Trading Metrics calculated at close of trading on 19-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
13,026 |
12,964 |
-62 |
-0.5% |
12,860 |
High |
13,049 |
13,057 |
8 |
0.1% |
12,971 |
Low |
12,952 |
12,837 |
-115 |
-0.9% |
12,648 |
Close |
12,957 |
12,902 |
-55 |
-0.4% |
12,788 |
Range |
97 |
220 |
123 |
126.8% |
323 |
ATR |
150 |
155 |
5 |
3.3% |
0 |
Volume |
120,684 |
171,257 |
50,573 |
41.9% |
606,520 |
|
Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,592 |
13,467 |
13,023 |
|
R3 |
13,372 |
13,247 |
12,963 |
|
R2 |
13,152 |
13,152 |
12,942 |
|
R1 |
13,027 |
13,027 |
12,922 |
12,980 |
PP |
12,932 |
12,932 |
12,932 |
12,908 |
S1 |
12,807 |
12,807 |
12,882 |
12,760 |
S2 |
12,712 |
12,712 |
12,862 |
|
S3 |
12,492 |
12,587 |
12,842 |
|
S4 |
12,272 |
12,367 |
12,781 |
|
|
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 |
12,748 |
322 |
2.5% |
189 |
1.5% |
48% |
False |
False |
139,185 |
10 |
13,070 |
12,648 |
422 |
3.3% |
171 |
1.3% |
60% |
False |
False |
126,427 |
20 |
13,245 |
12,648 |
597 |
4.6% |
156 |
1.2% |
43% |
False |
False |
115,224 |
40 |
13,245 |
12,648 |
597 |
4.6% |
134 |
1.0% |
43% |
False |
False |
82,476 |
60 |
13,245 |
12,460 |
785 |
6.1% |
118 |
0.9% |
56% |
False |
False |
54,990 |
80 |
13,245 |
12,013 |
1,232 |
9.5% |
107 |
0.8% |
72% |
False |
False |
41,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,992 |
2.618 |
13,633 |
1.618 |
13,413 |
1.000 |
13,277 |
0.618 |
13,193 |
HIGH |
13,057 |
0.618 |
12,973 |
0.500 |
12,947 |
0.382 |
12,921 |
LOW |
12,837 |
0.618 |
12,701 |
1.000 |
12,617 |
1.618 |
12,481 |
2.618 |
12,261 |
4.250 |
11,902 |
|
|
Fisher Pivots for day following 19-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
12,947 |
12,943 |
PP |
12,932 |
12,929 |
S1 |
12,917 |
12,916 |
|