Trading Metrics calculated at close of trading on 12-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
12,716.92 |
12,806.45 |
89.53 |
0.7% |
13,211.36 |
High |
12,844.82 |
12,986.96 |
142.14 |
1.1% |
13,297.11 |
Low |
12,716.92 |
12,806.30 |
89.38 |
0.7% |
13,012.46 |
Close |
12,805.39 |
12,986.58 |
181.19 |
1.4% |
13,060.14 |
Range |
127.90 |
180.66 |
52.76 |
41.3% |
284.65 |
ATR |
122.41 |
126.63 |
4.23 |
3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,468.59 |
13,408.25 |
13,085.94 |
|
R3 |
13,287.93 |
13,227.59 |
13,036.26 |
|
R2 |
13,107.27 |
13,107.27 |
13,019.70 |
|
R1 |
13,046.93 |
13,046.93 |
13,003.14 |
13,077.10 |
PP |
12,926.61 |
12,926.61 |
12,926.61 |
12,941.70 |
S1 |
12,866.27 |
12,866.27 |
12,970.02 |
12,896.44 |
S2 |
12,745.95 |
12,745.95 |
12,953.46 |
|
S3 |
12,565.29 |
12,685.61 |
12,936.90 |
|
S4 |
12,384.63 |
12,504.95 |
12,887.22 |
|
|
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 |
13,088.11 |
12,710.56 |
377.55 |
2.9% |
151.44 |
1.2% |
73% |
False |
False |
|
10 |
13,297.11 |
12,710.56 |
586.55 |
4.5% |
140.77 |
1.1% |
47% |
False |
False |
|
20 |
13,297.11 |
12,710.56 |
586.55 |
4.5% |
119.08 |
0.9% |
47% |
False |
False |
|
40 |
13,297.11 |
12,710.56 |
586.55 |
4.5% |
111.76 |
0.9% |
47% |
False |
False |
|
60 |
13,297.11 |
12,453.20 |
843.91 |
6.5% |
112.30 |
0.9% |
63% |
False |
False |
|
80 |
13,297.11 |
11,735.19 |
1,561.92 |
12.0% |
117.97 |
0.9% |
80% |
False |
False |
|
100 |
13,297.11 |
11,231.56 |
2,065.55 |
15.9% |
135.42 |
1.0% |
85% |
False |
False |
|
120 |
13,297.11 |
11,231.56 |
2,065.55 |
15.9% |
150.85 |
1.2% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,754.77 |
2.618 |
13,459.93 |
1.618 |
13,279.27 |
1.000 |
13,167.62 |
0.618 |
13,098.61 |
HIGH |
12,986.96 |
0.618 |
12,917.95 |
0.500 |
12,896.63 |
0.382 |
12,875.31 |
LOW |
12,806.30 |
0.618 |
12,694.65 |
1.000 |
12,625.64 |
1.618 |
12,513.99 |
2.618 |
12,333.33 |
4.250 |
12,038.50 |
|
|
Fisher Pivots for day following 12-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
12,956.60 |
12,940.64 |
PP |
12,926.61 |
12,894.70 |
S1 |
12,896.63 |
12,848.76 |
|