Trading Metrics calculated at close of trading on 13-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
12,744 |
12,949 |
205 |
1.6% |
12,860 |
High |
12,955 |
12,971 |
16 |
0.1% |
12,971 |
Low |
12,737 |
12,775 |
38 |
0.3% |
12,648 |
Close |
12,950 |
12,788 |
-162 |
-1.3% |
12,788 |
Range |
218 |
196 |
-22 |
-10.1% |
323 |
ATR |
140 |
144 |
4 |
2.8% |
0 |
Volume |
121,453 |
132,092 |
10,639 |
8.8% |
606,520 |
|
Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,433 |
13,306 |
12,896 |
|
R3 |
13,237 |
13,110 |
12,842 |
|
R2 |
13,041 |
13,041 |
12,824 |
|
R1 |
12,914 |
12,914 |
12,806 |
12,880 |
PP |
12,845 |
12,845 |
12,845 |
12,827 |
S1 |
12,718 |
12,718 |
12,770 |
12,684 |
S2 |
12,649 |
12,649 |
12,752 |
|
S3 |
12,453 |
12,522 |
12,734 |
|
S4 |
12,257 |
12,326 |
12,680 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,771 |
13,603 |
12,966 |
|
R3 |
13,448 |
13,280 |
12,877 |
|
R2 |
13,125 |
13,125 |
12,847 |
|
R1 |
12,957 |
12,957 |
12,818 |
12,880 |
PP |
12,802 |
12,802 |
12,802 |
12,764 |
S1 |
12,634 |
12,634 |
12,759 |
12,557 |
S2 |
12,479 |
12,479 |
12,729 |
|
S3 |
12,156 |
12,311 |
12,699 |
|
S4 |
11,833 |
11,988 |
12,610 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,971 |
12,648 |
323 |
2.5% |
171 |
1.3% |
43% |
True |
False |
121,304 |
10 |
13,229 |
12,648 |
581 |
4.5% |
152 |
1.2% |
24% |
False |
False |
112,725 |
20 |
13,245 |
12,648 |
597 |
4.7% |
139 |
1.1% |
23% |
False |
False |
105,881 |
40 |
13,245 |
12,632 |
613 |
4.8% |
127 |
1.0% |
25% |
False |
False |
68,385 |
60 |
13,245 |
12,430 |
815 |
6.4% |
110 |
0.9% |
44% |
False |
False |
45,594 |
80 |
13,245 |
11,639 |
1,606 |
12.6% |
106 |
0.8% |
72% |
False |
False |
34,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,804 |
2.618 |
13,484 |
1.618 |
13,288 |
1.000 |
13,167 |
0.618 |
13,092 |
HIGH |
12,971 |
0.618 |
12,896 |
0.500 |
12,873 |
0.382 |
12,850 |
LOW |
12,775 |
0.618 |
12,654 |
1.000 |
12,579 |
1.618 |
12,458 |
2.618 |
12,262 |
4.250 |
11,942 |
|
|
Fisher Pivots for day following 13-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
12,873 |
12,829 |
PP |
12,845 |
12,815 |
S1 |
12,816 |
12,802 |
|