Trading Metrics calculated at close of trading on 13-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
5,577.0 |
5,679.0 |
102.0 |
1.8% |
5,618.0 |
High |
5,680.5 |
5,682.5 |
2.0 |
0.0% |
5,682.5 |
Low |
5,553.0 |
5,590.5 |
37.5 |
0.7% |
5,490.0 |
Close |
5,666.5 |
5,595.0 |
-71.5 |
-1.3% |
5,595.0 |
Range |
127.5 |
92.0 |
-35.5 |
-27.8% |
192.5 |
ATR |
90.7 |
90.8 |
0.1 |
0.1% |
0.0 |
Volume |
130,308 |
108,296 |
-22,012 |
-16.9% |
514,699 |
|
Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,898.5 |
5,839.0 |
5,645.5 |
|
R3 |
5,806.5 |
5,747.0 |
5,620.5 |
|
R2 |
5,714.5 |
5,714.5 |
5,612.0 |
|
R1 |
5,655.0 |
5,655.0 |
5,603.5 |
5,639.0 |
PP |
5,622.5 |
5,622.5 |
5,622.5 |
5,614.5 |
S1 |
5,563.0 |
5,563.0 |
5,586.5 |
5,547.0 |
S2 |
5,530.5 |
5,530.5 |
5,578.0 |
|
S3 |
5,438.5 |
5,471.0 |
5,569.5 |
|
S4 |
5,346.5 |
5,379.0 |
5,544.5 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,166.5 |
6,073.5 |
5,701.0 |
|
R3 |
5,974.0 |
5,881.0 |
5,648.0 |
|
R2 |
5,781.5 |
5,781.5 |
5,630.5 |
|
R1 |
5,688.5 |
5,688.5 |
5,612.5 |
5,639.0 |
PP |
5,589.0 |
5,589.0 |
5,589.0 |
5,564.5 |
S1 |
5,496.0 |
5,496.0 |
5,577.5 |
5,446.0 |
S2 |
5,396.5 |
5,396.5 |
5,559.5 |
|
S3 |
5,204.0 |
5,303.5 |
5,542.0 |
|
S4 |
5,011.5 |
5,111.0 |
5,489.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,684.5 |
5,490.0 |
194.5 |
3.5% |
111.0 |
2.0% |
54% |
False |
False |
125,321 |
10 |
5,860.0 |
5,490.0 |
370.0 |
6.6% |
109.0 |
1.9% |
28% |
False |
False |
127,514 |
20 |
5,929.5 |
5,490.0 |
439.5 |
7.9% |
88.0 |
1.6% |
24% |
False |
False |
113,926 |
40 |
5,948.5 |
5,490.0 |
458.5 |
8.2% |
70.5 |
1.3% |
23% |
False |
False |
68,602 |
60 |
5,948.5 |
5,490.0 |
458.5 |
8.2% |
60.5 |
1.1% |
23% |
False |
False |
45,745 |
80 |
5,948.5 |
5,277.5 |
671.0 |
12.0% |
49.0 |
0.9% |
47% |
False |
False |
34,313 |
100 |
5,948.5 |
5,070.5 |
878.0 |
15.7% |
41.0 |
0.7% |
60% |
False |
False |
27,469 |
120 |
5,948.5 |
5,070.5 |
878.0 |
15.7% |
36.0 |
0.6% |
60% |
False |
False |
22,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,073.5 |
2.618 |
5,923.5 |
1.618 |
5,831.5 |
1.000 |
5,774.5 |
0.618 |
5,739.5 |
HIGH |
5,682.5 |
0.618 |
5,647.5 |
0.500 |
5,636.5 |
0.382 |
5,625.5 |
LOW |
5,590.5 |
0.618 |
5,533.5 |
1.000 |
5,498.5 |
1.618 |
5,441.5 |
2.618 |
5,349.5 |
4.250 |
5,199.5 |
|
|
Fisher Pivots for day following 13-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
5,636.5 |
5,592.5 |
PP |
5,622.5 |
5,590.5 |
S1 |
5,609.0 |
5,588.0 |
|