Trading Metrics calculated at close of trading on 17-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
12,790 |
12,850 |
60 |
0.5% |
12,860 |
High |
12,925 |
13,070 |
145 |
1.1% |
12,971 |
Low |
12,748 |
12,816 |
68 |
0.5% |
12,648 |
Close |
12,850 |
13,024 |
174 |
1.4% |
12,788 |
Range |
177 |
254 |
77 |
43.5% |
323 |
ATR |
146 |
154 |
8 |
5.2% |
0 |
Volume |
150,551 |
121,341 |
-29,210 |
-19.4% |
606,520 |
|
Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,732 |
13,632 |
13,164 |
|
R3 |
13,478 |
13,378 |
13,094 |
|
R2 |
13,224 |
13,224 |
13,071 |
|
R1 |
13,124 |
13,124 |
13,047 |
13,174 |
PP |
12,970 |
12,970 |
12,970 |
12,995 |
S1 |
12,870 |
12,870 |
13,001 |
12,920 |
S2 |
12,716 |
12,716 |
12,978 |
|
S3 |
12,462 |
12,616 |
12,954 |
|
S4 |
12,208 |
12,362 |
12,884 |
|
|
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 |
13,070 |
12,686 |
384 |
2.9% |
189 |
1.4% |
88% |
True |
False |
127,832 |
10 |
13,200 |
12,648 |
552 |
4.2% |
172 |
1.3% |
68% |
False |
False |
119,969 |
20 |
13,245 |
12,648 |
597 |
4.6% |
153 |
1.2% |
63% |
False |
False |
110,927 |
40 |
13,245 |
12,648 |
597 |
4.6% |
131 |
1.0% |
63% |
False |
False |
75,180 |
60 |
13,245 |
12,460 |
785 |
6.0% |
114 |
0.9% |
72% |
False |
False |
50,125 |
80 |
13,245 |
11,930 |
1,315 |
10.1% |
106 |
0.8% |
83% |
False |
False |
37,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,150 |
2.618 |
13,735 |
1.618 |
13,481 |
1.000 |
13,324 |
0.618 |
13,227 |
HIGH |
13,070 |
0.618 |
12,973 |
0.500 |
12,943 |
0.382 |
12,913 |
LOW |
12,816 |
0.618 |
12,659 |
1.000 |
12,562 |
1.618 |
12,405 |
2.618 |
12,151 |
4.250 |
11,737 |
|
|
Fisher Pivots for day following 17-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
12,997 |
12,986 |
PP |
12,970 |
12,947 |
S1 |
12,943 |
12,909 |
|