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 |
1,666.8 |
1,683.3 |
16.5 |
1.0% |
1,645.0 |
High |
1,687.4 |
1,685.6 |
-1.8 |
-0.1% |
1,687.4 |
Low |
1,660.0 |
1,658.8 |
-1.2 |
-0.1% |
1,639.8 |
Close |
1,687.2 |
1,666.7 |
-20.5 |
-1.2% |
1,666.7 |
Range |
27.4 |
26.8 |
-0.6 |
-2.2% |
47.6 |
ATR |
26.5 |
26.6 |
0.1 |
0.5% |
0.0 |
Volume |
4,480 |
2,708 |
-1,772 |
-39.6% |
16,644 |
|
Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,750.8 |
1,735.5 |
1,681.4 |
|
R3 |
1,724.0 |
1,708.7 |
1,674.1 |
|
R2 |
1,697.2 |
1,697.2 |
1,671.6 |
|
R1 |
1,681.9 |
1,681.9 |
1,669.2 |
1,676.2 |
PP |
1,670.4 |
1,670.4 |
1,670.4 |
1,667.5 |
S1 |
1,655.1 |
1,655.1 |
1,664.2 |
1,649.4 |
S2 |
1,643.6 |
1,643.6 |
1,661.8 |
|
S3 |
1,616.8 |
1,628.3 |
1,659.3 |
|
S4 |
1,590.0 |
1,601.5 |
1,652.0 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,807.4 |
1,784.7 |
1,692.9 |
|
R3 |
1,759.8 |
1,737.1 |
1,679.8 |
|
R2 |
1,712.2 |
1,712.2 |
1,675.4 |
|
R1 |
1,689.5 |
1,689.5 |
1,671.1 |
1,700.9 |
PP |
1,664.6 |
1,664.6 |
1,664.6 |
1,670.3 |
S1 |
1,641.9 |
1,641.9 |
1,662.3 |
1,653.3 |
S2 |
1,617.0 |
1,617.0 |
1,658.0 |
|
S3 |
1,569.4 |
1,594.3 |
1,653.6 |
|
S4 |
1,521.8 |
1,546.7 |
1,640.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,687.4 |
1,639.8 |
47.6 |
2.9% |
21.3 |
1.3% |
57% |
False |
False |
3,328 |
10 |
1,691.6 |
1,620.0 |
71.6 |
4.3% |
22.5 |
1.3% |
65% |
False |
False |
2,992 |
20 |
1,704.5 |
1,620.0 |
84.5 |
5.1% |
22.0 |
1.3% |
55% |
False |
False |
2,570 |
40 |
1,800.9 |
1,620.0 |
180.9 |
10.9% |
26.0 |
1.6% |
26% |
False |
False |
2,333 |
60 |
1,800.9 |
1,620.0 |
180.9 |
10.9% |
25.2 |
1.5% |
26% |
False |
False |
2,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,799.5 |
2.618 |
1,755.8 |
1.618 |
1,729.0 |
1.000 |
1,712.4 |
0.618 |
1,702.2 |
HIGH |
1,685.6 |
0.618 |
1,675.4 |
0.500 |
1,672.2 |
0.382 |
1,669.0 |
LOW |
1,658.8 |
0.618 |
1,642.2 |
1.000 |
1,632.0 |
1.618 |
1,615.4 |
2.618 |
1,588.6 |
4.250 |
1,544.9 |
|
|
Fisher Pivots for day following 13-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,672.2 |
1,673.1 |
PP |
1,670.4 |
1,671.0 |
S1 |
1,668.5 |
1,668.8 |
|