Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,339 |
12,321 |
-18 |
-0.1% |
12,309 |
High |
12,391 |
12,329 |
-62 |
-0.5% |
12,406 |
Low |
12,297 |
12,177 |
-120 |
-1.0% |
12,266 |
Close |
12,321 |
12,193 |
-128 |
-1.0% |
12,326 |
Range |
94 |
152 |
58 |
61.7% |
140 |
ATR |
130 |
132 |
2 |
1.2% |
0 |
Volume |
88,781 |
98,554 |
9,773 |
11.0% |
432,242 |
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,689 |
12,593 |
12,277 |
|
R3 |
12,537 |
12,441 |
12,235 |
|
R2 |
12,385 |
12,385 |
12,221 |
|
R1 |
12,289 |
12,289 |
12,207 |
12,261 |
PP |
12,233 |
12,233 |
12,233 |
12,219 |
S1 |
12,137 |
12,137 |
12,179 |
12,109 |
S2 |
12,081 |
12,081 |
12,165 |
|
S3 |
11,929 |
11,985 |
12,151 |
|
S4 |
11,777 |
11,833 |
12,110 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,753 |
12,679 |
12,403 |
|
R3 |
12,613 |
12,539 |
12,365 |
|
R2 |
12,473 |
12,473 |
12,352 |
|
R1 |
12,399 |
12,399 |
12,339 |
12,436 |
PP |
12,333 |
12,333 |
12,333 |
12,351 |
S1 |
12,259 |
12,259 |
12,313 |
12,296 |
S2 |
12,193 |
12,193 |
12,300 |
|
S3 |
12,053 |
12,119 |
12,288 |
|
S4 |
11,913 |
11,979 |
12,249 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,406 |
12,177 |
229 |
1.9% |
117 |
1.0% |
7% |
False |
True |
95,677 |
10 |
12,406 |
12,177 |
229 |
1.9% |
101 |
0.8% |
7% |
False |
True |
84,322 |
20 |
12,406 |
11,451 |
955 |
7.8% |
136 |
1.1% |
78% |
False |
False |
101,559 |
40 |
12,406 |
11,451 |
955 |
7.8% |
152 |
1.2% |
78% |
False |
False |
64,236 |
60 |
12,406 |
11,451 |
955 |
7.8% |
135 |
1.1% |
78% |
False |
False |
42,838 |
80 |
12,406 |
11,336 |
1,070 |
8.8% |
117 |
1.0% |
80% |
False |
False |
32,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,975 |
2.618 |
12,727 |
1.618 |
12,575 |
1.000 |
12,481 |
0.618 |
12,423 |
HIGH |
12,329 |
0.618 |
12,271 |
0.500 |
12,253 |
0.382 |
12,235 |
LOW |
12,177 |
0.618 |
12,083 |
1.000 |
12,025 |
1.618 |
11,931 |
2.618 |
11,779 |
4.250 |
11,531 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,253 |
12,292 |
PP |
12,233 |
12,259 |
S1 |
12,213 |
12,226 |
|