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 |
1,624.4 |
1,647.0 |
22.6 |
1.4% |
1,676.7 |
High |
1,636.4 |
1,650.7 |
14.3 |
0.9% |
1,687.1 |
Low |
1,624.2 |
1,639.3 |
15.1 |
0.9% |
1,616.3 |
Close |
1,632.4 |
1,646.3 |
13.9 |
0.9% |
1,632.4 |
Range |
12.2 |
11.4 |
-0.8 |
-6.6% |
70.8 |
ATR |
27.9 |
27.2 |
-0.7 |
-2.5% |
0.0 |
Volume |
2,307 |
7,619 |
5,312 |
230.3% |
15,797 |
|
Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,679.6 |
1,674.4 |
1,652.6 |
|
R3 |
1,668.2 |
1,663.0 |
1,649.4 |
|
R2 |
1,656.8 |
1,656.8 |
1,648.4 |
|
R1 |
1,651.6 |
1,651.6 |
1,647.3 |
1,648.5 |
PP |
1,645.4 |
1,645.4 |
1,645.4 |
1,643.9 |
S1 |
1,640.2 |
1,640.2 |
1,645.3 |
1,637.1 |
S2 |
1,634.0 |
1,634.0 |
1,644.2 |
|
S3 |
1,622.6 |
1,628.8 |
1,643.2 |
|
S4 |
1,611.2 |
1,617.4 |
1,640.0 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,857.7 |
1,815.8 |
1,671.3 |
|
R3 |
1,786.9 |
1,745.0 |
1,651.9 |
|
R2 |
1,716.1 |
1,716.1 |
1,645.4 |
|
R1 |
1,674.2 |
1,674.2 |
1,638.9 |
1,659.8 |
PP |
1,645.3 |
1,645.3 |
1,645.3 |
1,638.0 |
S1 |
1,603.4 |
1,603.4 |
1,625.9 |
1,589.0 |
S2 |
1,574.5 |
1,574.5 |
1,619.4 |
|
S3 |
1,503.7 |
1,532.6 |
1,612.9 |
|
S4 |
1,432.9 |
1,461.8 |
1,593.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,687.1 |
1,616.3 |
70.8 |
4.3% |
23.9 |
1.5% |
42% |
False |
False |
4,683 |
10 |
1,700.9 |
1,616.3 |
84.6 |
5.1% |
22.9 |
1.4% |
35% |
False |
False |
4,815 |
20 |
1,721.7 |
1,616.3 |
105.4 |
6.4% |
23.9 |
1.5% |
28% |
False |
False |
4,664 |
40 |
1,797.7 |
1,616.3 |
181.4 |
11.0% |
23.9 |
1.5% |
17% |
False |
False |
3,739 |
60 |
1,797.7 |
1,616.3 |
181.4 |
11.0% |
23.1 |
1.4% |
17% |
False |
False |
2,984 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.8% |
22.6 |
1.4% |
42% |
False |
False |
2,394 |
100 |
1,804.0 |
1,537.0 |
267.0 |
16.2% |
22.4 |
1.4% |
41% |
False |
False |
2,049 |
120 |
1,807.2 |
1,537.0 |
270.2 |
16.4% |
21.3 |
1.3% |
40% |
False |
False |
1,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,699.2 |
2.618 |
1,680.5 |
1.618 |
1,669.1 |
1.000 |
1,662.1 |
0.618 |
1,657.7 |
HIGH |
1,650.7 |
0.618 |
1,646.3 |
0.500 |
1,645.0 |
0.382 |
1,643.7 |
LOW |
1,639.3 |
0.618 |
1,632.3 |
1.000 |
1,627.9 |
1.618 |
1,620.9 |
2.618 |
1,609.5 |
4.250 |
1,590.9 |
|
|
Fisher Pivots for day following 09-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,645.9 |
1,642.1 |
PP |
1,645.4 |
1,637.8 |
S1 |
1,645.0 |
1,633.6 |
|