Trading Metrics calculated at close of trading on 10-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,375.00 |
1,374.25 |
-0.75 |
-0.1% |
1,407.25 |
High |
1,382.75 |
1,380.75 |
-2.00 |
-0.1% |
1,417.75 |
Low |
1,371.75 |
1,352.50 |
-19.25 |
-1.4% |
1,384.00 |
Close |
1,375.00 |
1,357.00 |
-18.00 |
-1.3% |
1,390.25 |
Range |
11.00 |
28.25 |
17.25 |
156.8% |
33.75 |
ATR |
15.60 |
16.51 |
0.90 |
5.8% |
0.00 |
Volume |
1,082,026 |
2,514,979 |
1,432,953 |
132.4% |
6,754,027 |
|
Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,448.25 |
1,430.75 |
1,372.50 |
|
R3 |
1,420.00 |
1,402.50 |
1,364.75 |
|
R2 |
1,391.75 |
1,391.75 |
1,362.25 |
|
R1 |
1,374.25 |
1,374.25 |
1,359.50 |
1,369.00 |
PP |
1,363.50 |
1,363.50 |
1,363.50 |
1,360.75 |
S1 |
1,346.00 |
1,346.00 |
1,354.50 |
1,340.50 |
S2 |
1,335.25 |
1,335.25 |
1,351.75 |
|
S3 |
1,307.00 |
1,317.75 |
1,349.25 |
|
S4 |
1,278.75 |
1,289.50 |
1,341.50 |
|
|
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 |
1,414.25 |
1,352.50 |
61.75 |
4.6% |
17.75 |
1.3% |
7% |
False |
True |
1,726,556 |
10 |
1,419.75 |
1,352.50 |
67.25 |
5.0% |
17.00 |
1.2% |
7% |
False |
True |
1,679,804 |
20 |
1,419.75 |
1,352.50 |
67.25 |
5.0% |
16.00 |
1.2% |
7% |
False |
True |
1,714,485 |
40 |
1,419.75 |
1,327.75 |
92.00 |
6.8% |
15.00 |
1.1% |
32% |
False |
False |
985,667 |
60 |
1,419.75 |
1,267.50 |
152.25 |
11.2% |
14.75 |
1.1% |
59% |
False |
False |
658,406 |
80 |
1,419.75 |
1,190.00 |
229.75 |
16.9% |
15.25 |
1.1% |
73% |
False |
False |
494,107 |
100 |
1,419.75 |
1,140.25 |
279.50 |
20.6% |
15.75 |
1.2% |
78% |
False |
False |
395,318 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.6% |
16.75 |
1.2% |
78% |
False |
False |
329,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,500.75 |
2.618 |
1,454.75 |
1.618 |
1,426.50 |
1.000 |
1,409.00 |
0.618 |
1,398.25 |
HIGH |
1,380.75 |
0.618 |
1,370.00 |
0.500 |
1,366.50 |
0.382 |
1,363.25 |
LOW |
1,352.50 |
0.618 |
1,335.00 |
1.000 |
1,324.25 |
1.618 |
1,306.75 |
2.618 |
1,278.50 |
4.250 |
1,232.50 |
|
|
Fisher Pivots for day following 10-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,366.50 |
1,375.00 |
PP |
1,363.50 |
1,369.00 |
S1 |
1,360.25 |
1,363.00 |
|