Trading Metrics calculated at close of trading on 13-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
12,806.45 |
12,986.20 |
179.75 |
1.4% |
13,057.57 |
High |
12,986.96 |
12,986.35 |
-0.61 |
0.0% |
13,057.72 |
Low |
12,806.30 |
12,845.28 |
38.98 |
0.3% |
12,710.56 |
Close |
12,986.58 |
12,849.59 |
-136.99 |
-1.1% |
12,849.59 |
Range |
180.66 |
141.07 |
-39.59 |
-21.9% |
347.16 |
ATR |
126.63 |
127.68 |
1.05 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,316.95 |
13,224.34 |
12,927.18 |
|
R3 |
13,175.88 |
13,083.27 |
12,888.38 |
|
R2 |
13,034.81 |
13,034.81 |
12,875.45 |
|
R1 |
12,942.20 |
12,942.20 |
12,862.52 |
12,917.97 |
PP |
12,893.74 |
12,893.74 |
12,893.74 |
12,881.63 |
S1 |
12,801.13 |
12,801.13 |
12,836.66 |
12,776.90 |
S2 |
12,752.67 |
12,752.67 |
12,823.73 |
|
S3 |
12,611.60 |
12,660.06 |
12,810.80 |
|
S4 |
12,470.53 |
12,518.99 |
12,772.00 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,914.10 |
13,729.01 |
13,040.53 |
|
R3 |
13,566.94 |
13,381.85 |
12,945.06 |
|
R2 |
13,219.78 |
13,219.78 |
12,913.24 |
|
R1 |
13,034.69 |
13,034.69 |
12,881.41 |
12,953.66 |
PP |
12,872.62 |
12,872.62 |
12,872.62 |
12,832.11 |
S1 |
12,687.53 |
12,687.53 |
12,817.77 |
12,606.50 |
S2 |
12,525.46 |
12,525.46 |
12,785.94 |
|
S3 |
12,178.30 |
12,340.37 |
12,754.12 |
|
S4 |
11,831.14 |
11,993.21 |
12,658.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,057.72 |
12,710.56 |
347.16 |
2.7% |
164.52 |
1.3% |
40% |
False |
False |
|
10 |
13,297.11 |
12,710.56 |
586.55 |
4.6% |
142.99 |
1.1% |
24% |
False |
False |
|
20 |
13,297.11 |
12,710.56 |
586.55 |
4.6% |
121.97 |
0.9% |
24% |
False |
False |
|
40 |
13,297.11 |
12,710.56 |
586.55 |
4.6% |
111.64 |
0.9% |
24% |
False |
False |
|
60 |
13,297.11 |
12,529.41 |
767.70 |
6.0% |
112.50 |
0.9% |
42% |
False |
False |
|
80 |
13,297.11 |
11,735.19 |
1,561.92 |
12.2% |
117.87 |
0.9% |
71% |
False |
False |
|
100 |
13,297.11 |
11,231.56 |
2,065.55 |
16.1% |
134.11 |
1.0% |
78% |
False |
False |
|
120 |
13,297.11 |
11,231.56 |
2,065.55 |
16.1% |
150.44 |
1.2% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,585.90 |
2.618 |
13,355.67 |
1.618 |
13,214.60 |
1.000 |
13,127.42 |
0.618 |
13,073.53 |
HIGH |
12,986.35 |
0.618 |
12,932.46 |
0.500 |
12,915.82 |
0.382 |
12,899.17 |
LOW |
12,845.28 |
0.618 |
12,758.10 |
1.000 |
12,704.21 |
1.618 |
12,617.03 |
2.618 |
12,475.96 |
4.250 |
12,245.73 |
|
|
Fisher Pivots for day following 13-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
12,915.82 |
12,851.94 |
PP |
12,893.74 |
12,851.16 |
S1 |
12,871.67 |
12,850.37 |
|