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 |
5,652.5 |
5,618.0 |
-34.5 |
-0.6% |
5,742.0 |
High |
5,684.5 |
5,640.5 |
-44.0 |
-0.8% |
5,860.0 |
Low |
5,613.5 |
5,490.0 |
-123.5 |
-2.2% |
5,613.5 |
Close |
5,669.0 |
5,493.5 |
-175.5 |
-3.1% |
5,669.0 |
Range |
71.0 |
150.5 |
79.5 |
112.0% |
246.5 |
ATR |
78.7 |
85.9 |
7.2 |
9.1% |
0.0 |
Volume |
111,910 |
133,008 |
21,098 |
18.9% |
509,374 |
|
Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,993.0 |
5,893.5 |
5,576.5 |
|
R3 |
5,842.5 |
5,743.0 |
5,535.0 |
|
R2 |
5,692.0 |
5,692.0 |
5,521.0 |
|
R1 |
5,592.5 |
5,592.5 |
5,507.5 |
5,567.0 |
PP |
5,541.5 |
5,541.5 |
5,541.5 |
5,528.5 |
S1 |
5,442.0 |
5,442.0 |
5,479.5 |
5,416.5 |
S2 |
5,391.0 |
5,391.0 |
5,466.0 |
|
S3 |
5,240.5 |
5,291.5 |
5,452.0 |
|
S4 |
5,090.0 |
5,141.0 |
5,410.5 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,453.5 |
6,308.0 |
5,804.5 |
|
R3 |
6,207.0 |
6,061.5 |
5,737.0 |
|
R2 |
5,960.5 |
5,960.5 |
5,714.0 |
|
R1 |
5,815.0 |
5,815.0 |
5,691.5 |
5,764.5 |
PP |
5,714.0 |
5,714.0 |
5,714.0 |
5,689.0 |
S1 |
5,568.5 |
5,568.5 |
5,646.5 |
5,518.0 |
S2 |
5,467.5 |
5,467.5 |
5,624.0 |
|
S3 |
5,221.0 |
5,322.0 |
5,601.0 |
|
S4 |
4,974.5 |
5,075.5 |
5,533.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,860.0 |
5,490.0 |
370.0 |
6.7% |
124.5 |
2.3% |
1% |
False |
True |
128,476 |
10 |
5,894.5 |
5,490.0 |
404.5 |
7.4% |
101.0 |
1.8% |
1% |
False |
True |
118,495 |
20 |
5,948.5 |
5,490.0 |
458.5 |
8.3% |
81.5 |
1.5% |
1% |
False |
True |
114,145 |
40 |
5,948.5 |
5,490.0 |
458.5 |
8.3% |
65.5 |
1.2% |
1% |
False |
True |
59,066 |
60 |
5,948.5 |
5,490.0 |
458.5 |
8.3% |
56.0 |
1.0% |
1% |
False |
True |
39,384 |
80 |
5,948.5 |
5,277.5 |
671.0 |
12.2% |
45.0 |
0.8% |
32% |
False |
False |
29,542 |
100 |
5,948.5 |
5,070.5 |
878.0 |
16.0% |
38.0 |
0.7% |
48% |
False |
False |
23,652 |
120 |
5,948.5 |
5,070.5 |
878.0 |
16.0% |
33.5 |
0.6% |
48% |
False |
False |
19,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,280.0 |
2.618 |
6,034.5 |
1.618 |
5,884.0 |
1.000 |
5,791.0 |
0.618 |
5,733.5 |
HIGH |
5,640.5 |
0.618 |
5,583.0 |
0.500 |
5,565.0 |
0.382 |
5,547.5 |
LOW |
5,490.0 |
0.618 |
5,397.0 |
1.000 |
5,339.5 |
1.618 |
5,246.5 |
2.618 |
5,096.0 |
4.250 |
4,850.5 |
|
|
Fisher Pivots for day following 10-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
5,565.0 |
5,639.0 |
PP |
5,541.5 |
5,590.5 |
S1 |
5,517.5 |
5,542.0 |
|