Trading Metrics calculated at close of trading on 05-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
13,133 |
13,001 |
-132 |
-1.0% |
13,030 |
High |
13,135 |
13,038 |
-97 |
-0.7% |
13,245 |
Low |
12,951 |
12,929 |
-22 |
-0.2% |
12,965 |
Close |
13,005 |
12,978 |
-27 |
-0.2% |
13,142 |
Range |
184 |
109 |
-75 |
-40.8% |
280 |
ATR |
127 |
126 |
-1 |
-1.0% |
0 |
Volume |
116,969 |
93,919 |
-23,050 |
-19.7% |
498,344 |
|
Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,309 |
13,252 |
13,038 |
|
R3 |
13,200 |
13,143 |
13,008 |
|
R2 |
13,091 |
13,091 |
12,998 |
|
R1 |
13,034 |
13,034 |
12,988 |
13,008 |
PP |
12,982 |
12,982 |
12,982 |
12,969 |
S1 |
12,925 |
12,925 |
12,968 |
12,899 |
S2 |
12,873 |
12,873 |
12,958 |
|
S3 |
12,764 |
12,816 |
12,948 |
|
S4 |
12,655 |
12,707 |
12,918 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,957 |
13,830 |
13,296 |
|
R3 |
13,677 |
13,550 |
13,219 |
|
R2 |
13,397 |
13,397 |
13,193 |
|
R1 |
13,270 |
13,270 |
13,168 |
13,334 |
PP |
13,117 |
13,117 |
13,117 |
13,149 |
S1 |
12,990 |
12,990 |
13,116 |
13,054 |
S2 |
12,837 |
12,837 |
13,091 |
|
S3 |
12,557 |
12,710 |
13,065 |
|
S4 |
12,277 |
12,430 |
12,988 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,229 |
12,929 |
300 |
2.3% |
134 |
1.0% |
16% |
False |
True |
104,146 |
10 |
13,245 |
12,929 |
316 |
2.4% |
138 |
1.1% |
16% |
False |
True |
101,645 |
20 |
13,245 |
12,795 |
450 |
3.5% |
125 |
1.0% |
41% |
False |
False |
103,422 |
40 |
13,245 |
12,632 |
613 |
4.7% |
116 |
0.9% |
56% |
False |
False |
53,225 |
60 |
13,245 |
12,202 |
1,043 |
8.0% |
105 |
0.8% |
74% |
False |
False |
35,487 |
80 |
13,245 |
11,639 |
1,606 |
12.4% |
99 |
0.8% |
83% |
False |
False |
26,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,501 |
2.618 |
13,323 |
1.618 |
13,214 |
1.000 |
13,147 |
0.618 |
13,105 |
HIGH |
13,038 |
0.618 |
12,996 |
0.500 |
12,984 |
0.382 |
12,971 |
LOW |
12,929 |
0.618 |
12,862 |
1.000 |
12,820 |
1.618 |
12,753 |
2.618 |
12,644 |
4.250 |
12,466 |
|
|
Fisher Pivots for day following 05-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
12,984 |
13,065 |
PP |
12,982 |
13,036 |
S1 |
12,980 |
13,007 |
|