Trading Metrics calculated at close of trading on 16-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
6,768.5 |
6,575.5 |
-193.0 |
-2.9% |
6,688.0 |
High |
6,768.5 |
6,683.5 |
-85.0 |
-1.3% |
6,773.5 |
Low |
6,558.0 |
6,536.0 |
-22.0 |
-0.3% |
6,558.0 |
Close |
6,588.0 |
6,648.0 |
60.0 |
0.9% |
6,588.0 |
Range |
210.5 |
147.5 |
-63.0 |
-29.9% |
215.5 |
ATR |
141.6 |
142.0 |
0.4 |
0.3% |
0.0 |
Volume |
173,305 |
154,161 |
-19,144 |
-11.0% |
677,192 |
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,065.0 |
7,004.0 |
6,729.1 |
|
R3 |
6,917.5 |
6,856.5 |
6,688.6 |
|
R2 |
6,770.0 |
6,770.0 |
6,675.0 |
|
R1 |
6,709.0 |
6,709.0 |
6,661.5 |
6,739.5 |
PP |
6,622.5 |
6,622.5 |
6,622.5 |
6,637.8 |
S1 |
6,561.5 |
6,561.5 |
6,634.5 |
6,592.0 |
S2 |
6,475.0 |
6,475.0 |
6,621.0 |
|
S3 |
6,327.5 |
6,414.0 |
6,607.4 |
|
S4 |
6,180.0 |
6,266.5 |
6,566.9 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,286.3 |
7,152.7 |
6,706.5 |
|
R3 |
7,070.8 |
6,937.2 |
6,647.3 |
|
R2 |
6,855.3 |
6,855.3 |
6,627.5 |
|
R1 |
6,721.7 |
6,721.7 |
6,607.8 |
6,680.8 |
PP |
6,639.8 |
6,639.8 |
6,639.8 |
6,619.4 |
S1 |
6,506.2 |
6,506.2 |
6,568.2 |
6,465.3 |
S2 |
6,424.3 |
6,424.3 |
6,548.5 |
|
S3 |
6,208.8 |
6,290.7 |
6,528.7 |
|
S4 |
5,993.3 |
6,075.2 |
6,469.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,773.5 |
6,536.0 |
237.5 |
3.6% |
163.5 |
2.5% |
47% |
False |
True |
166,270 |
10 |
7,103.5 |
6,536.0 |
567.5 |
8.5% |
156.5 |
2.4% |
20% |
False |
True |
161,933 |
20 |
7,211.0 |
6,536.0 |
675.0 |
10.2% |
136.8 |
2.1% |
17% |
False |
True |
148,575 |
40 |
7,211.0 |
6,536.0 |
675.0 |
10.2% |
122.5 |
1.8% |
17% |
False |
True |
84,644 |
60 |
7,211.0 |
6,358.0 |
853.0 |
12.8% |
113.5 |
1.7% |
34% |
False |
False |
56,569 |
80 |
7,211.0 |
5,795.5 |
1,415.5 |
21.3% |
109.0 |
1.6% |
60% |
False |
False |
42,532 |
100 |
7,211.0 |
5,409.0 |
1,802.0 |
27.1% |
120.2 |
1.8% |
69% |
False |
False |
34,481 |
120 |
7,211.0 |
5,409.0 |
1,802.0 |
27.1% |
129.0 |
1.9% |
69% |
False |
False |
28,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,310.4 |
2.618 |
7,069.7 |
1.618 |
6,922.2 |
1.000 |
6,831.0 |
0.618 |
6,774.7 |
HIGH |
6,683.5 |
0.618 |
6,627.2 |
0.500 |
6,609.8 |
0.382 |
6,592.3 |
LOW |
6,536.0 |
0.618 |
6,444.8 |
1.000 |
6,388.5 |
1.618 |
6,297.3 |
2.618 |
6,149.8 |
4.250 |
5,909.1 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
6,635.3 |
6,654.8 |
PP |
6,622.5 |
6,652.5 |
S1 |
6,609.8 |
6,650.3 |
|