Trading Metrics calculated at close of trading on 13-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,660.3 |
1,676.6 |
16.3 |
1.0% |
1,641.0 |
High |
1,681.3 |
1,679.2 |
-2.1 |
-0.1% |
1,681.3 |
Low |
1,651.0 |
1,649.7 |
-1.3 |
-0.1% |
1,632.5 |
Close |
1,680.6 |
1,660.2 |
-20.4 |
-1.2% |
1,660.2 |
Range |
30.3 |
29.5 |
-0.8 |
-2.6% |
48.8 |
ATR |
28.1 |
28.3 |
0.2 |
0.7% |
0.0 |
Volume |
127,523 |
121,056 |
-6,467 |
-5.1% |
593,584 |
|
Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,751.5 |
1,735.4 |
1,676.4 |
|
R3 |
1,722.0 |
1,705.9 |
1,668.3 |
|
R2 |
1,692.5 |
1,692.5 |
1,665.6 |
|
R1 |
1,676.4 |
1,676.4 |
1,662.9 |
1,669.7 |
PP |
1,663.0 |
1,663.0 |
1,663.0 |
1,659.7 |
S1 |
1,646.9 |
1,646.9 |
1,657.5 |
1,640.2 |
S2 |
1,633.5 |
1,633.5 |
1,654.8 |
|
S3 |
1,604.0 |
1,617.4 |
1,652.1 |
|
S4 |
1,574.5 |
1,587.9 |
1,644.0 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,804.4 |
1,781.1 |
1,687.0 |
|
R3 |
1,755.6 |
1,732.3 |
1,673.6 |
|
R2 |
1,706.8 |
1,706.8 |
1,669.1 |
|
R1 |
1,683.5 |
1,683.5 |
1,664.7 |
1,695.2 |
PP |
1,658.0 |
1,658.0 |
1,658.0 |
1,663.8 |
S1 |
1,634.7 |
1,634.7 |
1,655.7 |
1,646.4 |
S2 |
1,609.2 |
1,609.2 |
1,651.3 |
|
S3 |
1,560.4 |
1,585.9 |
1,646.8 |
|
S4 |
1,511.6 |
1,537.1 |
1,633.4 |
|
|
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 |
1,632.5 |
48.8 |
2.9% |
23.1 |
1.4% |
57% |
False |
False |
118,716 |
10 |
1,685.4 |
1,613.0 |
72.4 |
4.4% |
24.1 |
1.5% |
65% |
False |
False |
123,896 |
20 |
1,699.6 |
1,613.0 |
86.6 |
5.2% |
24.2 |
1.5% |
55% |
False |
False |
84,907 |
40 |
1,795.1 |
1,613.0 |
182.1 |
11.0% |
27.9 |
1.7% |
26% |
False |
False |
49,759 |
60 |
1,795.1 |
1,613.0 |
182.1 |
11.0% |
26.9 |
1.6% |
26% |
False |
False |
35,044 |
80 |
1,795.1 |
1,528.6 |
266.5 |
16.1% |
26.1 |
1.6% |
49% |
False |
False |
27,227 |
100 |
1,795.1 |
1,528.6 |
266.5 |
16.1% |
27.8 |
1.7% |
49% |
False |
False |
22,246 |
120 |
1,808.5 |
1,528.6 |
279.9 |
16.9% |
28.5 |
1.7% |
47% |
False |
False |
18,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,804.6 |
2.618 |
1,756.4 |
1.618 |
1,726.9 |
1.000 |
1,708.7 |
0.618 |
1,697.4 |
HIGH |
1,679.2 |
0.618 |
1,667.9 |
0.500 |
1,664.5 |
0.382 |
1,661.0 |
LOW |
1,649.7 |
0.618 |
1,631.5 |
1.000 |
1,620.2 |
1.618 |
1,602.0 |
2.618 |
1,572.5 |
4.250 |
1,524.3 |
|
|
Fisher Pivots for day following 13-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,664.5 |
1,665.5 |
PP |
1,663.0 |
1,663.7 |
S1 |
1,661.6 |
1,662.0 |
|