Trading Metrics calculated at close of trading on 09-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,620.8 |
1,645.3 |
24.5 |
1.5% |
1,670.4 |
High |
1,633.2 |
1,646.4 |
13.2 |
0.8% |
1,682.8 |
Low |
1,620.4 |
1,636.5 |
16.1 |
1.0% |
1,612.3 |
Close |
1,628.5 |
1,642.5 |
14.0 |
0.9% |
1,628.5 |
Range |
12.8 |
9.9 |
-2.9 |
-22.7% |
70.5 |
ATR |
29.7 |
28.9 |
-0.8 |
-2.8% |
0.0 |
Volume |
287 |
158 |
-129 |
-44.9% |
5,098 |
|
Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,671.5 |
1,666.9 |
1,647.9 |
|
R3 |
1,661.6 |
1,657.0 |
1,645.2 |
|
R2 |
1,651.7 |
1,651.7 |
1,644.3 |
|
R1 |
1,647.1 |
1,647.1 |
1,643.4 |
1,644.5 |
PP |
1,641.8 |
1,641.8 |
1,641.8 |
1,640.5 |
S1 |
1,637.2 |
1,637.2 |
1,641.6 |
1,634.6 |
S2 |
1,631.9 |
1,631.9 |
1,640.7 |
|
S3 |
1,622.0 |
1,627.3 |
1,639.8 |
|
S4 |
1,612.1 |
1,617.4 |
1,637.1 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.7 |
1,811.1 |
1,667.3 |
|
R3 |
1,782.2 |
1,740.6 |
1,647.9 |
|
R2 |
1,711.7 |
1,711.7 |
1,641.4 |
|
R1 |
1,670.1 |
1,670.1 |
1,635.0 |
1,655.7 |
PP |
1,641.2 |
1,641.2 |
1,641.2 |
1,634.0 |
S1 |
1,599.6 |
1,599.6 |
1,622.0 |
1,585.2 |
S2 |
1,570.7 |
1,570.7 |
1,615.6 |
|
S3 |
1,500.2 |
1,529.1 |
1,609.1 |
|
S4 |
1,429.7 |
1,458.6 |
1,589.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,682.8 |
1,612.3 |
70.5 |
4.3% |
23.8 |
1.4% |
43% |
False |
False |
1,051 |
10 |
1,696.9 |
1,612.3 |
84.6 |
5.2% |
23.7 |
1.4% |
36% |
False |
False |
58,036 |
20 |
1,717.4 |
1,612.3 |
105.1 |
6.4% |
26.1 |
1.6% |
29% |
False |
False |
109,897 |
40 |
1,792.7 |
1,612.3 |
180.4 |
11.0% |
27.3 |
1.7% |
17% |
False |
False |
135,777 |
60 |
1,792.7 |
1,612.3 |
180.4 |
11.0% |
27.4 |
1.7% |
17% |
False |
False |
118,628 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.2% |
28.3 |
1.7% |
44% |
False |
False |
90,691 |
100 |
1,799.8 |
1,526.2 |
273.6 |
16.7% |
29.1 |
1.8% |
43% |
False |
False |
73,332 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.2% |
29.5 |
1.8% |
41% |
False |
False |
61,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,688.5 |
2.618 |
1,672.3 |
1.618 |
1,662.4 |
1.000 |
1,656.3 |
0.618 |
1,652.5 |
HIGH |
1,646.4 |
0.618 |
1,642.6 |
0.500 |
1,641.5 |
0.382 |
1,640.3 |
LOW |
1,636.5 |
0.618 |
1,630.4 |
1.000 |
1,626.6 |
1.618 |
1,620.5 |
2.618 |
1,610.6 |
4.250 |
1,594.4 |
|
|
Fisher Pivots for day following 09-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,642.2 |
1,638.2 |
PP |
1,641.8 |
1,633.9 |
S1 |
1,641.5 |
1,629.7 |
|