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 |
1,647.0 |
1,645.3 |
-1.7 |
-0.1% |
1,676.7 |
High |
1,650.7 |
1,666.4 |
15.7 |
1.0% |
1,687.1 |
Low |
1,639.3 |
1,635.2 |
-4.1 |
-0.3% |
1,616.3 |
Close |
1,646.3 |
1,663.0 |
16.7 |
1.0% |
1,632.4 |
Range |
11.4 |
31.2 |
19.8 |
173.7% |
70.8 |
ATR |
27.2 |
27.5 |
0.3 |
1.1% |
0.0 |
Volume |
7,619 |
5,220 |
-2,399 |
-31.5% |
15,797 |
|
Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,748.5 |
1,736.9 |
1,680.2 |
|
R3 |
1,717.3 |
1,705.7 |
1,671.6 |
|
R2 |
1,686.1 |
1,686.1 |
1,668.7 |
|
R1 |
1,674.5 |
1,674.5 |
1,665.9 |
1,680.3 |
PP |
1,654.9 |
1,654.9 |
1,654.9 |
1,657.8 |
S1 |
1,643.3 |
1,643.3 |
1,660.1 |
1,649.1 |
S2 |
1,623.7 |
1,623.7 |
1,657.3 |
|
S3 |
1,592.5 |
1,612.1 |
1,654.4 |
|
S4 |
1,561.3 |
1,580.9 |
1,645.8 |
|
|
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 |
1,684.2 |
1,616.3 |
67.9 |
4.1% |
26.1 |
1.6% |
69% |
False |
False |
5,190 |
10 |
1,700.9 |
1,616.3 |
84.6 |
5.1% |
22.4 |
1.3% |
55% |
False |
False |
5,187 |
20 |
1,710.0 |
1,616.3 |
93.7 |
5.6% |
24.4 |
1.5% |
50% |
False |
False |
4,670 |
40 |
1,797.7 |
1,616.3 |
181.4 |
10.9% |
24.1 |
1.4% |
26% |
False |
False |
3,814 |
60 |
1,797.7 |
1,616.3 |
181.4 |
10.9% |
23.4 |
1.4% |
26% |
False |
False |
3,059 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.7% |
22.4 |
1.3% |
48% |
False |
False |
2,446 |
100 |
1,797.7 |
1,537.0 |
260.7 |
15.7% |
22.6 |
1.4% |
48% |
False |
False |
2,091 |
120 |
1,807.2 |
1,537.0 |
270.2 |
16.2% |
21.3 |
1.3% |
47% |
False |
False |
1,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,799.0 |
2.618 |
1,748.1 |
1.618 |
1,716.9 |
1.000 |
1,697.6 |
0.618 |
1,685.7 |
HIGH |
1,666.4 |
0.618 |
1,654.5 |
0.500 |
1,650.8 |
0.382 |
1,647.1 |
LOW |
1,635.2 |
0.618 |
1,615.9 |
1.000 |
1,604.0 |
1.618 |
1,584.7 |
2.618 |
1,553.5 |
4.250 |
1,502.6 |
|
|
Fisher Pivots for day following 10-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,658.9 |
1,657.1 |
PP |
1,654.9 |
1,651.2 |
S1 |
1,650.8 |
1,645.3 |
|