Trading Metrics calculated at close of trading on 16-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
12,949 |
12,790 |
-159 |
-1.2% |
12,860 |
High |
12,971 |
12,925 |
-46 |
-0.4% |
12,971 |
Low |
12,775 |
12,748 |
-27 |
-0.2% |
12,648 |
Close |
12,788 |
12,850 |
62 |
0.5% |
12,788 |
Range |
196 |
177 |
-19 |
-9.7% |
323 |
ATR |
144 |
146 |
2 |
1.6% |
0 |
Volume |
132,092 |
150,551 |
18,459 |
14.0% |
606,520 |
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,372 |
13,288 |
12,947 |
|
R3 |
13,195 |
13,111 |
12,899 |
|
R2 |
13,018 |
13,018 |
12,883 |
|
R1 |
12,934 |
12,934 |
12,866 |
12,976 |
PP |
12,841 |
12,841 |
12,841 |
12,862 |
S1 |
12,757 |
12,757 |
12,834 |
12,799 |
S2 |
12,664 |
12,664 |
12,818 |
|
S3 |
12,487 |
12,580 |
12,801 |
|
S4 |
12,310 |
12,403 |
12,753 |
|
|
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% |
188 |
1.5% |
63% |
False |
False |
136,393 |
10 |
13,229 |
12,648 |
581 |
4.5% |
161 |
1.3% |
35% |
False |
False |
118,940 |
20 |
13,245 |
12,648 |
597 |
4.6% |
144 |
1.1% |
34% |
False |
False |
109,738 |
40 |
13,245 |
12,648 |
597 |
4.6% |
126 |
1.0% |
34% |
False |
False |
72,147 |
60 |
13,245 |
12,460 |
785 |
6.1% |
111 |
0.9% |
50% |
False |
False |
48,103 |
80 |
13,245 |
11,695 |
1,550 |
12.1% |
106 |
0.8% |
75% |
False |
False |
36,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,677 |
2.618 |
13,389 |
1.618 |
13,212 |
1.000 |
13,102 |
0.618 |
13,035 |
HIGH |
12,925 |
0.618 |
12,858 |
0.500 |
12,837 |
0.382 |
12,816 |
LOW |
12,748 |
0.618 |
12,639 |
1.000 |
12,571 |
1.618 |
12,462 |
2.618 |
12,285 |
4.250 |
11,996 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
12,846 |
12,854 |
PP |
12,841 |
12,853 |
S1 |
12,837 |
12,851 |
|