Trading Metrics calculated at close of trading on 13-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,660.0 |
1,673.3 |
13.3 |
0.8% |
1,645.3 |
High |
1,680.1 |
1,674.8 |
-5.3 |
-0.3% |
1,680.1 |
Low |
1,650.0 |
1,650.0 |
0.0 |
0.0% |
1,636.2 |
Close |
1,679.5 |
1,659.1 |
-20.4 |
-1.2% |
1,659.1 |
Range |
30.1 |
24.8 |
-5.3 |
-17.6% |
43.9 |
ATR |
27.2 |
27.3 |
0.2 |
0.6% |
0.0 |
Volume |
1,309 |
219 |
-1,090 |
-83.3% |
2,461 |
|
Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,735.7 |
1,722.2 |
1,672.7 |
|
R3 |
1,710.9 |
1,697.4 |
1,665.9 |
|
R2 |
1,686.1 |
1,686.1 |
1,663.6 |
|
R1 |
1,672.6 |
1,672.6 |
1,661.4 |
1,667.0 |
PP |
1,661.3 |
1,661.3 |
1,661.3 |
1,658.5 |
S1 |
1,647.8 |
1,647.8 |
1,656.8 |
1,642.2 |
S2 |
1,636.5 |
1,636.5 |
1,654.6 |
|
S3 |
1,611.7 |
1,623.0 |
1,652.3 |
|
S4 |
1,586.9 |
1,598.2 |
1,645.5 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,790.2 |
1,768.5 |
1,683.2 |
|
R3 |
1,746.3 |
1,724.6 |
1,671.2 |
|
R2 |
1,702.4 |
1,702.4 |
1,667.1 |
|
R1 |
1,680.7 |
1,680.7 |
1,663.1 |
1,691.6 |
PP |
1,658.5 |
1,658.5 |
1,658.5 |
1,663.9 |
S1 |
1,636.8 |
1,636.8 |
1,655.1 |
1,647.7 |
S2 |
1,614.6 |
1,614.6 |
1,651.1 |
|
S3 |
1,570.7 |
1,592.9 |
1,647.0 |
|
S4 |
1,526.8 |
1,549.0 |
1,635.0 |
|
|
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 |
1,636.2 |
43.9 |
2.6% |
19.1 |
1.1% |
52% |
False |
False |
492 |
10 |
1,682.8 |
1,612.3 |
70.5 |
4.2% |
21.5 |
1.3% |
66% |
False |
False |
1,734 |
20 |
1,696.9 |
1,612.3 |
84.6 |
5.1% |
22.9 |
1.4% |
55% |
False |
False |
71,545 |
40 |
1,792.7 |
1,612.3 |
180.4 |
10.9% |
27.4 |
1.7% |
26% |
False |
False |
122,243 |
60 |
1,792.7 |
1,612.3 |
180.4 |
10.9% |
27.1 |
1.6% |
26% |
False |
False |
116,997 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.1% |
26.9 |
1.6% |
50% |
False |
False |
90,433 |
100 |
1,792.7 |
1,526.2 |
266.5 |
16.1% |
28.7 |
1.7% |
50% |
False |
False |
73,289 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.0% |
29.2 |
1.8% |
47% |
False |
False |
61,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,780.2 |
2.618 |
1,739.7 |
1.618 |
1,714.9 |
1.000 |
1,699.6 |
0.618 |
1,690.1 |
HIGH |
1,674.8 |
0.618 |
1,665.3 |
0.500 |
1,662.4 |
0.382 |
1,659.5 |
LOW |
1,650.0 |
0.618 |
1,634.7 |
1.000 |
1,625.2 |
1.618 |
1,609.9 |
2.618 |
1,585.1 |
4.250 |
1,544.6 |
|
|
Fisher Pivots for day following 13-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,662.4 |
1,665.1 |
PP |
1,661.3 |
1,663.1 |
S1 |
1,660.2 |
1,661.1 |
|