Trading Metrics calculated at close of trading on 11-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,649.0 |
1,654.8 |
5.8 |
0.4% |
1,670.4 |
High |
1,661.7 |
1,659.7 |
-2.0 |
-0.1% |
1,682.8 |
Low |
1,636.2 |
1,654.7 |
18.5 |
1.1% |
1,612.3 |
Close |
1,659.5 |
1,659.0 |
-0.5 |
0.0% |
1,628.5 |
Range |
25.5 |
5.0 |
-20.5 |
-80.4% |
70.5 |
ATR |
28.6 |
26.9 |
-1.7 |
-5.9% |
0.0 |
Volume |
350 |
425 |
75 |
21.4% |
5,098 |
|
Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,672.8 |
1,670.9 |
1,661.8 |
|
R3 |
1,667.8 |
1,665.9 |
1,660.4 |
|
R2 |
1,662.8 |
1,662.8 |
1,659.9 |
|
R1 |
1,660.9 |
1,660.9 |
1,659.5 |
1,661.9 |
PP |
1,657.8 |
1,657.8 |
1,657.8 |
1,658.3 |
S1 |
1,655.9 |
1,655.9 |
1,658.5 |
1,656.9 |
S2 |
1,652.8 |
1,652.8 |
1,658.1 |
|
S3 |
1,647.8 |
1,650.9 |
1,657.6 |
|
S4 |
1,642.8 |
1,645.9 |
1,656.3 |
|
|
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 |
1,661.7 |
1,612.3 |
49.4 |
3.0% |
17.6 |
1.1% |
95% |
False |
False |
468 |
10 |
1,684.5 |
1,612.3 |
72.2 |
4.4% |
21.1 |
1.3% |
65% |
False |
False |
24,407 |
20 |
1,696.9 |
1,612.3 |
84.6 |
5.1% |
24.2 |
1.5% |
55% |
False |
False |
92,654 |
40 |
1,792.7 |
1,612.3 |
180.4 |
10.9% |
26.9 |
1.6% |
26% |
False |
False |
129,087 |
60 |
1,792.7 |
1,612.3 |
180.4 |
10.9% |
27.1 |
1.6% |
26% |
False |
False |
118,048 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.1% |
27.0 |
1.6% |
50% |
False |
False |
90,602 |
100 |
1,792.7 |
1,526.2 |
266.5 |
16.1% |
29.0 |
1.7% |
50% |
False |
False |
73,310 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.0% |
29.1 |
1.8% |
47% |
False |
False |
61,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,681.0 |
2.618 |
1,672.8 |
1.618 |
1,667.8 |
1.000 |
1,664.7 |
0.618 |
1,662.8 |
HIGH |
1,659.7 |
0.618 |
1,657.8 |
0.500 |
1,657.2 |
0.382 |
1,656.6 |
LOW |
1,654.7 |
0.618 |
1,651.6 |
1.000 |
1,649.7 |
1.618 |
1,646.6 |
2.618 |
1,641.6 |
4.250 |
1,633.5 |
|
|
Fisher Pivots for day following 11-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,658.4 |
1,655.7 |
PP |
1,657.8 |
1,652.3 |
S1 |
1,657.2 |
1,649.0 |
|