Trading Metrics calculated at close of trading on 12-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,654.8 |
1,660.0 |
5.2 |
0.3% |
1,670.4 |
High |
1,659.7 |
1,680.1 |
20.4 |
1.2% |
1,682.8 |
Low |
1,654.7 |
1,650.0 |
-4.7 |
-0.3% |
1,612.3 |
Close |
1,659.0 |
1,679.5 |
20.5 |
1.2% |
1,628.5 |
Range |
5.0 |
30.1 |
25.1 |
502.0% |
70.5 |
ATR |
26.9 |
27.2 |
0.2 |
0.8% |
0.0 |
Volume |
425 |
1,309 |
884 |
208.0% |
5,098 |
|
Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,760.2 |
1,749.9 |
1,696.1 |
|
R3 |
1,730.1 |
1,719.8 |
1,687.8 |
|
R2 |
1,700.0 |
1,700.0 |
1,685.0 |
|
R1 |
1,689.7 |
1,689.7 |
1,682.3 |
1,694.9 |
PP |
1,669.9 |
1,669.9 |
1,669.9 |
1,672.4 |
S1 |
1,659.6 |
1,659.6 |
1,676.7 |
1,664.8 |
S2 |
1,639.8 |
1,639.8 |
1,674.0 |
|
S3 |
1,609.7 |
1,629.5 |
1,671.2 |
|
S4 |
1,579.6 |
1,599.4 |
1,662.9 |
|
|
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 |
1,680.1 |
1,620.4 |
59.7 |
3.6% |
16.7 |
1.0% |
99% |
True |
False |
505 |
10 |
1,682.8 |
1,612.3 |
70.5 |
4.2% |
21.1 |
1.3% |
95% |
False |
False |
6,285 |
20 |
1,696.9 |
1,612.3 |
84.6 |
5.0% |
23.3 |
1.4% |
79% |
False |
False |
80,003 |
40 |
1,792.7 |
1,612.3 |
180.4 |
10.7% |
27.2 |
1.6% |
37% |
False |
False |
125,629 |
60 |
1,792.7 |
1,612.3 |
180.4 |
10.7% |
27.1 |
1.6% |
37% |
False |
False |
117,577 |
80 |
1,792.7 |
1,526.2 |
266.5 |
15.9% |
26.9 |
1.6% |
58% |
False |
False |
90,480 |
100 |
1,792.7 |
1,526.2 |
266.5 |
15.9% |
29.0 |
1.7% |
58% |
False |
False |
73,310 |
120 |
1,808.0 |
1,526.2 |
281.8 |
16.8% |
29.2 |
1.7% |
54% |
False |
False |
61,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,808.0 |
2.618 |
1,758.9 |
1.618 |
1,728.8 |
1.000 |
1,710.2 |
0.618 |
1,698.7 |
HIGH |
1,680.1 |
0.618 |
1,668.6 |
0.500 |
1,665.1 |
0.382 |
1,661.5 |
LOW |
1,650.0 |
0.618 |
1,631.4 |
1.000 |
1,619.9 |
1.618 |
1,601.3 |
2.618 |
1,571.2 |
4.250 |
1,522.1 |
|
|
Fisher Pivots for day following 12-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,674.7 |
1,672.4 |
PP |
1,669.9 |
1,665.3 |
S1 |
1,665.1 |
1,658.2 |
|