Trading Metrics calculated at close of trading on 11-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
12,850 |
12,686 |
-164 |
-1.3% |
13,171 |
High |
12,899 |
12,785 |
-114 |
-0.9% |
13,229 |
Low |
12,648 |
12,686 |
38 |
0.3% |
12,929 |
Close |
12,680 |
12,744 |
64 |
0.5% |
12,978 |
Range |
251 |
99 |
-152 |
-60.6% |
300 |
ATR |
136 |
134 |
-2 |
-1.6% |
0 |
Volume |
164,144 |
113,727 |
-50,417 |
-30.7% |
432,337 |
|
Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,035 |
12,989 |
12,799 |
|
R3 |
12,936 |
12,890 |
12,771 |
|
R2 |
12,837 |
12,837 |
12,762 |
|
R1 |
12,791 |
12,791 |
12,753 |
12,814 |
PP |
12,738 |
12,738 |
12,738 |
12,750 |
S1 |
12,692 |
12,692 |
12,735 |
12,715 |
S2 |
12,639 |
12,639 |
12,726 |
|
S3 |
12,540 |
12,593 |
12,717 |
|
S4 |
12,441 |
12,494 |
12,690 |
|
|
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 |
13,135 |
12,648 |
487 |
3.8% |
147 |
1.2% |
20% |
False |
False |
112,772 |
10 |
13,229 |
12,648 |
581 |
4.6% |
141 |
1.1% |
17% |
False |
False |
109,979 |
20 |
13,245 |
12,648 |
597 |
4.7% |
126 |
1.0% |
16% |
False |
False |
104,505 |
40 |
13,245 |
12,632 |
613 |
4.8% |
122 |
1.0% |
18% |
False |
False |
62,047 |
60 |
13,245 |
12,265 |
980 |
7.7% |
107 |
0.8% |
49% |
False |
False |
41,369 |
80 |
13,245 |
11,639 |
1,606 |
12.6% |
102 |
0.8% |
69% |
False |
False |
31,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,206 |
2.618 |
13,044 |
1.618 |
12,945 |
1.000 |
12,884 |
0.618 |
12,846 |
HIGH |
12,785 |
0.618 |
12,747 |
0.500 |
12,736 |
0.382 |
12,724 |
LOW |
12,686 |
0.618 |
12,625 |
1.000 |
12,587 |
1.618 |
12,526 |
2.618 |
12,427 |
4.250 |
12,265 |
|
|
Fisher Pivots for day following 11-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
12,741 |
12,782 |
PP |
12,738 |
12,769 |
S1 |
12,736 |
12,757 |
|