Trading Metrics calculated at close of trading on 25-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
136.91 |
138.65 |
1.74 |
1.3% |
137.84 |
High |
137.66 |
139.25 |
1.59 |
1.2% |
139.36 |
Low |
136.80 |
138.53 |
1.73 |
1.3% |
136.58 |
Close |
137.31 |
139.19 |
1.88 |
1.4% |
137.95 |
Range |
0.86 |
0.72 |
-0.14 |
-16.3% |
2.78 |
ATR |
1.51 |
1.54 |
0.03 |
2.0% |
0.00 |
Volume |
137,390,313 |
150,222,984 |
12,832,671 |
9.3% |
760,872,351 |
|
Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.15 |
140.89 |
139.59 |
|
R3 |
140.43 |
140.17 |
139.39 |
|
R2 |
139.71 |
139.71 |
139.32 |
|
R1 |
139.45 |
139.45 |
139.26 |
139.58 |
PP |
138.99 |
138.99 |
138.99 |
139.06 |
S1 |
138.73 |
138.73 |
139.12 |
138.86 |
S2 |
138.27 |
138.27 |
139.06 |
|
S3 |
137.55 |
138.01 |
138.99 |
|
S4 |
136.83 |
137.29 |
138.79 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.30 |
144.91 |
139.48 |
|
R3 |
143.52 |
142.13 |
138.71 |
|
R2 |
140.74 |
140.74 |
138.46 |
|
R1 |
139.35 |
139.35 |
138.20 |
140.05 |
PP |
137.96 |
137.96 |
137.96 |
138.31 |
S1 |
136.57 |
136.57 |
137.70 |
137.27 |
S2 |
135.18 |
135.18 |
137.44 |
|
S3 |
132.40 |
133.79 |
137.19 |
|
S4 |
129.62 |
131.01 |
136.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
139.25 |
135.94 |
3.31 |
2.4% |
1.12 |
0.8% |
98% |
True |
False |
160,189,593 |
10 |
139.36 |
135.94 |
3.42 |
2.5% |
1.31 |
0.9% |
95% |
False |
False |
154,311,885 |
20 |
142.21 |
135.76 |
6.45 |
4.6% |
1.39 |
1.0% |
53% |
False |
False |
154,984,396 |
40 |
142.21 |
134.36 |
7.85 |
5.6% |
1.20 |
0.9% |
62% |
False |
False |
147,293,517 |
60 |
142.21 |
130.68 |
11.53 |
8.3% |
1.15 |
0.8% |
74% |
False |
False |
145,912,628 |
80 |
142.21 |
125.50 |
16.71 |
12.0% |
1.16 |
0.8% |
82% |
False |
False |
144,662,886 |
100 |
142.21 |
120.03 |
22.18 |
15.9% |
1.29 |
0.9% |
86% |
False |
False |
153,201,388 |
120 |
142.21 |
116.20 |
26.01 |
18.7% |
1.43 |
1.0% |
88% |
False |
False |
165,891,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.31 |
2.618 |
141.13 |
1.618 |
140.41 |
1.000 |
139.97 |
0.618 |
139.69 |
HIGH |
139.25 |
0.618 |
138.97 |
0.500 |
138.89 |
0.382 |
138.81 |
LOW |
138.53 |
0.618 |
138.09 |
1.000 |
137.81 |
1.618 |
137.37 |
2.618 |
136.65 |
4.250 |
135.47 |
|
|
Fisher Pivots for day following 25-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
139.09 |
138.66 |
PP |
138.99 |
138.13 |
S1 |
138.89 |
137.60 |
|