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 |
139.38 |
138.03 |
-1.35 |
-1.0% |
140.64 |
High |
140.20 |
139.84 |
-0.36 |
-0.3% |
142.21 |
Low |
139.26 |
137.84 |
-1.42 |
-1.0% |
139.26 |
Close |
139.79 |
138.22 |
-1.57 |
-1.1% |
139.79 |
Range |
0.94 |
2.00 |
1.06 |
112.8% |
2.95 |
ATR |
1.33 |
1.37 |
0.05 |
3.6% |
0.00 |
Volume |
137,403,000 |
127,482,172 |
-9,920,828 |
-7.2% |
591,663,391 |
|
Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.63 |
143.43 |
139.32 |
|
R3 |
142.63 |
141.43 |
138.77 |
|
R2 |
140.63 |
140.63 |
138.59 |
|
R1 |
139.43 |
139.43 |
138.40 |
140.03 |
PP |
138.63 |
138.63 |
138.63 |
138.94 |
S1 |
137.43 |
137.43 |
138.04 |
138.03 |
S2 |
136.63 |
136.63 |
137.85 |
|
S3 |
134.63 |
135.43 |
137.67 |
|
S4 |
132.63 |
133.43 |
137.12 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.27 |
147.48 |
141.41 |
|
R3 |
146.32 |
144.53 |
140.60 |
|
R2 |
143.37 |
143.37 |
140.33 |
|
R1 |
141.58 |
141.58 |
140.06 |
141.00 |
PP |
140.42 |
140.42 |
140.42 |
140.13 |
S1 |
138.63 |
138.63 |
139.52 |
138.05 |
S2 |
137.47 |
137.47 |
139.25 |
|
S3 |
134.52 |
135.68 |
138.98 |
|
S4 |
131.57 |
132.73 |
138.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.21 |
137.84 |
4.37 |
3.2% |
1.45 |
1.0% |
9% |
False |
True |
143,829,112 |
10 |
142.21 |
137.84 |
4.37 |
3.2% |
1.31 |
0.9% |
9% |
False |
True |
140,750,129 |
20 |
142.21 |
137.09 |
5.12 |
3.7% |
1.16 |
0.8% |
22% |
False |
False |
139,157,215 |
40 |
142.21 |
133.84 |
8.37 |
6.1% |
1.10 |
0.8% |
52% |
False |
False |
142,407,736 |
60 |
142.21 |
127.72 |
14.49 |
10.5% |
1.14 |
0.8% |
72% |
False |
False |
142,968,835 |
80 |
142.21 |
120.03 |
22.18 |
16.0% |
1.22 |
0.9% |
82% |
False |
False |
146,066,517 |
100 |
142.21 |
116.20 |
26.01 |
18.8% |
1.39 |
1.0% |
85% |
False |
False |
160,150,089 |
120 |
142.21 |
116.20 |
26.01 |
18.8% |
1.55 |
1.1% |
85% |
False |
False |
177,354,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.34 |
2.618 |
145.08 |
1.618 |
143.08 |
1.000 |
141.84 |
0.618 |
141.08 |
HIGH |
139.84 |
0.618 |
139.08 |
0.500 |
138.84 |
0.382 |
138.60 |
LOW |
137.84 |
0.618 |
136.60 |
1.000 |
135.84 |
1.618 |
134.60 |
2.618 |
132.60 |
4.250 |
129.34 |
|
|
Fisher Pivots for day following 09-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
138.84 |
139.09 |
PP |
138.63 |
138.80 |
S1 |
138.43 |
138.51 |
|