Trading Metrics calculated at close of trading on 16-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,673.3 |
1,650.8 |
-22.5 |
-1.3% |
1,645.3 |
High |
1,674.8 |
1,656.8 |
-18.0 |
-1.1% |
1,680.1 |
Low |
1,650.0 |
1,641.2 |
-8.8 |
-0.5% |
1,636.2 |
Close |
1,659.1 |
1,648.7 |
-10.4 |
-0.6% |
1,659.1 |
Range |
24.8 |
15.6 |
-9.2 |
-37.1% |
43.9 |
ATR |
27.3 |
26.7 |
-0.7 |
-2.5% |
0.0 |
Volume |
219 |
713 |
494 |
225.6% |
2,461 |
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,695.7 |
1,687.8 |
1,657.3 |
|
R3 |
1,680.1 |
1,672.2 |
1,653.0 |
|
R2 |
1,664.5 |
1,664.5 |
1,651.6 |
|
R1 |
1,656.6 |
1,656.6 |
1,650.1 |
1,652.8 |
PP |
1,648.9 |
1,648.9 |
1,648.9 |
1,647.0 |
S1 |
1,641.0 |
1,641.0 |
1,647.3 |
1,637.2 |
S2 |
1,633.3 |
1,633.3 |
1,645.8 |
|
S3 |
1,617.7 |
1,625.4 |
1,644.4 |
|
S4 |
1,602.1 |
1,609.8 |
1,640.1 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,790.2 |
1,768.5 |
1,683.2 |
|
R3 |
1,746.3 |
1,724.6 |
1,671.2 |
|
R2 |
1,702.4 |
1,702.4 |
1,667.1 |
|
R1 |
1,680.7 |
1,680.7 |
1,663.1 |
1,691.6 |
PP |
1,658.5 |
1,658.5 |
1,658.5 |
1,663.9 |
S1 |
1,636.8 |
1,636.8 |
1,655.1 |
1,647.7 |
S2 |
1,614.6 |
1,614.6 |
1,651.1 |
|
S3 |
1,570.7 |
1,592.9 |
1,647.0 |
|
S4 |
1,526.8 |
1,549.0 |
1,635.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,680.1 |
1,636.2 |
43.9 |
2.7% |
20.2 |
1.2% |
28% |
False |
False |
603 |
10 |
1,682.8 |
1,612.3 |
70.5 |
4.3% |
22.0 |
1.3% |
52% |
False |
False |
827 |
20 |
1,696.9 |
1,612.3 |
84.6 |
5.1% |
22.5 |
1.4% |
43% |
False |
False |
64,032 |
40 |
1,792.7 |
1,612.3 |
180.4 |
10.9% |
27.2 |
1.6% |
20% |
False |
False |
118,359 |
60 |
1,792.7 |
1,612.3 |
180.4 |
10.9% |
27.0 |
1.6% |
20% |
False |
False |
116,698 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.2% |
26.8 |
1.6% |
46% |
False |
False |
90,392 |
100 |
1,792.7 |
1,526.2 |
266.5 |
16.2% |
28.6 |
1.7% |
46% |
False |
False |
73,269 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.1% |
29.2 |
1.8% |
43% |
False |
False |
61,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,723.1 |
2.618 |
1,697.6 |
1.618 |
1,682.0 |
1.000 |
1,672.4 |
0.618 |
1,666.4 |
HIGH |
1,656.8 |
0.618 |
1,650.8 |
0.500 |
1,649.0 |
0.382 |
1,647.2 |
LOW |
1,641.2 |
0.618 |
1,631.6 |
1.000 |
1,625.6 |
1.618 |
1,616.0 |
2.618 |
1,600.4 |
4.250 |
1,574.9 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,649.0 |
1,660.7 |
PP |
1,648.9 |
1,656.7 |
S1 |
1,648.8 |
1,652.7 |
|