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 |
5,679.0 |
5,590.5 |
-88.5 |
-1.6% |
5,618.0 |
High |
5,682.5 |
5,659.5 |
-23.0 |
-0.4% |
5,682.5 |
Low |
5,590.5 |
5,575.5 |
-15.0 |
-0.3% |
5,490.0 |
Close |
5,595.0 |
5,626.0 |
31.0 |
0.6% |
5,595.0 |
Range |
92.0 |
84.0 |
-8.0 |
-8.7% |
192.5 |
ATR |
90.8 |
90.3 |
-0.5 |
-0.5% |
0.0 |
Volume |
108,296 |
102,635 |
-5,661 |
-5.2% |
514,699 |
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,872.5 |
5,833.0 |
5,672.0 |
|
R3 |
5,788.5 |
5,749.0 |
5,649.0 |
|
R2 |
5,704.5 |
5,704.5 |
5,641.5 |
|
R1 |
5,665.0 |
5,665.0 |
5,633.5 |
5,685.0 |
PP |
5,620.5 |
5,620.5 |
5,620.5 |
5,630.0 |
S1 |
5,581.0 |
5,581.0 |
5,618.5 |
5,601.0 |
S2 |
5,536.5 |
5,536.5 |
5,610.5 |
|
S3 |
5,452.5 |
5,497.0 |
5,603.0 |
|
S4 |
5,368.5 |
5,413.0 |
5,580.0 |
|
|
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 |
5,682.5 |
5,490.0 |
192.5 |
3.4% |
113.5 |
2.0% |
71% |
False |
False |
123,466 |
10 |
5,860.0 |
5,490.0 |
370.0 |
6.6% |
108.5 |
1.9% |
37% |
False |
False |
124,255 |
20 |
5,929.5 |
5,490.0 |
439.5 |
7.8% |
90.0 |
1.6% |
31% |
False |
False |
113,022 |
40 |
5,948.5 |
5,490.0 |
458.5 |
8.1% |
71.5 |
1.3% |
30% |
False |
False |
71,165 |
60 |
5,948.5 |
5,490.0 |
458.5 |
8.1% |
61.5 |
1.1% |
30% |
False |
False |
47,455 |
80 |
5,948.5 |
5,277.5 |
671.0 |
11.9% |
50.0 |
0.9% |
52% |
False |
False |
35,595 |
100 |
5,948.5 |
5,070.5 |
878.0 |
15.6% |
42.0 |
0.7% |
63% |
False |
False |
28,495 |
120 |
5,948.5 |
5,070.5 |
878.0 |
15.6% |
36.5 |
0.6% |
63% |
False |
False |
23,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,016.5 |
2.618 |
5,879.5 |
1.618 |
5,795.5 |
1.000 |
5,743.5 |
0.618 |
5,711.5 |
HIGH |
5,659.5 |
0.618 |
5,627.5 |
0.500 |
5,617.5 |
0.382 |
5,607.5 |
LOW |
5,575.5 |
0.618 |
5,523.5 |
1.000 |
5,491.5 |
1.618 |
5,439.5 |
2.618 |
5,355.5 |
4.250 |
5,218.5 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
5,623.0 |
5,623.0 |
PP |
5,620.5 |
5,620.5 |
S1 |
5,617.5 |
5,618.0 |
|