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 |
1,662.7 |
1,680.1 |
17.4 |
1.0% |
1,647.0 |
High |
1,683.1 |
1,681.3 |
-1.8 |
-0.1% |
1,683.1 |
Low |
1,654.7 |
1,654.3 |
-0.4 |
0.0% |
1,635.2 |
Close |
1,682.8 |
1,662.4 |
-20.4 |
-1.2% |
1,662.4 |
Range |
28.4 |
27.0 |
-1.4 |
-4.9% |
47.9 |
ATR |
26.3 |
26.4 |
0.2 |
0.6% |
0.0 |
Volume |
8,253 |
7,610 |
-643 |
-7.8% |
42,855 |
|
Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,747.0 |
1,731.7 |
1,677.3 |
|
R3 |
1,720.0 |
1,704.7 |
1,669.8 |
|
R2 |
1,693.0 |
1,693.0 |
1,667.4 |
|
R1 |
1,677.7 |
1,677.7 |
1,664.9 |
1,671.9 |
PP |
1,666.0 |
1,666.0 |
1,666.0 |
1,663.1 |
S1 |
1,650.7 |
1,650.7 |
1,659.9 |
1,644.9 |
S2 |
1,639.0 |
1,639.0 |
1,657.5 |
|
S3 |
1,612.0 |
1,623.7 |
1,655.0 |
|
S4 |
1,585.0 |
1,596.7 |
1,647.6 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,803.9 |
1,781.1 |
1,688.7 |
|
R3 |
1,756.0 |
1,733.2 |
1,675.6 |
|
R2 |
1,708.1 |
1,708.1 |
1,671.2 |
|
R1 |
1,685.3 |
1,685.3 |
1,666.8 |
1,696.7 |
PP |
1,660.2 |
1,660.2 |
1,660.2 |
1,666.0 |
S1 |
1,637.4 |
1,637.4 |
1,658.0 |
1,648.8 |
S2 |
1,612.3 |
1,612.3 |
1,653.6 |
|
S3 |
1,564.4 |
1,589.5 |
1,649.2 |
|
S4 |
1,516.5 |
1,541.6 |
1,636.1 |
|
|
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 |
1,635.2 |
47.9 |
2.9% |
21.3 |
1.3% |
57% |
False |
False |
8,571 |
10 |
1,687.1 |
1,616.3 |
70.8 |
4.3% |
22.6 |
1.4% |
65% |
False |
False |
6,311 |
20 |
1,700.9 |
1,616.3 |
84.6 |
5.1% |
22.0 |
1.3% |
54% |
False |
False |
5,119 |
40 |
1,797.7 |
1,616.3 |
181.4 |
10.9% |
24.8 |
1.5% |
25% |
False |
False |
4,372 |
60 |
1,797.7 |
1,616.3 |
181.4 |
10.9% |
23.3 |
1.4% |
25% |
False |
False |
3,473 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.7% |
21.8 |
1.3% |
48% |
False |
False |
2,803 |
100 |
1,797.7 |
1,537.0 |
260.7 |
15.7% |
22.5 |
1.4% |
48% |
False |
False |
2,379 |
120 |
1,807.2 |
1,537.0 |
270.2 |
16.3% |
21.5 |
1.3% |
46% |
False |
False |
2,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,796.1 |
2.618 |
1,752.0 |
1.618 |
1,725.0 |
1.000 |
1,708.3 |
0.618 |
1,698.0 |
HIGH |
1,681.3 |
0.618 |
1,671.0 |
0.500 |
1,667.8 |
0.382 |
1,664.6 |
LOW |
1,654.3 |
0.618 |
1,637.6 |
1.000 |
1,627.3 |
1.618 |
1,610.6 |
2.618 |
1,583.6 |
4.250 |
1,539.6 |
|
|
Fisher Pivots for day following 13-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,667.8 |
1,668.7 |
PP |
1,666.0 |
1,666.6 |
S1 |
1,664.2 |
1,664.5 |
|