Trading Metrics calculated at close of trading on 09-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
13,001 |
12,860 |
-141 |
-1.1% |
13,171 |
High |
13,038 |
12,916 |
-122 |
-0.9% |
13,229 |
Low |
12,929 |
12,825 |
-104 |
-0.8% |
12,929 |
Close |
12,978 |
12,850 |
-128 |
-1.0% |
12,978 |
Range |
109 |
91 |
-18 |
-16.5% |
300 |
ATR |
126 |
128 |
2 |
1.6% |
0 |
Volume |
93,919 |
75,104 |
-18,815 |
-20.0% |
432,337 |
|
Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,137 |
13,084 |
12,900 |
|
R3 |
13,046 |
12,993 |
12,875 |
|
R2 |
12,955 |
12,955 |
12,867 |
|
R1 |
12,902 |
12,902 |
12,858 |
12,883 |
PP |
12,864 |
12,864 |
12,864 |
12,854 |
S1 |
12,811 |
12,811 |
12,842 |
12,792 |
S2 |
12,773 |
12,773 |
12,833 |
|
S3 |
12,682 |
12,720 |
12,825 |
|
S4 |
12,591 |
12,629 |
12,800 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,945 |
13,762 |
13,143 |
|
R3 |
13,645 |
13,462 |
13,061 |
|
R2 |
13,345 |
13,345 |
13,033 |
|
R1 |
13,162 |
13,162 |
13,006 |
13,104 |
PP |
13,045 |
13,045 |
13,045 |
13,016 |
S1 |
12,862 |
12,862 |
12,951 |
12,804 |
S2 |
12,745 |
12,745 |
12,923 |
|
S3 |
12,445 |
12,562 |
12,896 |
|
S4 |
12,145 |
12,262 |
12,813 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,229 |
12,825 |
404 |
3.1% |
134 |
1.0% |
6% |
False |
True |
101,488 |
10 |
13,245 |
12,825 |
420 |
3.3% |
136 |
1.1% |
6% |
False |
True |
100,578 |
20 |
13,245 |
12,813 |
432 |
3.4% |
124 |
1.0% |
9% |
False |
False |
103,107 |
40 |
13,245 |
12,632 |
613 |
4.8% |
117 |
0.9% |
36% |
False |
False |
55,101 |
60 |
13,245 |
12,202 |
1,043 |
8.1% |
106 |
0.8% |
62% |
False |
False |
36,738 |
80 |
13,245 |
11,639 |
1,606 |
12.5% |
100 |
0.8% |
75% |
False |
False |
27,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,303 |
2.618 |
13,154 |
1.618 |
13,063 |
1.000 |
13,007 |
0.618 |
12,972 |
HIGH |
12,916 |
0.618 |
12,881 |
0.500 |
12,871 |
0.382 |
12,860 |
LOW |
12,825 |
0.618 |
12,769 |
1.000 |
12,734 |
1.618 |
12,678 |
2.618 |
12,587 |
4.250 |
12,438 |
|
|
Fisher Pivots for day following 09-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
12,871 |
12,980 |
PP |
12,864 |
12,937 |
S1 |
12,857 |
12,893 |
|