Trading Metrics calculated at close of trading on 10-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
12,860 |
12,850 |
-10 |
-0.1% |
13,171 |
High |
12,916 |
12,899 |
-17 |
-0.1% |
13,229 |
Low |
12,825 |
12,648 |
-177 |
-1.4% |
12,929 |
Close |
12,850 |
12,680 |
-170 |
-1.3% |
12,978 |
Range |
91 |
251 |
160 |
175.8% |
300 |
ATR |
128 |
136 |
9 |
6.9% |
0 |
Volume |
75,104 |
164,144 |
89,040 |
118.6% |
432,337 |
|
Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,495 |
13,339 |
12,818 |
|
R3 |
13,244 |
13,088 |
12,749 |
|
R2 |
12,993 |
12,993 |
12,726 |
|
R1 |
12,837 |
12,837 |
12,703 |
12,790 |
PP |
12,742 |
12,742 |
12,742 |
12,719 |
S1 |
12,586 |
12,586 |
12,657 |
12,539 |
S2 |
12,491 |
12,491 |
12,634 |
|
S3 |
12,240 |
12,335 |
12,611 |
|
S4 |
11,989 |
12,084 |
12,542 |
|
|
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 |
13,200 |
12,648 |
552 |
4.4% |
155 |
1.2% |
6% |
False |
True |
112,105 |
10 |
13,245 |
12,648 |
597 |
4.7% |
143 |
1.1% |
5% |
False |
True |
107,231 |
20 |
13,245 |
12,648 |
597 |
4.7% |
132 |
1.0% |
5% |
False |
True |
105,983 |
40 |
13,245 |
12,632 |
613 |
4.8% |
122 |
1.0% |
8% |
False |
False |
59,204 |
60 |
13,245 |
12,202 |
1,043 |
8.2% |
108 |
0.9% |
46% |
False |
False |
39,473 |
80 |
13,245 |
11,639 |
1,606 |
12.7% |
101 |
0.8% |
65% |
False |
False |
29,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,966 |
2.618 |
13,556 |
1.618 |
13,305 |
1.000 |
13,150 |
0.618 |
13,054 |
HIGH |
12,899 |
0.618 |
12,803 |
0.500 |
12,774 |
0.382 |
12,744 |
LOW |
12,648 |
0.618 |
12,493 |
1.000 |
12,397 |
1.618 |
12,242 |
2.618 |
11,991 |
4.250 |
11,581 |
|
|
Fisher Pivots for day following 10-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
12,774 |
12,843 |
PP |
12,742 |
12,789 |
S1 |
12,711 |
12,734 |
|