Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,380.43 |
12,381.19 |
0.76 |
0.0% |
12,374.60 |
High |
12,444.00 |
12,381.19 |
-62.81 |
-0.5% |
12,450.93 |
Low |
12,352.88 |
12,233.00 |
-119.88 |
-1.0% |
12,320.72 |
Close |
12,381.11 |
12,263.58 |
-117.53 |
-0.9% |
12,380.05 |
Range |
91.12 |
148.19 |
57.07 |
62.6% |
130.21 |
ATR |
115.66 |
117.98 |
2.32 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,737.16 |
12,648.56 |
12,345.08 |
|
R3 |
12,588.97 |
12,500.37 |
12,304.33 |
|
R2 |
12,440.78 |
12,440.78 |
12,290.75 |
|
R1 |
12,352.18 |
12,352.18 |
12,277.16 |
12,322.39 |
PP |
12,292.59 |
12,292.59 |
12,292.59 |
12,277.69 |
S1 |
12,203.99 |
12,203.99 |
12,250.00 |
12,174.20 |
S2 |
12,144.40 |
12,144.40 |
12,236.41 |
|
S3 |
11,996.21 |
12,055.80 |
12,222.83 |
|
S4 |
11,848.02 |
11,907.61 |
12,182.08 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,774.53 |
12,707.50 |
12,451.67 |
|
R3 |
12,644.32 |
12,577.29 |
12,415.86 |
|
R2 |
12,514.11 |
12,514.11 |
12,403.92 |
|
R1 |
12,447.08 |
12,447.08 |
12,391.99 |
12,480.60 |
PP |
12,383.90 |
12,383.90 |
12,383.90 |
12,400.66 |
S1 |
12,316.87 |
12,316.87 |
12,368.11 |
12,350.39 |
S2 |
12,253.69 |
12,253.69 |
12,356.18 |
|
S3 |
12,123.48 |
12,186.66 |
12,344.24 |
|
S4 |
11,993.27 |
12,056.45 |
12,308.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,450.93 |
12,233.00 |
217.93 |
1.8% |
109.08 |
0.9% |
14% |
False |
True |
|
10 |
12,450.93 |
12,233.00 |
217.93 |
1.8% |
93.32 |
0.8% |
14% |
False |
True |
|
20 |
12,450.93 |
11,555.48 |
895.45 |
7.3% |
117.98 |
1.0% |
79% |
False |
False |
|
40 |
12,450.93 |
11,555.48 |
895.45 |
7.3% |
135.32 |
1.1% |
79% |
False |
False |
|
60 |
12,450.93 |
11,555.48 |
895.45 |
7.3% |
119.58 |
1.0% |
79% |
False |
False |
|
80 |
12,450.93 |
11,442.68 |
1,008.25 |
8.2% |
107.90 |
0.9% |
81% |
False |
False |
|
100 |
12,450.93 |
10,929.28 |
1,521.65 |
12.4% |
109.18 |
0.9% |
88% |
False |
False |
|
120 |
12,450.93 |
10,929.28 |
1,521.65 |
12.4% |
110.38 |
0.9% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,011.00 |
2.618 |
12,769.15 |
1.618 |
12,620.96 |
1.000 |
12,529.38 |
0.618 |
12,472.77 |
HIGH |
12,381.19 |
0.618 |
12,324.58 |
0.500 |
12,307.10 |
0.382 |
12,289.61 |
LOW |
12,233.00 |
0.618 |
12,141.42 |
1.000 |
12,084.81 |
1.618 |
11,993.23 |
2.618 |
11,845.04 |
4.250 |
11,603.19 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,307.10 |
12,341.68 |
PP |
12,292.59 |
12,315.65 |
S1 |
12,278.09 |
12,289.61 |
|