Trading Metrics calculated at close of trading on 10-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
6,814.0 |
6,688.0 |
-126.0 |
-1.8% |
6,982.5 |
High |
6,842.5 |
6,748.5 |
-94.0 |
-1.4% |
7,103.5 |
Low |
6,695.0 |
6,568.0 |
-127.0 |
-1.9% |
6,695.0 |
Close |
6,790.0 |
6,639.0 |
-151.0 |
-2.2% |
6,790.0 |
Range |
147.5 |
180.5 |
33.0 |
22.4% |
408.5 |
ATR |
129.3 |
135.9 |
6.6 |
5.1% |
0.0 |
Volume |
168,171 |
173,094 |
4,923 |
2.9% |
667,519 |
|
Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,193.3 |
7,096.7 |
6,738.3 |
|
R3 |
7,012.8 |
6,916.2 |
6,688.6 |
|
R2 |
6,832.3 |
6,832.3 |
6,672.1 |
|
R1 |
6,735.7 |
6,735.7 |
6,655.5 |
6,693.8 |
PP |
6,651.8 |
6,651.8 |
6,651.8 |
6,630.9 |
S1 |
6,555.2 |
6,555.2 |
6,622.5 |
6,513.3 |
S2 |
6,471.3 |
6,471.3 |
6,605.9 |
|
S3 |
6,290.8 |
6,374.7 |
6,589.4 |
|
S4 |
6,110.3 |
6,194.2 |
6,539.7 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,088.3 |
7,847.7 |
7,014.7 |
|
R3 |
7,679.8 |
7,439.2 |
6,902.3 |
|
R2 |
7,271.3 |
7,271.3 |
6,864.9 |
|
R1 |
7,030.7 |
7,030.7 |
6,827.4 |
6,946.8 |
PP |
6,862.8 |
6,862.8 |
6,862.8 |
6,820.9 |
S1 |
6,622.2 |
6,622.2 |
6,752.6 |
6,538.3 |
S2 |
6,454.3 |
6,454.3 |
6,715.1 |
|
S3 |
6,045.8 |
6,213.7 |
6,677.7 |
|
S4 |
5,637.3 |
5,805.2 |
6,565.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,103.5 |
6,568.0 |
535.5 |
8.1% |
172.4 |
2.6% |
13% |
False |
True |
168,122 |
10 |
7,167.0 |
6,568.0 |
599.0 |
9.0% |
147.8 |
2.2% |
12% |
False |
True |
152,717 |
20 |
7,211.0 |
6,568.0 |
643.0 |
9.7% |
124.0 |
1.9% |
11% |
False |
True |
134,134 |
40 |
7,211.0 |
6,568.0 |
643.0 |
9.7% |
116.8 |
1.8% |
11% |
False |
True |
68,235 |
60 |
7,211.0 |
6,117.5 |
1,093.5 |
16.5% |
109.0 |
1.6% |
48% |
False |
False |
45,618 |
80 |
7,211.0 |
5,641.5 |
1,569.5 |
23.6% |
109.9 |
1.7% |
64% |
False |
False |
34,378 |
100 |
7,211.0 |
5,409.0 |
1,802.0 |
27.1% |
118.8 |
1.8% |
68% |
False |
False |
27,906 |
120 |
7,211.0 |
5,409.0 |
1,802.0 |
27.1% |
128.4 |
1.9% |
68% |
False |
False |
23,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,515.6 |
2.618 |
7,221.0 |
1.618 |
7,040.5 |
1.000 |
6,929.0 |
0.618 |
6,860.0 |
HIGH |
6,748.5 |
0.618 |
6,679.5 |
0.500 |
6,658.3 |
0.382 |
6,637.0 |
LOW |
6,568.0 |
0.618 |
6,456.5 |
1.000 |
6,387.5 |
1.618 |
6,276.0 |
2.618 |
6,095.5 |
4.250 |
5,800.9 |
|
|
Fisher Pivots for day following 10-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
6,658.3 |
6,772.8 |
PP |
6,651.8 |
6,728.2 |
S1 |
6,645.4 |
6,683.6 |
|