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 |
12,927.77 |
12,997.69 |
69.92 |
0.5% |
12,850.88 |
High |
13,050.30 |
13,105.70 |
55.40 |
0.4% |
13,131.36 |
Low |
12,926.49 |
12,993.60 |
67.11 |
0.5% |
12,850.80 |
Close |
13,001.56 |
13,090.72 |
89.16 |
0.7% |
13,029.26 |
Range |
123.81 |
112.10 |
-11.71 |
-9.5% |
280.56 |
ATR |
136.12 |
134.41 |
-1.72 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,399.64 |
13,357.28 |
13,152.38 |
|
R3 |
13,287.54 |
13,245.18 |
13,121.55 |
|
R2 |
13,175.44 |
13,175.44 |
13,111.27 |
|
R1 |
13,133.08 |
13,133.08 |
13,101.00 |
13,154.26 |
PP |
13,063.34 |
13,063.34 |
13,063.34 |
13,073.93 |
S1 |
13,020.98 |
13,020.98 |
13,080.44 |
13,042.16 |
S2 |
12,951.24 |
12,951.24 |
13,070.17 |
|
S3 |
12,839.14 |
12,908.88 |
13,059.89 |
|
S4 |
12,727.04 |
12,796.78 |
13,029.07 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,845.49 |
13,717.93 |
13,183.57 |
|
R3 |
13,564.93 |
13,437.37 |
13,106.41 |
|
R2 |
13,284.37 |
13,284.37 |
13,080.70 |
|
R1 |
13,156.81 |
13,156.81 |
13,054.98 |
13,220.59 |
PP |
13,003.81 |
13,003.81 |
13,003.81 |
13,035.70 |
S1 |
12,876.25 |
12,876.25 |
13,003.54 |
12,940.03 |
S2 |
12,723.25 |
12,723.25 |
12,977.82 |
|
S3 |
12,442.69 |
12,595.69 |
12,952.11 |
|
S4 |
12,162.13 |
12,315.13 |
12,874.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,105.70 |
12,845.58 |
260.12 |
2.0% |
144.04 |
1.1% |
94% |
True |
False |
|
10 |
13,131.36 |
12,806.30 |
325.06 |
2.5% |
147.45 |
1.1% |
87% |
False |
False |
|
20 |
13,297.11 |
12,710.56 |
586.55 |
4.5% |
142.25 |
1.1% |
65% |
False |
False |
|
40 |
13,297.11 |
12,710.56 |
586.55 |
4.5% |
122.18 |
0.9% |
65% |
False |
False |
|
60 |
13,297.11 |
12,567.33 |
729.78 |
5.6% |
116.16 |
0.9% |
72% |
False |
False |
|
80 |
13,297.11 |
12,213.78 |
1,083.33 |
8.3% |
117.01 |
0.9% |
81% |
False |
False |
|
100 |
13,297.11 |
11,735.19 |
1,561.92 |
11.9% |
126.97 |
1.0% |
87% |
False |
False |
|
120 |
13,297.11 |
11,231.56 |
2,065.55 |
15.8% |
143.98 |
1.1% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,582.13 |
2.618 |
13,399.18 |
1.618 |
13,287.08 |
1.000 |
13,217.80 |
0.618 |
13,174.98 |
HIGH |
13,105.70 |
0.618 |
13,062.88 |
0.500 |
13,049.65 |
0.382 |
13,036.42 |
LOW |
12,993.60 |
0.618 |
12,924.32 |
1.000 |
12,881.50 |
1.618 |
12,812.22 |
2.618 |
12,700.12 |
4.250 |
12,517.18 |
|
|
Fisher Pivots for day following 25-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
13,077.03 |
13,052.36 |
PP |
13,063.34 |
13,014.00 |
S1 |
13,049.65 |
12,975.64 |
|