Trading Metrics calculated at close of trading on 12-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
12,686 |
12,744 |
58 |
0.5% |
13,171 |
High |
12,785 |
12,955 |
170 |
1.3% |
13,229 |
Low |
12,686 |
12,737 |
51 |
0.4% |
12,929 |
Close |
12,744 |
12,950 |
206 |
1.6% |
12,978 |
Range |
99 |
218 |
119 |
120.2% |
300 |
ATR |
134 |
140 |
6 |
4.5% |
0 |
Volume |
113,727 |
121,453 |
7,726 |
6.8% |
432,337 |
|
Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,535 |
13,460 |
13,070 |
|
R3 |
13,317 |
13,242 |
13,010 |
|
R2 |
13,099 |
13,099 |
12,990 |
|
R1 |
13,024 |
13,024 |
12,970 |
13,062 |
PP |
12,881 |
12,881 |
12,881 |
12,899 |
S1 |
12,806 |
12,806 |
12,930 |
12,844 |
S2 |
12,663 |
12,663 |
12,910 |
|
S3 |
12,445 |
12,588 |
12,890 |
|
S4 |
12,227 |
12,370 |
12,830 |
|
|
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 |
13,038 |
12,648 |
390 |
3.0% |
154 |
1.2% |
77% |
False |
False |
113,669 |
10 |
13,229 |
12,648 |
581 |
4.5% |
145 |
1.1% |
52% |
False |
False |
110,337 |
20 |
13,245 |
12,648 |
597 |
4.6% |
133 |
1.0% |
51% |
False |
False |
104,825 |
40 |
13,245 |
12,632 |
613 |
4.7% |
127 |
1.0% |
52% |
False |
False |
65,083 |
60 |
13,245 |
12,329 |
916 |
7.1% |
108 |
0.8% |
68% |
False |
False |
43,393 |
80 |
13,245 |
11,639 |
1,606 |
12.4% |
104 |
0.8% |
82% |
False |
False |
32,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,882 |
2.618 |
13,526 |
1.618 |
13,308 |
1.000 |
13,173 |
0.618 |
13,090 |
HIGH |
12,955 |
0.618 |
12,872 |
0.500 |
12,846 |
0.382 |
12,820 |
LOW |
12,737 |
0.618 |
12,602 |
1.000 |
12,519 |
1.618 |
12,384 |
2.618 |
12,166 |
4.250 |
11,811 |
|
|
Fisher Pivots for day following 12-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
12,915 |
12,901 |
PP |
12,881 |
12,851 |
S1 |
12,846 |
12,802 |
|