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 |
5,508.0 |
5,577.0 |
69.0 |
1.3% |
5,742.0 |
High |
5,607.5 |
5,680.5 |
73.0 |
1.3% |
5,860.0 |
Low |
5,493.5 |
5,553.0 |
59.5 |
1.1% |
5,613.5 |
Close |
5,568.5 |
5,666.5 |
98.0 |
1.8% |
5,669.0 |
Range |
114.0 |
127.5 |
13.5 |
11.8% |
246.5 |
ATR |
87.9 |
90.7 |
2.8 |
3.2% |
0.0 |
Volume |
143,087 |
130,308 |
-12,779 |
-8.9% |
509,374 |
|
Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,016.0 |
5,968.5 |
5,736.5 |
|
R3 |
5,888.5 |
5,841.0 |
5,701.5 |
|
R2 |
5,761.0 |
5,761.0 |
5,690.0 |
|
R1 |
5,713.5 |
5,713.5 |
5,678.0 |
5,737.0 |
PP |
5,633.5 |
5,633.5 |
5,633.5 |
5,645.0 |
S1 |
5,586.0 |
5,586.0 |
5,655.0 |
5,610.0 |
S2 |
5,506.0 |
5,506.0 |
5,643.0 |
|
S3 |
5,378.5 |
5,458.5 |
5,631.5 |
|
S4 |
5,251.0 |
5,331.0 |
5,596.5 |
|
|
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 |
5,788.5 |
5,490.0 |
298.5 |
5.3% |
123.0 |
2.2% |
59% |
False |
False |
136,057 |
10 |
5,860.0 |
5,490.0 |
370.0 |
6.5% |
110.5 |
1.9% |
48% |
False |
False |
127,758 |
20 |
5,948.5 |
5,490.0 |
458.5 |
8.1% |
86.5 |
1.5% |
38% |
False |
False |
115,389 |
40 |
5,948.5 |
5,490.0 |
458.5 |
8.1% |
70.0 |
1.2% |
38% |
False |
False |
65,899 |
60 |
5,948.5 |
5,490.0 |
458.5 |
8.1% |
59.0 |
1.0% |
38% |
False |
False |
43,940 |
80 |
5,948.5 |
5,277.5 |
671.0 |
11.8% |
48.0 |
0.8% |
58% |
False |
False |
32,959 |
100 |
5,948.5 |
5,070.5 |
878.0 |
15.5% |
40.5 |
0.7% |
68% |
False |
False |
26,386 |
120 |
5,948.5 |
5,070.5 |
878.0 |
15.5% |
35.5 |
0.6% |
68% |
False |
False |
21,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,222.5 |
2.618 |
6,014.5 |
1.618 |
5,887.0 |
1.000 |
5,808.0 |
0.618 |
5,759.5 |
HIGH |
5,680.5 |
0.618 |
5,632.0 |
0.500 |
5,617.0 |
0.382 |
5,601.5 |
LOW |
5,553.0 |
0.618 |
5,474.0 |
1.000 |
5,425.5 |
1.618 |
5,346.5 |
2.618 |
5,219.0 |
4.250 |
5,011.0 |
|
|
Fisher Pivots for day following 12-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
5,650.0 |
5,639.5 |
PP |
5,633.5 |
5,612.5 |
S1 |
5,617.0 |
5,585.0 |
|