Trading Metrics calculated at close of trading on 18-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
12,921.79 |
13,114.56 |
192.77 |
1.5% |
13,057.57 |
High |
13,131.36 |
13,114.56 |
-16.80 |
-0.1% |
13,057.72 |
Low |
12,921.79 |
13,027.49 |
105.70 |
0.8% |
12,710.56 |
Close |
13,115.54 |
13,032.75 |
-82.79 |
-0.6% |
12,849.59 |
Range |
209.57 |
87.07 |
-122.50 |
-58.5% |
347.16 |
ATR |
134.19 |
130.89 |
-3.30 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,319.48 |
13,263.18 |
13,080.64 |
|
R3 |
13,232.41 |
13,176.11 |
13,056.69 |
|
R2 |
13,145.34 |
13,145.34 |
13,048.71 |
|
R1 |
13,089.04 |
13,089.04 |
13,040.73 |
13,073.66 |
PP |
13,058.27 |
13,058.27 |
13,058.27 |
13,050.57 |
S1 |
13,001.97 |
13,001.97 |
13,024.77 |
12,986.59 |
S2 |
12,971.20 |
12,971.20 |
13,016.79 |
|
S3 |
12,884.13 |
12,914.90 |
13,008.81 |
|
S4 |
12,797.06 |
12,827.83 |
12,984.86 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,914.10 |
13,729.01 |
13,040.53 |
|
R3 |
13,566.94 |
13,381.85 |
12,945.06 |
|
R2 |
13,219.78 |
13,219.78 |
12,913.24 |
|
R1 |
13,034.69 |
13,034.69 |
12,881.41 |
12,953.66 |
PP |
12,872.62 |
12,872.62 |
12,872.62 |
12,832.11 |
S1 |
12,687.53 |
12,687.53 |
12,817.77 |
12,606.50 |
S2 |
12,525.46 |
12,525.46 |
12,785.94 |
|
S3 |
12,178.30 |
12,340.37 |
12,754.12 |
|
S4 |
11,831.14 |
11,993.21 |
12,658.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,131.36 |
12,806.30 |
325.06 |
2.5% |
150.87 |
1.2% |
70% |
False |
False |
|
10 |
13,198.19 |
12,710.56 |
487.63 |
3.7% |
150.82 |
1.2% |
66% |
False |
False |
|
20 |
13,297.11 |
12,710.56 |
586.55 |
4.5% |
131.91 |
1.0% |
55% |
False |
False |
|
40 |
13,297.11 |
12,710.56 |
586.55 |
4.5% |
115.51 |
0.9% |
55% |
False |
False |
|
60 |
13,297.11 |
12,529.41 |
767.70 |
5.9% |
115.37 |
0.9% |
66% |
False |
False |
|
80 |
13,297.11 |
12,107.37 |
1,189.74 |
9.1% |
115.04 |
0.9% |
78% |
False |
False |
|
100 |
13,297.11 |
11,231.56 |
2,065.55 |
15.8% |
132.66 |
1.0% |
87% |
False |
False |
|
120 |
13,297.11 |
11,231.56 |
2,065.55 |
15.8% |
148.76 |
1.1% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,484.61 |
2.618 |
13,342.51 |
1.618 |
13,255.44 |
1.000 |
13,201.63 |
0.618 |
13,168.37 |
HIGH |
13,114.56 |
0.618 |
13,081.30 |
0.500 |
13,071.03 |
0.382 |
13,060.75 |
LOW |
13,027.49 |
0.618 |
12,973.68 |
1.000 |
12,940.42 |
1.618 |
12,886.61 |
2.618 |
12,799.54 |
4.250 |
12,657.44 |
|
|
Fisher Pivots for day following 18-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
13,071.03 |
13,018.86 |
PP |
13,058.27 |
13,004.97 |
S1 |
13,045.51 |
12,991.08 |
|