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 |
1,630.5 |
1,645.0 |
14.5 |
0.9% |
1,680.0 |
High |
1,640.1 |
1,656.7 |
16.6 |
1.0% |
1,691.6 |
Low |
1,628.1 |
1,643.7 |
15.6 |
1.0% |
1,620.0 |
Close |
1,636.7 |
1,650.7 |
14.0 |
0.9% |
1,636.7 |
Range |
12.0 |
13.0 |
1.0 |
8.3% |
71.6 |
ATR |
28.1 |
27.6 |
-0.6 |
-2.1% |
0.0 |
Volume |
3,590 |
2,352 |
-1,238 |
-34.5% |
10,337 |
|
Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,689.4 |
1,683.0 |
1,657.9 |
|
R3 |
1,676.4 |
1,670.0 |
1,654.3 |
|
R2 |
1,663.4 |
1,663.4 |
1,653.1 |
|
R1 |
1,657.0 |
1,657.0 |
1,651.9 |
1,660.2 |
PP |
1,650.4 |
1,650.4 |
1,650.4 |
1,652.0 |
S1 |
1,644.0 |
1,644.0 |
1,649.5 |
1,647.2 |
S2 |
1,637.4 |
1,637.4 |
1,648.3 |
|
S3 |
1,624.4 |
1,631.0 |
1,647.1 |
|
S4 |
1,611.4 |
1,618.0 |
1,643.6 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,864.2 |
1,822.1 |
1,676.1 |
|
R3 |
1,792.6 |
1,750.5 |
1,656.4 |
|
R2 |
1,721.0 |
1,721.0 |
1,649.8 |
|
R1 |
1,678.9 |
1,678.9 |
1,643.3 |
1,664.2 |
PP |
1,649.4 |
1,649.4 |
1,649.4 |
1,642.1 |
S1 |
1,607.3 |
1,607.3 |
1,630.1 |
1,592.6 |
S2 |
1,577.8 |
1,577.8 |
1,623.6 |
|
S3 |
1,506.2 |
1,535.7 |
1,617.0 |
|
S4 |
1,434.6 |
1,464.1 |
1,597.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,691.6 |
1,620.0 |
71.6 |
4.3% |
24.1 |
1.5% |
43% |
False |
False |
2,537 |
10 |
1,704.5 |
1,620.0 |
84.5 |
5.1% |
22.5 |
1.4% |
36% |
False |
False |
2,630 |
20 |
1,720.7 |
1,620.0 |
100.7 |
6.1% |
23.9 |
1.4% |
30% |
False |
False |
2,398 |
40 |
1,800.9 |
1,620.0 |
180.9 |
11.0% |
25.3 |
1.5% |
17% |
False |
False |
2,210 |
60 |
1,800.9 |
1,620.0 |
180.9 |
11.0% |
25.2 |
1.5% |
17% |
False |
False |
2,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,712.0 |
2.618 |
1,690.7 |
1.618 |
1,677.7 |
1.000 |
1,669.7 |
0.618 |
1,664.7 |
HIGH |
1,656.7 |
0.618 |
1,651.7 |
0.500 |
1,650.2 |
0.382 |
1,648.7 |
LOW |
1,643.7 |
0.618 |
1,635.7 |
1.000 |
1,630.7 |
1.618 |
1,622.7 |
2.618 |
1,609.7 |
4.250 |
1,588.5 |
|
|
Fisher Pivots for day following 09-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,650.5 |
1,646.6 |
PP |
1,650.4 |
1,642.5 |
S1 |
1,650.2 |
1,638.4 |
|