Trading Metrics calculated at close of trading on 30-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
13,204.70 |
13,228.31 |
23.61 |
0.2% |
13,028.20 |
High |
13,266.68 |
13,228.76 |
-37.92 |
-0.3% |
13,266.68 |
Low |
13,192.21 |
13,176.01 |
-16.20 |
-0.1% |
12,845.58 |
Close |
13,228.31 |
13,213.63 |
-14.68 |
-0.1% |
13,228.31 |
Range |
74.47 |
52.75 |
-21.72 |
-29.2% |
421.10 |
ATR |
131.28 |
125.67 |
-5.61 |
-4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,364.38 |
13,341.76 |
13,242.64 |
|
R3 |
13,311.63 |
13,289.01 |
13,228.14 |
|
R2 |
13,258.88 |
13,258.88 |
13,223.30 |
|
R1 |
13,236.26 |
13,236.26 |
13,218.47 |
13,221.20 |
PP |
13,206.13 |
13,206.13 |
13,206.13 |
13,198.60 |
S1 |
13,183.51 |
13,183.51 |
13,208.79 |
13,168.45 |
S2 |
13,153.38 |
13,153.38 |
13,203.96 |
|
S3 |
13,100.63 |
13,130.76 |
13,199.12 |
|
S4 |
13,047.88 |
13,078.01 |
13,184.62 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,376.82 |
14,223.67 |
13,459.92 |
|
R3 |
13,955.72 |
13,802.57 |
13,344.11 |
|
R2 |
13,534.62 |
13,534.62 |
13,305.51 |
|
R1 |
13,381.47 |
13,381.47 |
13,266.91 |
13,458.05 |
PP |
13,113.52 |
13,113.52 |
13,113.52 |
13,151.81 |
S1 |
12,960.37 |
12,960.37 |
13,189.71 |
13,036.95 |
S2 |
12,692.42 |
12,692.42 |
13,151.11 |
|
S3 |
12,271.32 |
12,539.27 |
13,112.51 |
|
S4 |
11,850.22 |
12,118.17 |
12,996.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,266.68 |
12,926.49 |
340.19 |
2.6% |
103.00 |
0.8% |
84% |
False |
False |
|
10 |
13,266.68 |
12,845.58 |
421.10 |
3.2% |
129.59 |
1.0% |
87% |
False |
False |
|
20 |
13,297.11 |
12,710.56 |
586.55 |
4.4% |
139.25 |
1.1% |
86% |
False |
False |
|
40 |
13,297.11 |
12,710.56 |
586.55 |
4.4% |
122.02 |
0.9% |
86% |
False |
False |
|
60 |
13,297.11 |
12,704.96 |
592.15 |
4.5% |
114.63 |
0.9% |
86% |
False |
False |
|
80 |
13,297.11 |
12,283.90 |
1,013.21 |
7.7% |
115.16 |
0.9% |
92% |
False |
False |
|
100 |
13,297.11 |
11,735.19 |
1,561.92 |
11.8% |
125.84 |
1.0% |
95% |
False |
False |
|
120 |
13,297.11 |
11,231.56 |
2,065.55 |
15.6% |
140.95 |
1.1% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,452.95 |
2.618 |
13,366.86 |
1.618 |
13,314.11 |
1.000 |
13,281.51 |
0.618 |
13,261.36 |
HIGH |
13,228.76 |
0.618 |
13,208.61 |
0.500 |
13,202.39 |
0.382 |
13,196.16 |
LOW |
13,176.01 |
0.618 |
13,143.41 |
1.000 |
13,123.26 |
1.618 |
13,090.66 |
2.618 |
13,037.91 |
4.250 |
12,951.82 |
|
|
Fisher Pivots for day following 30-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
13,209.88 |
13,199.53 |
PP |
13,206.13 |
13,185.42 |
S1 |
13,202.39 |
13,171.32 |
|