Trading Metrics calculated at close of trading on 11-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
12,929.44 |
12,716.92 |
-212.52 |
-1.6% |
13,211.36 |
High |
12,929.59 |
12,844.82 |
-84.77 |
-0.7% |
13,297.11 |
Low |
12,710.56 |
12,716.92 |
6.36 |
0.1% |
13,012.46 |
Close |
12,715.93 |
12,805.39 |
89.46 |
0.7% |
13,060.14 |
Range |
219.03 |
127.90 |
-91.13 |
-41.6% |
284.65 |
ATR |
121.91 |
122.41 |
0.50 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,172.74 |
13,116.97 |
12,875.74 |
|
R3 |
13,044.84 |
12,989.07 |
12,840.56 |
|
R2 |
12,916.94 |
12,916.94 |
12,828.84 |
|
R1 |
12,861.17 |
12,861.17 |
12,817.11 |
12,889.06 |
PP |
12,789.04 |
12,789.04 |
12,789.04 |
12,802.99 |
S1 |
12,733.27 |
12,733.27 |
12,793.67 |
12,761.16 |
S2 |
12,661.14 |
12,661.14 |
12,781.94 |
|
S3 |
12,533.24 |
12,605.37 |
12,770.22 |
|
S4 |
12,405.34 |
12,477.47 |
12,735.05 |
|
|
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 |
13,198.19 |
12,710.56 |
487.63 |
3.8% |
150.77 |
1.2% |
19% |
False |
False |
|
10 |
13,297.11 |
12,710.56 |
586.55 |
4.6% |
137.04 |
1.1% |
16% |
False |
False |
|
20 |
13,297.11 |
12,710.56 |
586.55 |
4.6% |
112.80 |
0.9% |
16% |
False |
False |
|
40 |
13,297.11 |
12,710.56 |
586.55 |
4.6% |
109.54 |
0.9% |
16% |
False |
False |
|
60 |
13,297.11 |
12,423.12 |
873.99 |
6.8% |
111.80 |
0.9% |
44% |
False |
False |
|
80 |
13,297.11 |
11,735.19 |
1,561.92 |
12.2% |
117.49 |
0.9% |
69% |
False |
False |
|
100 |
13,297.11 |
11,231.56 |
2,065.55 |
16.1% |
135.80 |
1.1% |
76% |
False |
False |
|
120 |
13,297.11 |
11,231.56 |
2,065.55 |
16.1% |
150.72 |
1.2% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,388.40 |
2.618 |
13,179.66 |
1.618 |
13,051.76 |
1.000 |
12,972.72 |
0.618 |
12,923.86 |
HIGH |
12,844.82 |
0.618 |
12,795.96 |
0.500 |
12,780.87 |
0.382 |
12,765.78 |
LOW |
12,716.92 |
0.618 |
12,637.88 |
1.000 |
12,589.02 |
1.618 |
12,509.98 |
2.618 |
12,382.08 |
4.250 |
12,173.35 |
|
|
Fisher Pivots for day following 11-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
12,797.22 |
12,884.14 |
PP |
12,789.04 |
12,857.89 |
S1 |
12,780.87 |
12,831.64 |
|