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 |
1,661.4 |
1,662.7 |
1.3 |
0.1% |
1,676.7 |
High |
1,665.3 |
1,683.1 |
17.8 |
1.1% |
1,687.1 |
Low |
1,656.9 |
1,654.7 |
-2.2 |
-0.1% |
1,616.3 |
Close |
1,662.6 |
1,682.8 |
20.2 |
1.2% |
1,632.4 |
Range |
8.4 |
28.4 |
20.0 |
238.1% |
70.8 |
ATR |
26.1 |
26.3 |
0.2 |
0.6% |
0.0 |
Volume |
14,153 |
8,253 |
-5,900 |
-41.7% |
15,797 |
|
Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,758.7 |
1,749.2 |
1,698.4 |
|
R3 |
1,730.3 |
1,720.8 |
1,690.6 |
|
R2 |
1,701.9 |
1,701.9 |
1,688.0 |
|
R1 |
1,692.4 |
1,692.4 |
1,685.4 |
1,697.2 |
PP |
1,673.5 |
1,673.5 |
1,673.5 |
1,675.9 |
S1 |
1,664.0 |
1,664.0 |
1,680.2 |
1,668.8 |
S2 |
1,645.1 |
1,645.1 |
1,677.6 |
|
S3 |
1,616.7 |
1,635.6 |
1,675.0 |
|
S4 |
1,588.3 |
1,607.2 |
1,667.2 |
|
|
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 |
1,683.1 |
1,624.2 |
58.9 |
3.5% |
18.3 |
1.1% |
99% |
True |
False |
7,510 |
10 |
1,687.1 |
1,616.3 |
70.8 |
4.2% |
21.7 |
1.3% |
94% |
False |
False |
6,303 |
20 |
1,700.9 |
1,616.3 |
84.6 |
5.0% |
21.9 |
1.3% |
79% |
False |
False |
5,279 |
40 |
1,797.7 |
1,616.3 |
181.4 |
10.8% |
24.4 |
1.5% |
37% |
False |
False |
4,281 |
60 |
1,797.7 |
1,616.3 |
181.4 |
10.8% |
23.2 |
1.4% |
37% |
False |
False |
3,393 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.5% |
21.6 |
1.3% |
56% |
False |
False |
2,712 |
100 |
1,797.7 |
1,537.0 |
260.7 |
15.5% |
22.6 |
1.3% |
56% |
False |
False |
2,306 |
120 |
1,807.2 |
1,537.0 |
270.2 |
16.1% |
21.3 |
1.3% |
54% |
False |
False |
1,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,803.8 |
2.618 |
1,757.5 |
1.618 |
1,729.1 |
1.000 |
1,711.5 |
0.618 |
1,700.7 |
HIGH |
1,683.1 |
0.618 |
1,672.3 |
0.500 |
1,668.9 |
0.382 |
1,665.5 |
LOW |
1,654.7 |
0.618 |
1,637.1 |
1.000 |
1,626.3 |
1.618 |
1,608.7 |
2.618 |
1,580.3 |
4.250 |
1,534.0 |
|
|
Fisher Pivots for day following 12-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,678.2 |
1,674.9 |
PP |
1,673.5 |
1,667.0 |
S1 |
1,668.9 |
1,659.2 |
|