Trading Metrics calculated at close of trading on 26-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
12,997.69 |
13,090.11 |
92.42 |
0.7% |
12,850.88 |
High |
13,105.70 |
13,227.82 |
122.12 |
0.9% |
13,131.36 |
Low |
12,993.60 |
13,075.96 |
82.36 |
0.6% |
12,850.80 |
Close |
13,090.72 |
13,204.62 |
113.90 |
0.9% |
13,029.26 |
Range |
112.10 |
151.86 |
39.76 |
35.5% |
280.56 |
ATR |
134.41 |
135.65 |
1.25 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,625.05 |
13,566.69 |
13,288.14 |
|
R3 |
13,473.19 |
13,414.83 |
13,246.38 |
|
R2 |
13,321.33 |
13,321.33 |
13,232.46 |
|
R1 |
13,262.97 |
13,262.97 |
13,218.54 |
13,292.15 |
PP |
13,169.47 |
13,169.47 |
13,169.47 |
13,184.06 |
S1 |
13,111.11 |
13,111.11 |
13,190.70 |
13,140.29 |
S2 |
13,017.61 |
13,017.61 |
13,176.78 |
|
S3 |
12,865.75 |
12,959.25 |
13,162.86 |
|
S4 |
12,713.89 |
12,807.39 |
13,121.10 |
|
|
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 |
13,227.82 |
12,845.58 |
382.24 |
2.9% |
137.74 |
1.0% |
94% |
True |
False |
|
10 |
13,227.82 |
12,845.28 |
382.54 |
2.9% |
144.57 |
1.1% |
94% |
True |
False |
|
20 |
13,297.11 |
12,710.56 |
586.55 |
4.4% |
142.67 |
1.1% |
84% |
False |
False |
|
40 |
13,297.11 |
12,710.56 |
586.55 |
4.4% |
122.82 |
0.9% |
84% |
False |
False |
|
60 |
13,297.11 |
12,632.76 |
664.35 |
5.0% |
116.14 |
0.9% |
86% |
False |
False |
|
80 |
13,297.11 |
12,221.19 |
1,075.92 |
8.1% |
117.96 |
0.9% |
91% |
False |
False |
|
100 |
13,297.11 |
11,735.19 |
1,561.92 |
11.8% |
127.61 |
1.0% |
94% |
False |
False |
|
120 |
13,297.11 |
11,231.56 |
2,065.55 |
15.6% |
143.42 |
1.1% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,873.23 |
2.618 |
13,625.39 |
1.618 |
13,473.53 |
1.000 |
13,379.68 |
0.618 |
13,321.67 |
HIGH |
13,227.82 |
0.618 |
13,169.81 |
0.500 |
13,151.89 |
0.382 |
13,133.97 |
LOW |
13,075.96 |
0.618 |
12,982.11 |
1.000 |
12,924.10 |
1.618 |
12,830.25 |
2.618 |
12,678.39 |
4.250 |
12,430.56 |
|
|
Fisher Pivots for day following 26-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
13,187.04 |
13,162.13 |
PP |
13,169.47 |
13,119.64 |
S1 |
13,151.89 |
13,077.16 |
|