Trading Metrics calculated at close of trading on 19-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
13,114.56 |
13,028.73 |
-85.83 |
-0.7% |
13,057.57 |
High |
13,114.56 |
13,080.20 |
-34.36 |
-0.3% |
13,057.72 |
Low |
13,027.49 |
12,896.82 |
-130.67 |
-1.0% |
12,710.56 |
Close |
13,032.75 |
12,964.10 |
-68.65 |
-0.5% |
12,849.59 |
Range |
87.07 |
183.38 |
96.31 |
110.6% |
347.16 |
ATR |
130.89 |
134.64 |
3.75 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,530.51 |
13,430.69 |
13,064.96 |
|
R3 |
13,347.13 |
13,247.31 |
13,014.53 |
|
R2 |
13,163.75 |
13,163.75 |
12,997.72 |
|
R1 |
13,063.93 |
13,063.93 |
12,980.91 |
13,022.15 |
PP |
12,980.37 |
12,980.37 |
12,980.37 |
12,959.49 |
S1 |
12,880.55 |
12,880.55 |
12,947.29 |
12,838.77 |
S2 |
12,796.99 |
12,796.99 |
12,930.48 |
|
S3 |
12,613.61 |
12,697.17 |
12,913.67 |
|
S4 |
12,430.23 |
12,513.79 |
12,863.24 |
|
|
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 |
12,845.28 |
286.08 |
2.2% |
151.41 |
1.2% |
42% |
False |
False |
|
10 |
13,131.36 |
12,710.56 |
420.80 |
3.2% |
151.42 |
1.2% |
60% |
False |
False |
|
20 |
13,297.11 |
12,710.56 |
586.55 |
4.5% |
137.22 |
1.1% |
43% |
False |
False |
|
40 |
13,297.11 |
12,710.56 |
586.55 |
4.5% |
118.51 |
0.9% |
43% |
False |
False |
|
60 |
13,297.11 |
12,529.41 |
767.70 |
5.9% |
116.84 |
0.9% |
57% |
False |
False |
|
80 |
13,297.11 |
12,140.17 |
1,156.94 |
8.9% |
116.39 |
0.9% |
71% |
False |
False |
|
100 |
13,297.11 |
11,231.56 |
2,065.55 |
15.9% |
132.14 |
1.0% |
84% |
False |
False |
|
120 |
13,297.11 |
11,231.56 |
2,065.55 |
15.9% |
148.64 |
1.1% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,859.57 |
2.618 |
13,560.29 |
1.618 |
13,376.91 |
1.000 |
13,263.58 |
0.618 |
13,193.53 |
HIGH |
13,080.20 |
0.618 |
13,010.15 |
0.500 |
12,988.51 |
0.382 |
12,966.87 |
LOW |
12,896.82 |
0.618 |
12,783.49 |
1.000 |
12,713.44 |
1.618 |
12,600.11 |
2.618 |
12,416.73 |
4.250 |
12,117.46 |
|
|
Fisher Pivots for day following 19-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
12,988.51 |
13,014.09 |
PP |
12,980.37 |
12,997.43 |
S1 |
12,972.24 |
12,980.76 |
|