.80 |
1,380.86 |
9.3% |
105.89 |
0.7% |
98% |
True |
False |
|
80 |
14,826.66 |
12,883.89 |
1,942.77 |
13.1% |
109.72 |
0.7% |
99% |
True |
False |
|
100 |
14,826.66 |
12,471.49 |
2,355.17 |
15.9% |
112.55 |
0.8% |
99% |
True |
False |
|
120 |
14,826.66 |
12,471.49 |
2,355.17 |
15.9% |
118.45 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,477.76 |
2.618 |
15,227.74 |
1.618 |
15,074.54 |
1.000 |
14,979.86 |
0.618 |
14,921.34 |
HIGH |
14,826.66 |
0.618 |
14,768.14 |
0.500 |
14,750.06 |
0.382 |
14,731.98 |
LOW |
14,673.46 |
0.618 |
14,578.78 |
1.000 |
14,520.26 |
1.618 |
14,425.58 |
2.618 |
14,272.38 |
4.250 |
14,022.36 |
|
|
Fisher Pivots for day following 10-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,784.85 |
14,755.57 |
PP |
14,767.45 |
14,708.90 |
S1 |
14,750.06 |
14,662.23 |
|