Trading Metrics calculated at close of trading on 10-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
13,057.57 |
12,929.44 |
-128.13 |
-1.0% |
13,211.36 |
High |
13,057.72 |
12,929.59 |
-128.13 |
-1.0% |
13,297.11 |
Low |
12,903.78 |
12,710.56 |
-193.22 |
-1.5% |
13,012.46 |
Close |
12,929.59 |
12,715.93 |
-213.66 |
-1.7% |
13,060.14 |
Range |
153.94 |
219.03 |
65.09 |
42.3% |
284.65 |
ATR |
114.44 |
121.91 |
7.47 |
6.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,442.45 |
13,298.22 |
12,836.40 |
|
R3 |
13,223.42 |
13,079.19 |
12,776.16 |
|
R2 |
13,004.39 |
13,004.39 |
12,756.09 |
|
R1 |
12,860.16 |
12,860.16 |
12,736.01 |
12,822.76 |
PP |
12,785.36 |
12,785.36 |
12,785.36 |
12,766.66 |
S1 |
12,641.13 |
12,641.13 |
12,695.85 |
12,603.73 |
S2 |
12,566.33 |
12,566.33 |
12,675.77 |
|
S3 |
12,347.30 |
12,422.10 |
12,655.70 |
|
S4 |
12,128.27 |
12,203.07 |
12,595.46 |
|
|
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 |
13,265.36 |
12,710.56 |
554.80 |
4.4% |
152.02 |
1.2% |
1% |
False |
True |
|
10 |
13,297.11 |
12,710.56 |
586.55 |
4.6% |
131.32 |
1.0% |
1% |
False |
True |
|
20 |
13,297.11 |
12,710.56 |
586.55 |
4.6% |
117.77 |
0.9% |
1% |
False |
True |
|
40 |
13,297.11 |
12,710.56 |
586.55 |
4.6% |
108.57 |
0.9% |
1% |
False |
True |
|
60 |
13,297.11 |
12,311.79 |
985.32 |
7.7% |
112.31 |
0.9% |
41% |
False |
False |
|
80 |
13,297.11 |
11,735.19 |
1,561.92 |
12.3% |
117.94 |
0.9% |
63% |
False |
False |
|
100 |
13,297.11 |
11,231.56 |
2,065.55 |
16.2% |
136.16 |
1.1% |
72% |
False |
False |
|
120 |
13,297.11 |
11,231.56 |
2,065.55 |
16.2% |
152.62 |
1.2% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,860.47 |
2.618 |
13,503.01 |
1.618 |
13,283.98 |
1.000 |
13,148.62 |
0.618 |
13,064.95 |
HIGH |
12,929.59 |
0.618 |
12,845.92 |
0.500 |
12,820.08 |
0.382 |
12,794.23 |
LOW |
12,710.56 |
0.618 |
12,575.20 |
1.000 |
12,491.53 |
1.618 |
12,356.17 |
2.618 |
12,137.14 |
4.250 |
11,779.68 |
|
|
Fisher Pivots for day following 10-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
12,820.08 |
12,899.34 |
PP |
12,785.36 |
12,838.20 |
S1 |
12,750.65 |
12,777.07 |
|