Trading Metrics calculated at close of trading on 09-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,622.0 |
1,641.0 |
19.0 |
1.2% |
1,671.5 |
High |
1,634.8 |
1,649.9 |
15.1 |
0.9% |
1,685.4 |
Low |
1,620.7 |
1,636.7 |
16.0 |
1.0% |
1,613.0 |
Close |
1,630.1 |
1,643.9 |
13.8 |
0.8% |
1,630.1 |
Range |
14.1 |
13.2 |
-0.9 |
-6.4% |
72.4 |
ATR |
29.8 |
29.1 |
-0.7 |
-2.4% |
0.0 |
Volume |
113,264 |
79,884 |
-33,380 |
-29.5% |
543,905 |
|
Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,683.1 |
1,676.7 |
1,651.2 |
|
R3 |
1,669.9 |
1,663.5 |
1,647.5 |
|
R2 |
1,656.7 |
1,656.7 |
1,646.3 |
|
R1 |
1,650.3 |
1,650.3 |
1,645.1 |
1,653.5 |
PP |
1,643.5 |
1,643.5 |
1,643.5 |
1,645.1 |
S1 |
1,637.1 |
1,637.1 |
1,642.7 |
1,640.3 |
S2 |
1,630.3 |
1,630.3 |
1,641.5 |
|
S3 |
1,617.1 |
1,623.9 |
1,640.3 |
|
S4 |
1,603.9 |
1,610.7 |
1,636.6 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,860.0 |
1,817.5 |
1,669.9 |
|
R3 |
1,787.6 |
1,745.1 |
1,650.0 |
|
R2 |
1,715.2 |
1,715.2 |
1,643.4 |
|
R1 |
1,672.7 |
1,672.7 |
1,636.7 |
1,657.8 |
PP |
1,642.8 |
1,642.8 |
1,642.8 |
1,635.4 |
S1 |
1,600.3 |
1,600.3 |
1,623.5 |
1,585.4 |
S2 |
1,570.4 |
1,570.4 |
1,616.8 |
|
S3 |
1,498.0 |
1,527.9 |
1,610.2 |
|
S4 |
1,425.6 |
1,455.5 |
1,590.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,685.4 |
1,613.0 |
72.4 |
4.4% |
25.5 |
1.5% |
43% |
False |
False |
124,757 |
10 |
1,699.6 |
1,613.0 |
86.6 |
5.3% |
24.7 |
1.5% |
36% |
False |
False |
105,018 |
20 |
1,720.0 |
1,613.0 |
107.0 |
6.5% |
26.3 |
1.6% |
29% |
False |
False |
64,601 |
40 |
1,795.1 |
1,613.0 |
182.1 |
11.1% |
27.3 |
1.7% |
17% |
False |
False |
37,382 |
60 |
1,795.1 |
1,613.0 |
182.1 |
11.1% |
26.7 |
1.6% |
17% |
False |
False |
26,927 |
80 |
1,795.1 |
1,528.6 |
266.5 |
16.2% |
27.2 |
1.7% |
43% |
False |
False |
20,953 |
100 |
1,802.3 |
1,528.6 |
273.7 |
16.6% |
28.0 |
1.7% |
42% |
False |
False |
17,144 |
120 |
1,808.5 |
1,528.6 |
279.9 |
17.0% |
28.6 |
1.7% |
41% |
False |
False |
14,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,706.0 |
2.618 |
1,684.5 |
1.618 |
1,671.3 |
1.000 |
1,663.1 |
0.618 |
1,658.1 |
HIGH |
1,649.9 |
0.618 |
1,644.9 |
0.500 |
1,643.3 |
0.382 |
1,641.7 |
LOW |
1,636.7 |
0.618 |
1,628.5 |
1.000 |
1,623.5 |
1.618 |
1,615.3 |
2.618 |
1,602.1 |
4.250 |
1,580.6 |
|
|
Fisher Pivots for day following 09-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,643.7 |
1,639.8 |
PP |
1,643.5 |
1,635.6 |
S1 |
1,643.3 |
1,631.5 |
|