Trading Metrics calculated at close of trading on 12-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,357.75 |
1,364.25 |
6.50 |
0.5% |
1,407.25 |
High |
1,370.50 |
1,386.25 |
15.75 |
1.1% |
1,417.75 |
Low |
1,357.50 |
1,363.25 |
5.75 |
0.4% |
1,384.00 |
Close |
1,364.00 |
1,386.00 |
22.00 |
1.6% |
1,390.25 |
Range |
13.00 |
23.00 |
10.00 |
76.9% |
33.75 |
ATR |
16.29 |
16.77 |
0.48 |
2.9% |
0.00 |
Volume |
1,739,768 |
1,852,924 |
113,156 |
6.5% |
6,754,027 |
|
Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,447.50 |
1,439.75 |
1,398.75 |
|
R3 |
1,424.50 |
1,416.75 |
1,392.25 |
|
R2 |
1,401.50 |
1,401.50 |
1,390.25 |
|
R1 |
1,393.75 |
1,393.75 |
1,388.00 |
1,397.50 |
PP |
1,378.50 |
1,378.50 |
1,378.50 |
1,380.50 |
S1 |
1,370.75 |
1,370.75 |
1,384.00 |
1,374.50 |
S2 |
1,355.50 |
1,355.50 |
1,381.75 |
|
S3 |
1,332.50 |
1,347.75 |
1,379.75 |
|
S4 |
1,309.50 |
1,324.75 |
1,373.25 |
|
|
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 |
1,397.75 |
1,352.50 |
45.25 |
3.3% |
17.75 |
1.3% |
74% |
False |
False |
1,745,220 |
10 |
1,417.75 |
1,352.50 |
65.25 |
4.7% |
17.00 |
1.2% |
51% |
False |
False |
1,738,696 |
20 |
1,419.75 |
1,352.50 |
67.25 |
4.9% |
16.00 |
1.2% |
50% |
False |
False |
1,652,363 |
40 |
1,419.75 |
1,327.75 |
92.00 |
6.6% |
15.25 |
1.1% |
63% |
False |
False |
1,075,439 |
60 |
1,419.75 |
1,281.25 |
138.50 |
10.0% |
14.75 |
1.1% |
76% |
False |
False |
718,251 |
80 |
1,419.75 |
1,190.00 |
229.75 |
16.6% |
15.00 |
1.1% |
85% |
False |
False |
539,005 |
100 |
1,419.75 |
1,140.25 |
279.50 |
20.2% |
16.00 |
1.1% |
88% |
False |
False |
431,245 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.2% |
16.50 |
1.2% |
88% |
False |
False |
359,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,484.00 |
2.618 |
1,446.50 |
1.618 |
1,423.50 |
1.000 |
1,409.25 |
0.618 |
1,400.50 |
HIGH |
1,386.25 |
0.618 |
1,377.50 |
0.500 |
1,374.75 |
0.382 |
1,372.00 |
LOW |
1,363.25 |
0.618 |
1,349.00 |
1.000 |
1,340.25 |
1.618 |
1,326.00 |
2.618 |
1,303.00 |
4.250 |
1,265.50 |
|
|
Fisher Pivots for day following 12-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,382.25 |
1,380.50 |
PP |
1,378.50 |
1,375.00 |
S1 |
1,374.75 |
1,369.50 |
|