Trading Metrics calculated at close of trading on 10-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,641.0 |
1,643.0 |
2.0 |
0.1% |
1,671.5 |
High |
1,649.9 |
1,664.8 |
14.9 |
0.9% |
1,685.4 |
Low |
1,636.7 |
1,632.5 |
-4.2 |
-0.3% |
1,613.0 |
Close |
1,643.9 |
1,660.7 |
16.8 |
1.0% |
1,630.1 |
Range |
13.2 |
32.3 |
19.1 |
144.7% |
72.4 |
ATR |
29.1 |
29.3 |
0.2 |
0.8% |
0.0 |
Volume |
79,884 |
166,553 |
86,669 |
108.5% |
543,905 |
|
Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,749.6 |
1,737.4 |
1,678.5 |
|
R3 |
1,717.3 |
1,705.1 |
1,669.6 |
|
R2 |
1,685.0 |
1,685.0 |
1,666.6 |
|
R1 |
1,672.8 |
1,672.8 |
1,663.7 |
1,678.9 |
PP |
1,652.7 |
1,652.7 |
1,652.7 |
1,655.7 |
S1 |
1,640.5 |
1,640.5 |
1,657.7 |
1,646.6 |
S2 |
1,620.4 |
1,620.4 |
1,654.8 |
|
S3 |
1,588.1 |
1,608.2 |
1,651.8 |
|
S4 |
1,555.8 |
1,575.9 |
1,642.9 |
|
|
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 |
1,682.7 |
1,613.0 |
69.7 |
4.2% |
27.7 |
1.7% |
68% |
False |
False |
137,426 |
10 |
1,699.6 |
1,613.0 |
86.6 |
5.2% |
24.0 |
1.4% |
55% |
False |
False |
119,408 |
20 |
1,708.4 |
1,613.0 |
95.4 |
5.7% |
26.7 |
1.6% |
50% |
False |
False |
72,150 |
40 |
1,795.1 |
1,613.0 |
182.1 |
11.0% |
27.4 |
1.6% |
26% |
False |
False |
41,448 |
60 |
1,795.1 |
1,613.0 |
182.1 |
11.0% |
26.9 |
1.6% |
26% |
False |
False |
29,624 |
80 |
1,795.1 |
1,528.6 |
266.5 |
16.0% |
27.0 |
1.6% |
50% |
False |
False |
22,976 |
100 |
1,795.1 |
1,528.6 |
266.5 |
16.0% |
28.2 |
1.7% |
50% |
False |
False |
18,803 |
120 |
1,808.5 |
1,528.6 |
279.9 |
16.9% |
28.7 |
1.7% |
47% |
False |
False |
15,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,802.1 |
2.618 |
1,749.4 |
1.618 |
1,717.1 |
1.000 |
1,697.1 |
0.618 |
1,684.8 |
HIGH |
1,664.8 |
0.618 |
1,652.5 |
0.500 |
1,648.7 |
0.382 |
1,644.8 |
LOW |
1,632.5 |
0.618 |
1,612.5 |
1.000 |
1,600.2 |
1.618 |
1,580.2 |
2.618 |
1,547.9 |
4.250 |
1,495.2 |
|
|
Fisher Pivots for day following 10-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,656.7 |
1,654.7 |
PP |
1,652.7 |
1,648.7 |
S1 |
1,648.7 |
1,642.8 |
|