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 |
6,569.0 |
6,690.0 |
121.0 |
1.8% |
6,982.5 |
High |
6,731.5 |
6,773.5 |
42.0 |
0.6% |
7,103.5 |
Low |
6,569.0 |
6,657.0 |
88.0 |
1.3% |
6,695.0 |
Close |
6,675.0 |
6,768.5 |
93.5 |
1.4% |
6,790.0 |
Range |
162.5 |
116.5 |
-46.0 |
-28.3% |
408.5 |
ATR |
137.8 |
136.3 |
-1.5 |
-1.1% |
0.0 |
Volume |
164,498 |
166,295 |
1,797 |
1.1% |
667,519 |
|
Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,082.5 |
7,042.0 |
6,832.6 |
|
R3 |
6,966.0 |
6,925.5 |
6,800.5 |
|
R2 |
6,849.5 |
6,849.5 |
6,789.9 |
|
R1 |
6,809.0 |
6,809.0 |
6,779.2 |
6,829.3 |
PP |
6,733.0 |
6,733.0 |
6,733.0 |
6,743.1 |
S1 |
6,692.5 |
6,692.5 |
6,757.8 |
6,712.8 |
S2 |
6,616.5 |
6,616.5 |
6,747.1 |
|
S3 |
6,500.0 |
6,576.0 |
6,736.5 |
|
S4 |
6,383.5 |
6,459.5 |
6,704.4 |
|
|
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 |
6,977.5 |
6,568.0 |
409.5 |
6.1% |
160.5 |
2.4% |
49% |
False |
False |
172,062 |
10 |
7,124.5 |
6,568.0 |
556.5 |
8.2% |
152.2 |
2.2% |
36% |
False |
False |
160,893 |
20 |
7,211.0 |
6,568.0 |
643.0 |
9.5% |
127.7 |
1.9% |
31% |
False |
False |
142,023 |
40 |
7,211.0 |
6,568.0 |
643.0 |
9.5% |
119.9 |
1.8% |
31% |
False |
False |
76,482 |
60 |
7,211.0 |
6,301.0 |
910.0 |
13.4% |
110.6 |
1.6% |
51% |
False |
False |
51,125 |
80 |
7,211.0 |
5,669.5 |
1,541.5 |
22.8% |
109.8 |
1.6% |
71% |
False |
False |
38,448 |
100 |
7,211.0 |
5,409.0 |
1,802.0 |
26.6% |
118.8 |
1.8% |
75% |
False |
False |
31,213 |
120 |
7,211.0 |
5,409.0 |
1,802.0 |
26.6% |
128.3 |
1.9% |
75% |
False |
False |
26,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,268.6 |
2.618 |
7,078.5 |
1.618 |
6,962.0 |
1.000 |
6,890.0 |
0.618 |
6,845.5 |
HIGH |
6,773.5 |
0.618 |
6,729.0 |
0.500 |
6,715.3 |
0.382 |
6,701.5 |
LOW |
6,657.0 |
0.618 |
6,585.0 |
1.000 |
6,540.5 |
1.618 |
6,468.5 |
2.618 |
6,352.0 |
4.250 |
6,161.9 |
|
|
Fisher Pivots for day following 12-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
6,750.8 |
6,735.9 |
PP |
6,733.0 |
6,703.3 |
S1 |
6,715.3 |
6,670.8 |
|