Trading Metrics calculated at close of trading on 10-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,645.3 |
1,649.0 |
3.7 |
0.2% |
1,670.4 |
High |
1,646.4 |
1,661.7 |
15.3 |
0.9% |
1,682.8 |
Low |
1,636.5 |
1,636.2 |
-0.3 |
0.0% |
1,612.3 |
Close |
1,642.5 |
1,659.5 |
17.0 |
1.0% |
1,628.5 |
Range |
9.9 |
25.5 |
15.6 |
157.6% |
70.5 |
ATR |
28.9 |
28.6 |
-0.2 |
-0.8% |
0.0 |
Volume |
158 |
350 |
192 |
121.5% |
5,098 |
|
Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,729.0 |
1,719.7 |
1,673.5 |
|
R3 |
1,703.5 |
1,694.2 |
1,666.5 |
|
R2 |
1,678.0 |
1,678.0 |
1,664.2 |
|
R1 |
1,668.7 |
1,668.7 |
1,661.8 |
1,673.4 |
PP |
1,652.5 |
1,652.5 |
1,652.5 |
1,654.8 |
S1 |
1,643.2 |
1,643.2 |
1,657.2 |
1,647.9 |
S2 |
1,627.0 |
1,627.0 |
1,654.8 |
|
S3 |
1,601.5 |
1,617.7 |
1,652.5 |
|
S4 |
1,576.0 |
1,592.2 |
1,645.5 |
|
|
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 |
1,679.5 |
1,612.3 |
67.2 |
4.0% |
24.7 |
1.5% |
70% |
False |
False |
616 |
10 |
1,696.9 |
1,612.3 |
84.6 |
5.1% |
22.5 |
1.4% |
56% |
False |
False |
40,353 |
20 |
1,706.2 |
1,612.3 |
93.9 |
5.7% |
26.1 |
1.6% |
50% |
False |
False |
102,752 |
40 |
1,792.7 |
1,612.3 |
180.4 |
10.9% |
27.2 |
1.6% |
26% |
False |
False |
131,607 |
60 |
1,792.7 |
1,612.3 |
180.4 |
10.9% |
27.5 |
1.7% |
26% |
False |
False |
118,398 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.1% |
27.9 |
1.7% |
50% |
False |
False |
90,645 |
100 |
1,792.7 |
1,526.2 |
266.5 |
16.1% |
29.1 |
1.8% |
50% |
False |
False |
73,315 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.0% |
29.4 |
1.8% |
47% |
False |
False |
61,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,770.1 |
2.618 |
1,728.5 |
1.618 |
1,703.0 |
1.000 |
1,687.2 |
0.618 |
1,677.5 |
HIGH |
1,661.7 |
0.618 |
1,652.0 |
0.500 |
1,649.0 |
0.382 |
1,645.9 |
LOW |
1,636.2 |
0.618 |
1,620.4 |
1.000 |
1,610.7 |
1.618 |
1,594.9 |
2.618 |
1,569.4 |
4.250 |
1,527.8 |
|
|
Fisher Pivots for day following 10-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,656.0 |
1,653.4 |
PP |
1,652.5 |
1,647.2 |
S1 |
1,649.0 |
1,641.1 |
|