Trading Metrics calculated at close of trading on 12-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,660.7 |
1,660.3 |
-0.4 |
0.0% |
1,671.5 |
High |
1,663.9 |
1,681.3 |
17.4 |
1.0% |
1,685.4 |
Low |
1,653.5 |
1,651.0 |
-2.5 |
-0.2% |
1,613.0 |
Close |
1,660.3 |
1,680.6 |
20.3 |
1.2% |
1,630.1 |
Range |
10.4 |
30.3 |
19.9 |
191.3% |
72.4 |
ATR |
27.9 |
28.1 |
0.2 |
0.6% |
0.0 |
Volume |
98,568 |
127,523 |
28,955 |
29.4% |
543,905 |
|
Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,761.9 |
1,751.5 |
1,697.3 |
|
R3 |
1,731.6 |
1,721.2 |
1,688.9 |
|
R2 |
1,701.3 |
1,701.3 |
1,686.2 |
|
R1 |
1,690.9 |
1,690.9 |
1,683.4 |
1,696.1 |
PP |
1,671.0 |
1,671.0 |
1,671.0 |
1,673.6 |
S1 |
1,660.6 |
1,660.6 |
1,677.8 |
1,665.8 |
S2 |
1,640.7 |
1,640.7 |
1,675.0 |
|
S3 |
1,610.4 |
1,630.3 |
1,672.3 |
|
S4 |
1,580.1 |
1,600.0 |
1,663.9 |
|
|
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 |
1,681.3 |
1,620.7 |
60.6 |
3.6% |
20.1 |
1.2% |
99% |
True |
False |
117,158 |
10 |
1,685.4 |
1,613.0 |
72.4 |
4.3% |
23.2 |
1.4% |
93% |
False |
False |
126,864 |
20 |
1,699.6 |
1,613.0 |
86.6 |
5.2% |
24.2 |
1.4% |
78% |
False |
False |
80,516 |
40 |
1,795.1 |
1,613.0 |
182.1 |
10.8% |
27.6 |
1.6% |
37% |
False |
False |
46,937 |
60 |
1,795.1 |
1,613.0 |
182.1 |
10.8% |
26.7 |
1.6% |
37% |
False |
False |
33,171 |
80 |
1,795.1 |
1,528.6 |
266.5 |
15.9% |
26.1 |
1.6% |
57% |
False |
False |
25,736 |
100 |
1,795.1 |
1,528.6 |
266.5 |
15.9% |
28.1 |
1.7% |
57% |
False |
False |
21,051 |
120 |
1,808.5 |
1,528.6 |
279.9 |
16.7% |
28.6 |
1.7% |
54% |
False |
False |
17,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,810.1 |
2.618 |
1,760.6 |
1.618 |
1,730.3 |
1.000 |
1,711.6 |
0.618 |
1,700.0 |
HIGH |
1,681.3 |
0.618 |
1,669.7 |
0.500 |
1,666.2 |
0.382 |
1,662.6 |
LOW |
1,651.0 |
0.618 |
1,632.3 |
1.000 |
1,620.7 |
1.618 |
1,602.0 |
2.618 |
1,571.7 |
4.250 |
1,522.2 |
|
|
Fisher Pivots for day following 12-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,675.8 |
1,672.7 |
PP |
1,671.0 |
1,664.8 |
S1 |
1,666.2 |
1,656.9 |
|