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 |
6,688.0 |
6,569.0 |
-119.0 |
-1.8% |
6,982.5 |
High |
6,748.5 |
6,731.5 |
-17.0 |
-0.3% |
7,103.5 |
Low |
6,568.0 |
6,569.0 |
1.0 |
0.0% |
6,695.0 |
Close |
6,639.0 |
6,675.0 |
36.0 |
0.5% |
6,790.0 |
Range |
180.5 |
162.5 |
-18.0 |
-10.0% |
408.5 |
ATR |
135.9 |
137.8 |
1.9 |
1.4% |
0.0 |
Volume |
173,094 |
164,498 |
-8,596 |
-5.0% |
667,519 |
|
Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,146.0 |
7,073.0 |
6,764.4 |
|
R3 |
6,983.5 |
6,910.5 |
6,719.7 |
|
R2 |
6,821.0 |
6,821.0 |
6,704.8 |
|
R1 |
6,748.0 |
6,748.0 |
6,689.9 |
6,784.5 |
PP |
6,658.5 |
6,658.5 |
6,658.5 |
6,676.8 |
S1 |
6,585.5 |
6,585.5 |
6,660.1 |
6,622.0 |
S2 |
6,496.0 |
6,496.0 |
6,645.2 |
|
S3 |
6,333.5 |
6,423.0 |
6,630.3 |
|
S4 |
6,171.0 |
6,260.5 |
6,585.6 |
|
|
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 |
7,095.0 |
6,568.0 |
527.0 |
7.9% |
168.7 |
2.5% |
20% |
False |
False |
166,535 |
10 |
7,167.0 |
6,568.0 |
599.0 |
9.0% |
149.7 |
2.2% |
18% |
False |
False |
156,590 |
20 |
7,211.0 |
6,568.0 |
643.0 |
9.6% |
128.4 |
1.9% |
17% |
False |
False |
139,846 |
40 |
7,211.0 |
6,568.0 |
643.0 |
9.6% |
119.4 |
1.8% |
17% |
False |
False |
72,332 |
60 |
7,211.0 |
6,294.0 |
917.0 |
13.7% |
109.7 |
1.6% |
42% |
False |
False |
48,357 |
80 |
7,211.0 |
5,641.5 |
1,569.5 |
23.5% |
110.3 |
1.7% |
66% |
False |
False |
36,372 |
100 |
7,211.0 |
5,409.0 |
1,802.0 |
27.0% |
119.2 |
1.8% |
70% |
False |
False |
29,551 |
120 |
7,211.0 |
5,409.0 |
1,802.0 |
27.0% |
128.1 |
1.9% |
70% |
False |
False |
24,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,422.1 |
2.618 |
7,156.9 |
1.618 |
6,994.4 |
1.000 |
6,894.0 |
0.618 |
6,831.9 |
HIGH |
6,731.5 |
0.618 |
6,669.4 |
0.500 |
6,650.3 |
0.382 |
6,631.1 |
LOW |
6,569.0 |
0.618 |
6,468.6 |
1.000 |
6,406.5 |
1.618 |
6,306.1 |
2.618 |
6,143.6 |
4.250 |
5,878.4 |
|
|
Fisher Pivots for day following 11-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
6,666.8 |
6,705.3 |
PP |
6,658.5 |
6,695.2 |
S1 |
6,650.3 |
6,685.1 |
|