Trading Metrics calculated at close of trading on 16-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
12,986.20 |
12,850.88 |
-135.32 |
-1.0% |
13,057.57 |
High |
12,986.35 |
12,986.77 |
0.42 |
0.0% |
13,057.72 |
Low |
12,845.28 |
12,850.80 |
5.52 |
0.0% |
12,710.56 |
Close |
12,849.59 |
12,921.41 |
71.82 |
0.6% |
12,849.59 |
Range |
141.07 |
135.97 |
-5.10 |
-3.6% |
347.16 |
ATR |
127.68 |
128.36 |
0.68 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,327.57 |
13,260.46 |
12,996.19 |
|
R3 |
13,191.60 |
13,124.49 |
12,958.80 |
|
R2 |
13,055.63 |
13,055.63 |
12,946.34 |
|
R1 |
12,988.52 |
12,988.52 |
12,933.87 |
13,022.08 |
PP |
12,919.66 |
12,919.66 |
12,919.66 |
12,936.44 |
S1 |
12,852.55 |
12,852.55 |
12,908.95 |
12,886.11 |
S2 |
12,783.69 |
12,783.69 |
12,896.48 |
|
S3 |
12,647.72 |
12,716.58 |
12,884.02 |
|
S4 |
12,511.75 |
12,580.61 |
12,846.63 |
|
|
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 |
12,986.96 |
12,710.56 |
276.40 |
2.1% |
160.93 |
1.2% |
76% |
False |
False |
|
10 |
13,297.11 |
12,710.56 |
586.55 |
4.5% |
148.91 |
1.2% |
36% |
False |
False |
|
20 |
13,297.11 |
12,710.56 |
586.55 |
4.5% |
125.88 |
1.0% |
36% |
False |
False |
|
40 |
13,297.11 |
12,710.56 |
586.55 |
4.5% |
111.68 |
0.9% |
36% |
False |
False |
|
60 |
13,297.11 |
12,529.41 |
767.70 |
5.9% |
113.73 |
0.9% |
51% |
False |
False |
|
80 |
13,297.11 |
11,768.83 |
1,528.28 |
11.8% |
117.19 |
0.9% |
75% |
False |
False |
|
100 |
13,297.11 |
11,231.56 |
2,065.55 |
16.0% |
134.48 |
1.0% |
82% |
False |
False |
|
120 |
13,297.11 |
11,231.56 |
2,065.55 |
16.0% |
149.33 |
1.2% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,564.64 |
2.618 |
13,342.74 |
1.618 |
13,206.77 |
1.000 |
13,122.74 |
0.618 |
13,070.80 |
HIGH |
12,986.77 |
0.618 |
12,934.83 |
0.500 |
12,918.79 |
0.382 |
12,902.74 |
LOW |
12,850.80 |
0.618 |
12,766.77 |
1.000 |
12,714.83 |
1.618 |
12,630.80 |
2.618 |
12,494.83 |
4.250 |
12,272.93 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
12,920.54 |
12,913.15 |
PP |
12,919.66 |
12,904.89 |
S1 |
12,918.79 |
12,896.63 |
|