Trading Metrics calculated at close of trading on 09-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
13,067.18 |
13,057.57 |
-9.61 |
-0.1% |
13,211.36 |
High |
13,088.11 |
13,057.72 |
-30.39 |
-0.2% |
13,297.11 |
Low |
13,012.46 |
12,903.78 |
-108.68 |
-0.8% |
13,012.46 |
Close |
13,060.14 |
12,929.59 |
-130.55 |
-1.0% |
13,060.14 |
Range |
75.65 |
153.94 |
78.29 |
103.5% |
284.65 |
ATR |
111.21 |
114.44 |
3.22 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,425.52 |
13,331.49 |
13,014.26 |
|
R3 |
13,271.58 |
13,177.55 |
12,971.92 |
|
R2 |
13,117.64 |
13,117.64 |
12,957.81 |
|
R1 |
13,023.61 |
13,023.61 |
12,943.70 |
12,993.66 |
PP |
12,963.70 |
12,963.70 |
12,963.70 |
12,948.72 |
S1 |
12,869.67 |
12,869.67 |
12,915.48 |
12,839.72 |
S2 |
12,809.76 |
12,809.76 |
12,901.37 |
|
S3 |
12,655.82 |
12,715.73 |
12,887.26 |
|
S4 |
12,501.88 |
12,561.79 |
12,844.92 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,977.19 |
13,803.31 |
13,216.70 |
|
R3 |
13,692.54 |
13,518.66 |
13,138.42 |
|
R2 |
13,407.89 |
13,407.89 |
13,112.33 |
|
R1 |
13,234.01 |
13,234.01 |
13,086.23 |
13,178.63 |
PP |
13,123.24 |
13,123.24 |
13,123.24 |
13,095.54 |
S1 |
12,949.36 |
12,949.36 |
13,034.05 |
12,893.98 |
S2 |
12,838.59 |
12,838.59 |
13,007.95 |
|
S3 |
12,553.94 |
12,664.71 |
12,981.86 |
|
S4 |
12,269.29 |
12,380.06 |
12,903.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,297.11 |
12,903.78 |
393.33 |
3.0% |
136.90 |
1.1% |
7% |
False |
True |
|
10 |
13,297.11 |
12,903.78 |
393.33 |
3.0% |
125.56 |
1.0% |
7% |
False |
True |
|
20 |
13,297.11 |
12,903.78 |
393.33 |
3.0% |
109.63 |
0.8% |
7% |
False |
True |
|
40 |
13,297.11 |
12,734.86 |
562.25 |
4.3% |
106.74 |
0.8% |
35% |
False |
False |
|
60 |
13,297.11 |
12,311.79 |
985.32 |
7.6% |
110.30 |
0.9% |
63% |
False |
False |
|
80 |
13,297.11 |
11,735.19 |
1,561.92 |
12.1% |
118.24 |
0.9% |
76% |
False |
False |
|
100 |
13,297.11 |
11,231.56 |
2,065.55 |
16.0% |
135.41 |
1.0% |
82% |
False |
False |
|
120 |
13,297.11 |
11,231.56 |
2,065.55 |
16.0% |
153.00 |
1.2% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,711.97 |
2.618 |
13,460.73 |
1.618 |
13,306.79 |
1.000 |
13,211.66 |
0.618 |
13,152.85 |
HIGH |
13,057.72 |
0.618 |
12,998.91 |
0.500 |
12,980.75 |
0.382 |
12,962.59 |
LOW |
12,903.78 |
0.618 |
12,808.65 |
1.000 |
12,749.84 |
1.618 |
12,654.71 |
2.618 |
12,500.77 |
4.250 |
12,249.54 |
|
|
Fisher Pivots for day following 09-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
12,980.75 |
13,050.99 |
PP |
12,963.70 |
13,010.52 |
S1 |
12,946.64 |
12,970.06 |
|