Trading Metrics calculated at close of trading on 13-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,364.25 |
1,385.75 |
21.50 |
1.6% |
1,375.00 |
High |
1,386.25 |
1,388.50 |
2.25 |
0.2% |
1,388.50 |
Low |
1,363.25 |
1,363.75 |
0.50 |
0.0% |
1,352.50 |
Close |
1,386.00 |
1,365.00 |
-21.00 |
-1.5% |
1,365.00 |
Range |
23.00 |
24.75 |
1.75 |
7.6% |
36.00 |
ATR |
16.77 |
17.34 |
0.57 |
3.4% |
0.00 |
Volume |
1,852,924 |
1,925,749 |
72,825 |
3.9% |
9,115,446 |
|
Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,446.75 |
1,430.50 |
1,378.50 |
|
R3 |
1,422.00 |
1,405.75 |
1,371.75 |
|
R2 |
1,397.25 |
1,397.25 |
1,369.50 |
|
R1 |
1,381.00 |
1,381.00 |
1,367.25 |
1,376.75 |
PP |
1,372.50 |
1,372.50 |
1,372.50 |
1,370.25 |
S1 |
1,356.25 |
1,356.25 |
1,362.75 |
1,352.00 |
S2 |
1,347.75 |
1,347.75 |
1,360.50 |
|
S3 |
1,323.00 |
1,331.50 |
1,358.25 |
|
S4 |
1,298.25 |
1,306.75 |
1,351.50 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.75 |
1,456.75 |
1,384.75 |
|
R3 |
1,440.75 |
1,420.75 |
1,375.00 |
|
R2 |
1,404.75 |
1,404.75 |
1,371.50 |
|
R1 |
1,384.75 |
1,384.75 |
1,368.25 |
1,376.75 |
PP |
1,368.75 |
1,368.75 |
1,368.75 |
1,364.50 |
S1 |
1,348.75 |
1,348.75 |
1,361.75 |
1,340.75 |
S2 |
1,332.75 |
1,332.75 |
1,358.50 |
|
S3 |
1,296.75 |
1,312.75 |
1,355.00 |
|
S4 |
1,260.75 |
1,276.75 |
1,345.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,388.50 |
1,352.50 |
36.00 |
2.6% |
20.00 |
1.5% |
35% |
True |
False |
1,823,089 |
10 |
1,417.75 |
1,352.50 |
65.25 |
4.8% |
17.75 |
1.3% |
19% |
False |
False |
1,748,633 |
20 |
1,419.75 |
1,352.50 |
67.25 |
4.9% |
16.50 |
1.2% |
19% |
False |
False |
1,651,323 |
40 |
1,419.75 |
1,327.75 |
92.00 |
6.7% |
15.25 |
1.1% |
40% |
False |
False |
1,123,556 |
60 |
1,419.75 |
1,291.25 |
128.50 |
9.4% |
14.75 |
1.1% |
57% |
False |
False |
750,320 |
80 |
1,419.75 |
1,190.00 |
229.75 |
16.8% |
15.25 |
1.1% |
76% |
False |
False |
563,075 |
100 |
1,419.75 |
1,140.25 |
279.50 |
20.5% |
16.00 |
1.2% |
80% |
False |
False |
450,503 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.5% |
16.50 |
1.2% |
80% |
False |
False |
375,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,493.75 |
2.618 |
1,453.25 |
1.618 |
1,428.50 |
1.000 |
1,413.25 |
0.618 |
1,403.75 |
HIGH |
1,388.50 |
0.618 |
1,379.00 |
0.500 |
1,376.00 |
0.382 |
1,373.25 |
LOW |
1,363.75 |
0.618 |
1,348.50 |
1.000 |
1,339.00 |
1.618 |
1,323.75 |
2.618 |
1,299.00 |
4.250 |
1,258.50 |
|
|
Fisher Pivots for day following 13-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,376.00 |
1,373.00 |
PP |
1,372.50 |
1,370.25 |
S1 |
1,368.75 |
1,367.75 |
|