Trading Metrics calculated at close of trading on 16-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,385.75 |
1,366.00 |
-19.75 |
-1.4% |
1,375.00 |
High |
1,388.50 |
1,375.25 |
-13.25 |
-1.0% |
1,388.50 |
Low |
1,363.75 |
1,360.50 |
-3.25 |
-0.2% |
1,352.50 |
Close |
1,365.00 |
1,364.00 |
-1.00 |
-0.1% |
1,365.00 |
Range |
24.75 |
14.75 |
-10.00 |
-40.4% |
36.00 |
ATR |
17.34 |
17.16 |
-0.19 |
-1.1% |
0.00 |
Volume |
1,925,749 |
1,959,799 |
34,050 |
1.8% |
9,115,446 |
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.75 |
1,402.25 |
1,372.00 |
|
R3 |
1,396.00 |
1,387.50 |
1,368.00 |
|
R2 |
1,381.25 |
1,381.25 |
1,366.75 |
|
R1 |
1,372.75 |
1,372.75 |
1,365.25 |
1,369.50 |
PP |
1,366.50 |
1,366.50 |
1,366.50 |
1,365.00 |
S1 |
1,358.00 |
1,358.00 |
1,362.75 |
1,355.00 |
S2 |
1,351.75 |
1,351.75 |
1,361.25 |
|
S3 |
1,337.00 |
1,343.25 |
1,360.00 |
|
S4 |
1,322.25 |
1,328.50 |
1,356.00 |
|
|
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% |
20.75 |
1.5% |
32% |
False |
False |
1,998,643 |
10 |
1,417.75 |
1,352.50 |
65.25 |
4.8% |
18.25 |
1.3% |
18% |
False |
False |
1,782,927 |
20 |
1,419.75 |
1,352.50 |
67.25 |
4.9% |
17.00 |
1.2% |
17% |
False |
False |
1,680,443 |
40 |
1,419.75 |
1,332.75 |
87.00 |
6.4% |
15.25 |
1.1% |
36% |
False |
False |
1,172,461 |
60 |
1,419.75 |
1,291.25 |
128.50 |
9.4% |
15.00 |
1.1% |
57% |
False |
False |
782,950 |
80 |
1,419.75 |
1,193.50 |
226.25 |
16.6% |
15.00 |
1.1% |
75% |
False |
False |
587,548 |
100 |
1,419.75 |
1,140.25 |
279.50 |
20.5% |
16.00 |
1.2% |
80% |
False |
False |
470,101 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.5% |
16.75 |
1.2% |
80% |
False |
False |
391,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,438.00 |
2.618 |
1,413.75 |
1.618 |
1,399.00 |
1.000 |
1,390.00 |
0.618 |
1,384.25 |
HIGH |
1,375.25 |
0.618 |
1,369.50 |
0.500 |
1,368.00 |
0.382 |
1,366.25 |
LOW |
1,360.50 |
0.618 |
1,351.50 |
1.000 |
1,345.75 |
1.618 |
1,336.75 |
2.618 |
1,322.00 |
4.250 |
1,297.75 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,368.00 |
1,374.50 |
PP |
1,366.50 |
1,371.00 |
S1 |
1,365.25 |
1,367.50 |
|