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 |
5,618.0 |
5,508.0 |
-110.0 |
-2.0% |
5,742.0 |
High |
5,640.5 |
5,607.5 |
-33.0 |
-0.6% |
5,860.0 |
Low |
5,490.0 |
5,493.5 |
3.5 |
0.1% |
5,613.5 |
Close |
5,493.5 |
5,568.5 |
75.0 |
1.4% |
5,669.0 |
Range |
150.5 |
114.0 |
-36.5 |
-24.3% |
246.5 |
ATR |
85.9 |
87.9 |
2.0 |
2.3% |
0.0 |
Volume |
133,008 |
143,087 |
10,079 |
7.6% |
509,374 |
|
Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,898.5 |
5,847.5 |
5,631.0 |
|
R3 |
5,784.5 |
5,733.5 |
5,600.0 |
|
R2 |
5,670.5 |
5,670.5 |
5,589.5 |
|
R1 |
5,619.5 |
5,619.5 |
5,579.0 |
5,645.0 |
PP |
5,556.5 |
5,556.5 |
5,556.5 |
5,569.0 |
S1 |
5,505.5 |
5,505.5 |
5,558.0 |
5,531.0 |
S2 |
5,442.5 |
5,442.5 |
5,547.5 |
|
S3 |
5,328.5 |
5,391.5 |
5,537.0 |
|
S4 |
5,214.5 |
5,277.5 |
5,506.0 |
|
|
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 |
5,849.0 |
5,490.0 |
359.0 |
6.4% |
115.5 |
2.1% |
22% |
False |
False |
129,959 |
10 |
5,894.5 |
5,490.0 |
404.5 |
7.3% |
106.0 |
1.9% |
19% |
False |
False |
123,847 |
20 |
5,948.5 |
5,490.0 |
458.5 |
8.2% |
85.0 |
1.5% |
17% |
False |
False |
118,599 |
40 |
5,948.5 |
5,490.0 |
458.5 |
8.2% |
67.5 |
1.2% |
17% |
False |
False |
62,643 |
60 |
5,948.5 |
5,490.0 |
458.5 |
8.2% |
57.5 |
1.0% |
17% |
False |
False |
41,769 |
80 |
5,948.5 |
5,277.5 |
671.0 |
12.0% |
46.5 |
0.8% |
43% |
False |
False |
31,331 |
100 |
5,948.5 |
5,070.5 |
878.0 |
15.8% |
39.0 |
0.7% |
57% |
False |
False |
25,083 |
120 |
5,948.5 |
5,070.5 |
878.0 |
15.8% |
34.5 |
0.6% |
57% |
False |
False |
20,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,092.0 |
2.618 |
5,906.0 |
1.618 |
5,792.0 |
1.000 |
5,721.5 |
0.618 |
5,678.0 |
HIGH |
5,607.5 |
0.618 |
5,564.0 |
0.500 |
5,550.5 |
0.382 |
5,537.0 |
LOW |
5,493.5 |
0.618 |
5,423.0 |
1.000 |
5,379.5 |
1.618 |
5,309.0 |
2.618 |
5,195.0 |
4.250 |
5,009.0 |
|
|
Fisher Pivots for day following 11-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
5,562.5 |
5,587.0 |
PP |
5,556.5 |
5,581.0 |
S1 |
5,550.5 |
5,575.0 |
|