Trading Metrics calculated at close of trading on 16-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
138.47 |
137.84 |
-0.63 |
-0.5% |
138.03 |
High |
138.82 |
138.04 |
-0.78 |
-0.6% |
139.84 |
Low |
137.01 |
136.58 |
-0.43 |
-0.3% |
135.76 |
Close |
137.14 |
137.05 |
-0.09 |
-0.1% |
137.14 |
Range |
1.81 |
1.46 |
-0.35 |
-19.3% |
4.08 |
ATR |
1.53 |
1.52 |
0.00 |
-0.3% |
0.00 |
Volume |
169,212,297 |
147,764,375 |
-21,447,922 |
-12.7% |
838,915,282 |
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.60 |
140.79 |
137.85 |
|
R3 |
140.14 |
139.33 |
137.45 |
|
R2 |
138.68 |
138.68 |
137.32 |
|
R1 |
137.87 |
137.87 |
137.18 |
137.55 |
PP |
137.22 |
137.22 |
137.22 |
137.06 |
S1 |
136.41 |
136.41 |
136.92 |
136.09 |
S2 |
135.76 |
135.76 |
136.78 |
|
S3 |
134.30 |
134.95 |
136.65 |
|
S4 |
132.84 |
133.49 |
136.25 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.82 |
147.56 |
139.38 |
|
R3 |
145.74 |
143.48 |
138.26 |
|
R2 |
141.66 |
141.66 |
137.89 |
|
R1 |
139.40 |
139.40 |
137.51 |
138.49 |
PP |
137.58 |
137.58 |
137.58 |
137.13 |
S1 |
135.32 |
135.32 |
136.77 |
134.41 |
S2 |
133.50 |
133.50 |
136.39 |
|
S3 |
129.42 |
131.24 |
136.02 |
|
S4 |
125.34 |
127.16 |
134.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138.90 |
135.76 |
3.14 |
2.3% |
1.70 |
1.2% |
41% |
False |
False |
171,839,497 |
10 |
142.21 |
135.76 |
6.45 |
4.7% |
1.58 |
1.1% |
20% |
False |
False |
157,834,304 |
20 |
142.21 |
135.76 |
6.45 |
4.7% |
1.33 |
1.0% |
20% |
False |
False |
144,577,883 |
40 |
142.21 |
134.36 |
7.85 |
5.7% |
1.17 |
0.9% |
34% |
False |
False |
143,127,150 |
60 |
142.21 |
130.06 |
12.15 |
8.9% |
1.17 |
0.9% |
58% |
False |
False |
145,293,897 |
80 |
142.21 |
120.37 |
21.84 |
15.9% |
1.20 |
0.9% |
76% |
False |
False |
143,243,407 |
100 |
142.21 |
116.20 |
26.01 |
19.0% |
1.36 |
1.0% |
80% |
False |
False |
157,494,321 |
120 |
142.21 |
116.20 |
26.01 |
19.0% |
1.52 |
1.1% |
80% |
False |
False |
173,780,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.25 |
2.618 |
141.86 |
1.618 |
140.40 |
1.000 |
139.50 |
0.618 |
138.94 |
HIGH |
138.04 |
0.618 |
137.48 |
0.500 |
137.31 |
0.382 |
137.14 |
LOW |
136.58 |
0.618 |
135.68 |
1.000 |
135.12 |
1.618 |
134.22 |
2.618 |
132.76 |
4.250 |
130.38 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
137.31 |
137.74 |
PP |
137.22 |
137.51 |
S1 |
137.14 |
137.28 |
|