Trading Metrics calculated at close of trading on 17-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,650.8 |
1,652.0 |
1.2 |
0.1% |
1,645.3 |
High |
1,656.8 |
1,653.0 |
-3.8 |
-0.2% |
1,680.1 |
Low |
1,641.2 |
1,637.0 |
-4.2 |
-0.3% |
1,636.2 |
Close |
1,648.7 |
1,650.3 |
1.6 |
0.1% |
1,659.1 |
Range |
15.6 |
16.0 |
0.4 |
2.6% |
43.9 |
ATR |
26.7 |
25.9 |
-0.8 |
-2.9% |
0.0 |
Volume |
713 |
69 |
-644 |
-90.3% |
2,461 |
|
Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,694.8 |
1,688.5 |
1,659.1 |
|
R3 |
1,678.8 |
1,672.5 |
1,654.7 |
|
R2 |
1,662.8 |
1,662.8 |
1,653.2 |
|
R1 |
1,656.5 |
1,656.5 |
1,651.8 |
1,651.7 |
PP |
1,646.8 |
1,646.8 |
1,646.8 |
1,644.3 |
S1 |
1,640.5 |
1,640.5 |
1,648.8 |
1,635.7 |
S2 |
1,630.8 |
1,630.8 |
1,647.4 |
|
S3 |
1,614.8 |
1,624.5 |
1,645.9 |
|
S4 |
1,598.8 |
1,608.5 |
1,641.5 |
|
|
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 |
1,637.0 |
43.1 |
2.6% |
18.3 |
1.1% |
31% |
False |
True |
547 |
10 |
1,680.1 |
1,612.3 |
67.8 |
4.1% |
21.5 |
1.3% |
56% |
False |
False |
581 |
20 |
1,696.9 |
1,612.3 |
84.6 |
5.1% |
22.4 |
1.4% |
45% |
False |
False |
57,901 |
40 |
1,792.7 |
1,612.3 |
180.4 |
10.9% |
27.1 |
1.6% |
21% |
False |
False |
115,591 |
60 |
1,792.7 |
1,612.3 |
180.4 |
10.9% |
26.9 |
1.6% |
21% |
False |
False |
116,374 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.1% |
26.7 |
1.6% |
47% |
False |
False |
90,375 |
100 |
1,792.7 |
1,526.2 |
266.5 |
16.1% |
28.2 |
1.7% |
47% |
False |
False |
73,256 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.1% |
29.1 |
1.8% |
44% |
False |
False |
61,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,721.0 |
2.618 |
1,694.9 |
1.618 |
1,678.9 |
1.000 |
1,669.0 |
0.618 |
1,662.9 |
HIGH |
1,653.0 |
0.618 |
1,646.9 |
0.500 |
1,645.0 |
0.382 |
1,643.1 |
LOW |
1,637.0 |
0.618 |
1,627.1 |
1.000 |
1,621.0 |
1.618 |
1,611.1 |
2.618 |
1,595.1 |
4.250 |
1,569.0 |
|
|
Fisher Pivots for day following 17-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,648.5 |
1,655.9 |
PP |
1,646.8 |
1,654.0 |
S1 |
1,645.0 |
1,652.2 |
|