Trading Metrics calculated at close of trading on 11-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,643.0 |
1,660.7 |
17.7 |
1.1% |
1,671.5 |
High |
1,664.8 |
1,663.9 |
-0.9 |
-0.1% |
1,685.4 |
Low |
1,632.5 |
1,653.5 |
21.0 |
1.3% |
1,613.0 |
Close |
1,660.7 |
1,660.3 |
-0.4 |
0.0% |
1,630.1 |
Range |
32.3 |
10.4 |
-21.9 |
-67.8% |
72.4 |
ATR |
29.3 |
27.9 |
-1.3 |
-4.6% |
0.0 |
Volume |
166,553 |
98,568 |
-67,985 |
-40.8% |
543,905 |
|
Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,690.4 |
1,685.8 |
1,666.0 |
|
R3 |
1,680.0 |
1,675.4 |
1,663.2 |
|
R2 |
1,669.6 |
1,669.6 |
1,662.2 |
|
R1 |
1,665.0 |
1,665.0 |
1,661.3 |
1,662.1 |
PP |
1,659.2 |
1,659.2 |
1,659.2 |
1,657.8 |
S1 |
1,654.6 |
1,654.6 |
1,659.3 |
1,651.7 |
S2 |
1,648.8 |
1,648.8 |
1,658.4 |
|
S3 |
1,638.4 |
1,644.2 |
1,657.4 |
|
S4 |
1,628.0 |
1,633.8 |
1,654.6 |
|
|
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 |
1,664.8 |
1,613.0 |
51.8 |
3.1% |
21.3 |
1.3% |
91% |
False |
False |
127,710 |
10 |
1,687.2 |
1,613.0 |
74.2 |
4.5% |
23.3 |
1.4% |
64% |
False |
False |
122,084 |
20 |
1,699.6 |
1,613.0 |
86.6 |
5.2% |
25.1 |
1.5% |
55% |
False |
False |
75,129 |
40 |
1,795.1 |
1,613.0 |
182.1 |
11.0% |
27.2 |
1.6% |
26% |
False |
False |
43,808 |
60 |
1,795.1 |
1,613.0 |
182.1 |
11.0% |
26.7 |
1.6% |
26% |
False |
False |
31,190 |
80 |
1,795.1 |
1,528.6 |
266.5 |
16.1% |
26.1 |
1.6% |
49% |
False |
False |
24,179 |
100 |
1,795.1 |
1,528.6 |
266.5 |
16.1% |
28.0 |
1.7% |
49% |
False |
False |
19,785 |
120 |
1,808.5 |
1,528.6 |
279.9 |
16.9% |
28.5 |
1.7% |
47% |
False |
False |
16,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,708.1 |
2.618 |
1,691.1 |
1.618 |
1,680.7 |
1.000 |
1,674.3 |
0.618 |
1,670.3 |
HIGH |
1,663.9 |
0.618 |
1,659.9 |
0.500 |
1,658.7 |
0.382 |
1,657.5 |
LOW |
1,653.5 |
0.618 |
1,647.1 |
1.000 |
1,643.1 |
1.618 |
1,636.7 |
2.618 |
1,626.3 |
4.250 |
1,609.3 |
|
|
Fisher Pivots for day following 11-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,659.8 |
1,656.4 |
PP |
1,659.2 |
1,652.5 |
S1 |
1,658.7 |
1,648.7 |
|