Trading Metrics calculated at close of trading on 17-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
12,850.88 |
12,921.79 |
70.91 |
0.6% |
13,057.57 |
High |
12,986.77 |
13,131.36 |
144.59 |
1.1% |
13,057.72 |
Low |
12,850.80 |
12,921.79 |
70.99 |
0.6% |
12,710.56 |
Close |
12,921.41 |
13,115.54 |
194.13 |
1.5% |
12,849.59 |
Range |
135.97 |
209.57 |
73.60 |
54.1% |
347.16 |
ATR |
128.36 |
134.19 |
5.83 |
4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,684.94 |
13,609.81 |
13,230.80 |
|
R3 |
13,475.37 |
13,400.24 |
13,173.17 |
|
R2 |
13,265.80 |
13,265.80 |
13,153.96 |
|
R1 |
13,190.67 |
13,190.67 |
13,134.75 |
13,228.24 |
PP |
13,056.23 |
13,056.23 |
13,056.23 |
13,075.01 |
S1 |
12,981.10 |
12,981.10 |
13,096.33 |
13,018.67 |
S2 |
12,846.66 |
12,846.66 |
13,077.12 |
|
S3 |
12,637.09 |
12,771.53 |
13,057.91 |
|
S4 |
12,427.52 |
12,561.96 |
13,000.28 |
|
|
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 |
13,131.36 |
12,716.92 |
414.44 |
3.2% |
159.03 |
1.2% |
96% |
True |
False |
|
10 |
13,265.36 |
12,710.56 |
554.80 |
4.2% |
155.53 |
1.2% |
73% |
False |
False |
|
20 |
13,297.11 |
12,710.56 |
586.55 |
4.5% |
133.31 |
1.0% |
69% |
False |
False |
|
40 |
13,297.11 |
12,710.56 |
586.55 |
4.5% |
115.30 |
0.9% |
69% |
False |
False |
|
60 |
13,297.11 |
12,529.41 |
767.70 |
5.9% |
115.56 |
0.9% |
76% |
False |
False |
|
80 |
13,297.11 |
11,999.44 |
1,297.67 |
9.9% |
115.45 |
0.9% |
86% |
False |
False |
|
100 |
13,297.11 |
11,231.56 |
2,065.55 |
15.7% |
133.16 |
1.0% |
91% |
False |
False |
|
120 |
13,297.11 |
11,231.56 |
2,065.55 |
15.7% |
149.95 |
1.1% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,022.03 |
2.618 |
13,680.01 |
1.618 |
13,470.44 |
1.000 |
13,340.93 |
0.618 |
13,260.87 |
HIGH |
13,131.36 |
0.618 |
13,051.30 |
0.500 |
13,026.58 |
0.382 |
13,001.85 |
LOW |
12,921.79 |
0.618 |
12,792.28 |
1.000 |
12,712.22 |
1.618 |
12,582.71 |
2.618 |
12,373.14 |
4.250 |
12,031.12 |
|
|
Fisher Pivots for day following 17-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
13,085.89 |
13,073.13 |
PP |
13,056.23 |
13,030.73 |
S1 |
13,026.58 |
12,988.32 |
|