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 |
1,645.3 |
1,661.4 |
16.1 |
1.0% |
1,676.7 |
High |
1,666.4 |
1,665.3 |
-1.1 |
-0.1% |
1,687.1 |
Low |
1,635.2 |
1,656.9 |
21.7 |
1.3% |
1,616.3 |
Close |
1,663.0 |
1,662.6 |
-0.4 |
0.0% |
1,632.4 |
Range |
31.2 |
8.4 |
-22.8 |
-73.1% |
70.8 |
ATR |
27.5 |
26.1 |
-1.4 |
-5.0% |
0.0 |
Volume |
5,220 |
14,153 |
8,933 |
171.1% |
15,797 |
|
Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,686.8 |
1,683.1 |
1,667.2 |
|
R3 |
1,678.4 |
1,674.7 |
1,664.9 |
|
R2 |
1,670.0 |
1,670.0 |
1,664.1 |
|
R1 |
1,666.3 |
1,666.3 |
1,663.4 |
1,668.2 |
PP |
1,661.6 |
1,661.6 |
1,661.6 |
1,662.5 |
S1 |
1,657.9 |
1,657.9 |
1,661.8 |
1,659.8 |
S2 |
1,653.2 |
1,653.2 |
1,661.1 |
|
S3 |
1,644.8 |
1,649.5 |
1,660.3 |
|
S4 |
1,636.4 |
1,641.1 |
1,658.0 |
|
|
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 |
1,666.4 |
1,616.3 |
50.1 |
3.0% |
19.5 |
1.2% |
92% |
False |
False |
7,110 |
10 |
1,687.3 |
1,616.3 |
71.0 |
4.3% |
21.6 |
1.3% |
65% |
False |
False |
6,160 |
20 |
1,700.9 |
1,616.3 |
84.6 |
5.1% |
22.7 |
1.4% |
55% |
False |
False |
5,167 |
40 |
1,797.7 |
1,616.3 |
181.4 |
10.9% |
24.0 |
1.4% |
26% |
False |
False |
4,116 |
60 |
1,797.7 |
1,616.3 |
181.4 |
10.9% |
23.2 |
1.4% |
26% |
False |
False |
3,273 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.7% |
21.6 |
1.3% |
48% |
False |
False |
2,616 |
100 |
1,797.7 |
1,537.0 |
260.7 |
15.7% |
22.5 |
1.4% |
48% |
False |
False |
2,231 |
120 |
1,807.2 |
1,537.0 |
270.2 |
16.3% |
21.0 |
1.3% |
46% |
False |
False |
1,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,701.0 |
2.618 |
1,687.3 |
1.618 |
1,678.9 |
1.000 |
1,673.7 |
0.618 |
1,670.5 |
HIGH |
1,665.3 |
0.618 |
1,662.1 |
0.500 |
1,661.1 |
0.382 |
1,660.1 |
LOW |
1,656.9 |
0.618 |
1,651.7 |
1.000 |
1,648.5 |
1.618 |
1,643.3 |
2.618 |
1,634.9 |
4.250 |
1,621.2 |
|
|
Fisher Pivots for day following 11-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,662.1 |
1,658.7 |
PP |
1,661.6 |
1,654.7 |
S1 |
1,661.1 |
1,650.8 |
|