Trading Metrics calculated at close of trading on 01-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
Open |
13,228.31 |
13,214.16 |
-14.15 |
-0.1% |
13,028.20 |
High |
13,228.76 |
13,338.66 |
109.90 |
0.8% |
13,266.68 |
Low |
13,176.01 |
13,174.65 |
-1.36 |
0.0% |
12,845.58 |
Close |
13,213.63 |
13,279.32 |
65.69 |
0.5% |
13,228.31 |
Range |
52.75 |
164.01 |
111.26 |
210.9% |
421.10 |
ATR |
125.67 |
128.41 |
2.74 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,756.24 |
13,681.79 |
13,369.53 |
|
R3 |
13,592.23 |
13,517.78 |
13,324.42 |
|
R2 |
13,428.22 |
13,428.22 |
13,309.39 |
|
R1 |
13,353.77 |
13,353.77 |
13,294.35 |
13,391.00 |
PP |
13,264.21 |
13,264.21 |
13,264.21 |
13,282.82 |
S1 |
13,189.76 |
13,189.76 |
13,264.29 |
13,226.99 |
S2 |
13,100.20 |
13,100.20 |
13,249.25 |
|
S3 |
12,936.19 |
13,025.75 |
13,234.22 |
|
S4 |
12,772.18 |
12,861.74 |
13,189.11 |
|
|
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 |
13,338.66 |
12,993.60 |
345.06 |
2.6% |
111.04 |
0.8% |
83% |
True |
False |
|
10 |
13,338.66 |
12,845.58 |
493.08 |
3.7% |
125.04 |
0.9% |
88% |
True |
False |
|
20 |
13,338.66 |
12,710.56 |
628.10 |
4.7% |
140.28 |
1.1% |
91% |
True |
False |
|
40 |
13,338.66 |
12,710.56 |
628.10 |
4.7% |
123.78 |
0.9% |
91% |
True |
False |
|
60 |
13,338.66 |
12,710.56 |
628.10 |
4.7% |
114.62 |
0.9% |
91% |
True |
False |
|
80 |
13,338.66 |
12,311.79 |
1,026.87 |
7.7% |
115.31 |
0.9% |
94% |
True |
False |
|
100 |
13,338.66 |
11,735.19 |
1,603.47 |
12.1% |
126.09 |
0.9% |
96% |
True |
False |
|
120 |
13,338.66 |
11,231.56 |
2,107.10 |
15.9% |
140.71 |
1.1% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,035.70 |
2.618 |
13,768.04 |
1.618 |
13,604.03 |
1.000 |
13,502.67 |
0.618 |
13,440.02 |
HIGH |
13,338.66 |
0.618 |
13,276.01 |
0.500 |
13,256.66 |
0.382 |
13,237.30 |
LOW |
13,174.65 |
0.618 |
13,073.29 |
1.000 |
13,010.64 |
1.618 |
12,909.28 |
2.618 |
12,745.27 |
4.250 |
12,477.61 |
|
|
Fisher Pivots for day following 01-May-2012 |
Pivot |
1 day |
3 day |
R1 |
13,271.77 |
13,271.77 |
PP |
13,264.21 |
13,264.21 |
S1 |
13,256.66 |
13,256.66 |
|