Trading Metrics calculated at close of trading on 18-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
12,850 |
13,026 |
176 |
1.4% |
12,860 |
High |
13,070 |
13,049 |
-21 |
-0.2% |
12,971 |
Low |
12,816 |
12,952 |
136 |
1.1% |
12,648 |
Close |
13,024 |
12,957 |
-67 |
-0.5% |
12,788 |
Range |
254 |
97 |
-157 |
-61.8% |
323 |
ATR |
154 |
150 |
-4 |
-2.6% |
0 |
Volume |
121,341 |
120,684 |
-657 |
-0.5% |
606,520 |
|
Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,277 |
13,214 |
13,010 |
|
R3 |
13,180 |
13,117 |
12,984 |
|
R2 |
13,083 |
13,083 |
12,975 |
|
R1 |
13,020 |
13,020 |
12,966 |
13,003 |
PP |
12,986 |
12,986 |
12,986 |
12,978 |
S1 |
12,923 |
12,923 |
12,948 |
12,906 |
S2 |
12,889 |
12,889 |
12,939 |
|
S3 |
12,792 |
12,826 |
12,930 |
|
S4 |
12,695 |
12,729 |
12,904 |
|
|
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 |
12,737 |
333 |
2.6% |
189 |
1.5% |
66% |
False |
False |
129,224 |
10 |
13,135 |
12,648 |
487 |
3.8% |
168 |
1.3% |
63% |
False |
False |
120,998 |
20 |
13,245 |
12,648 |
597 |
4.6% |
151 |
1.2% |
52% |
False |
False |
111,690 |
40 |
13,245 |
12,648 |
597 |
4.6% |
130 |
1.0% |
52% |
False |
False |
78,196 |
60 |
13,245 |
12,460 |
785 |
6.1% |
115 |
0.9% |
63% |
False |
False |
52,136 |
80 |
13,245 |
11,990 |
1,255 |
9.7% |
105 |
0.8% |
77% |
False |
False |
39,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,461 |
2.618 |
13,303 |
1.618 |
13,206 |
1.000 |
13,146 |
0.618 |
13,109 |
HIGH |
13,049 |
0.618 |
13,012 |
0.500 |
13,001 |
0.382 |
12,989 |
LOW |
12,952 |
0.618 |
12,892 |
1.000 |
12,855 |
1.618 |
12,795 |
2.618 |
12,698 |
4.250 |
12,540 |
|
|
Fisher Pivots for day following 18-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
13,001 |
12,941 |
PP |
12,986 |
12,925 |
S1 |
12,972 |
12,909 |
|