Trading Metrics calculated at close of trading on 09-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,393.25 |
1,375.00 |
-18.25 |
-1.3% |
1,407.25 |
High |
1,397.75 |
1,382.75 |
-15.00 |
-1.1% |
1,417.75 |
Low |
1,384.00 |
1,371.75 |
-12.25 |
-0.9% |
1,384.00 |
Close |
1,390.25 |
1,375.00 |
-15.25 |
-1.1% |
1,390.25 |
Range |
13.75 |
11.00 |
-2.75 |
-20.0% |
33.75 |
ATR |
15.38 |
15.60 |
0.22 |
1.4% |
0.00 |
Volume |
1,536,406 |
1,082,026 |
-454,380 |
-29.6% |
6,754,027 |
|
Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.50 |
1,403.25 |
1,381.00 |
|
R3 |
1,398.50 |
1,392.25 |
1,378.00 |
|
R2 |
1,387.50 |
1,387.50 |
1,377.00 |
|
R1 |
1,381.25 |
1,381.25 |
1,376.00 |
1,380.50 |
PP |
1,376.50 |
1,376.50 |
1,376.50 |
1,376.00 |
S1 |
1,370.25 |
1,370.25 |
1,374.00 |
1,369.50 |
S2 |
1,365.50 |
1,365.50 |
1,373.00 |
|
S3 |
1,354.50 |
1,359.25 |
1,372.00 |
|
S4 |
1,343.50 |
1,348.25 |
1,369.00 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,498.50 |
1,478.25 |
1,408.75 |
|
R3 |
1,464.75 |
1,444.50 |
1,399.50 |
|
R2 |
1,431.00 |
1,431.00 |
1,396.50 |
|
R1 |
1,410.75 |
1,410.75 |
1,393.25 |
1,404.00 |
PP |
1,397.25 |
1,397.25 |
1,397.25 |
1,394.00 |
S1 |
1,377.00 |
1,377.00 |
1,387.25 |
1,370.25 |
S2 |
1,363.50 |
1,363.50 |
1,384.00 |
|
S3 |
1,329.75 |
1,343.25 |
1,381.00 |
|
S4 |
1,296.00 |
1,309.50 |
1,371.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,417.75 |
1,371.75 |
46.00 |
3.3% |
15.75 |
1.1% |
7% |
False |
True |
1,567,210 |
10 |
1,419.75 |
1,371.75 |
48.00 |
3.5% |
16.50 |
1.2% |
7% |
False |
True |
1,573,912 |
20 |
1,419.75 |
1,360.25 |
59.50 |
4.3% |
14.75 |
1.1% |
25% |
False |
False |
1,682,548 |
40 |
1,419.75 |
1,327.75 |
92.00 |
6.7% |
14.50 |
1.1% |
51% |
False |
False |
922,872 |
60 |
1,419.75 |
1,267.50 |
152.25 |
11.1% |
14.50 |
1.1% |
71% |
False |
False |
616,541 |
80 |
1,419.75 |
1,190.00 |
229.75 |
16.7% |
15.25 |
1.1% |
81% |
False |
False |
462,671 |
100 |
1,419.75 |
1,140.25 |
279.50 |
20.3% |
15.75 |
1.1% |
84% |
False |
False |
370,169 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.3% |
17.00 |
1.2% |
84% |
False |
False |
308,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,429.50 |
2.618 |
1,411.50 |
1.618 |
1,400.50 |
1.000 |
1,393.75 |
0.618 |
1,389.50 |
HIGH |
1,382.75 |
0.618 |
1,378.50 |
0.500 |
1,377.25 |
0.382 |
1,376.00 |
LOW |
1,371.75 |
0.618 |
1,365.00 |
1.000 |
1,360.75 |
1.618 |
1,354.00 |
2.618 |
1,343.00 |
4.250 |
1,325.00 |
|
|
Fisher Pivots for day following 09-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,377.25 |
1,390.50 |
PP |
1,376.50 |
1,385.25 |
S1 |
1,375.75 |
1,380.00 |
|