Trading Metrics calculated at close of trading on 11-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,374.25 |
1,357.75 |
-16.50 |
-1.2% |
1,407.25 |
High |
1,380.75 |
1,370.50 |
-10.25 |
-0.7% |
1,417.75 |
Low |
1,352.50 |
1,357.50 |
5.00 |
0.4% |
1,384.00 |
Close |
1,357.00 |
1,364.00 |
7.00 |
0.5% |
1,390.25 |
Range |
28.25 |
13.00 |
-15.25 |
-54.0% |
33.75 |
ATR |
16.51 |
16.29 |
-0.21 |
-1.3% |
0.00 |
Volume |
2,514,979 |
1,739,768 |
-775,211 |
-30.8% |
6,754,027 |
|
Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,403.00 |
1,396.50 |
1,371.25 |
|
R3 |
1,390.00 |
1,383.50 |
1,367.50 |
|
R2 |
1,377.00 |
1,377.00 |
1,366.50 |
|
R1 |
1,370.50 |
1,370.50 |
1,365.25 |
1,373.75 |
PP |
1,364.00 |
1,364.00 |
1,364.00 |
1,365.50 |
S1 |
1,357.50 |
1,357.50 |
1,362.75 |
1,360.75 |
S2 |
1,351.00 |
1,351.00 |
1,361.50 |
|
S3 |
1,338.00 |
1,344.50 |
1,360.50 |
|
S4 |
1,325.00 |
1,331.50 |
1,356.75 |
|
|
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 |
1,409.00 |
1,352.50 |
56.50 |
4.1% |
17.25 |
1.3% |
20% |
False |
False |
1,739,892 |
10 |
1,417.75 |
1,352.50 |
65.25 |
4.8% |
16.75 |
1.2% |
18% |
False |
False |
1,728,607 |
20 |
1,419.75 |
1,352.50 |
67.25 |
4.9% |
15.25 |
1.1% |
17% |
False |
False |
1,664,482 |
40 |
1,419.75 |
1,327.75 |
92.00 |
6.7% |
15.00 |
1.1% |
39% |
False |
False |
1,029,141 |
60 |
1,419.75 |
1,276.25 |
143.50 |
10.5% |
14.75 |
1.1% |
61% |
False |
False |
687,380 |
80 |
1,419.75 |
1,190.00 |
229.75 |
16.8% |
15.00 |
1.1% |
76% |
False |
False |
515,851 |
100 |
1,419.75 |
1,140.25 |
279.50 |
20.5% |
15.75 |
1.2% |
80% |
False |
False |
412,716 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.5% |
16.50 |
1.2% |
80% |
False |
False |
343,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,425.75 |
2.618 |
1,404.50 |
1.618 |
1,391.50 |
1.000 |
1,383.50 |
0.618 |
1,378.50 |
HIGH |
1,370.50 |
0.618 |
1,365.50 |
0.500 |
1,364.00 |
0.382 |
1,362.50 |
LOW |
1,357.50 |
0.618 |
1,349.50 |
1.000 |
1,344.50 |
1.618 |
1,336.50 |
2.618 |
1,323.50 |
4.250 |
1,302.25 |
|
|
Fisher Pivots for day following 11-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,364.00 |
1,367.50 |
PP |
1,364.00 |
1,366.50 |
S1 |
1,364.00 |
1,365.25 |
|