Trading Metrics calculated at close of trading on 18-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,652.0 |
1,653.2 |
1.2 |
0.1% |
1,645.3 |
High |
1,653.0 |
1,653.3 |
0.3 |
0.0% |
1,680.1 |
Low |
1,637.0 |
1,638.1 |
1.1 |
0.1% |
1,636.2 |
Close |
1,650.3 |
1,638.8 |
-11.5 |
-0.7% |
1,659.1 |
Range |
16.0 |
15.2 |
-0.8 |
-5.0% |
43.9 |
ATR |
25.9 |
25.1 |
-0.8 |
-3.0% |
0.0 |
Volume |
69 |
273 |
204 |
295.7% |
2,461 |
|
Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,689.0 |
1,679.1 |
1,647.2 |
|
R3 |
1,673.8 |
1,663.9 |
1,643.0 |
|
R2 |
1,658.6 |
1,658.6 |
1,641.6 |
|
R1 |
1,648.7 |
1,648.7 |
1,640.2 |
1,646.1 |
PP |
1,643.4 |
1,643.4 |
1,643.4 |
1,642.1 |
S1 |
1,633.5 |
1,633.5 |
1,637.4 |
1,630.9 |
S2 |
1,628.2 |
1,628.2 |
1,636.0 |
|
S3 |
1,613.0 |
1,618.3 |
1,634.6 |
|
S4 |
1,597.8 |
1,603.1 |
1,630.4 |
|
|
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% |
20.3 |
1.2% |
4% |
False |
False |
516 |
10 |
1,680.1 |
1,612.3 |
67.8 |
4.1% |
19.0 |
1.2% |
39% |
False |
False |
492 |
20 |
1,696.9 |
1,612.3 |
84.6 |
5.2% |
21.9 |
1.3% |
31% |
False |
False |
50,761 |
40 |
1,792.7 |
1,612.3 |
180.4 |
11.0% |
26.6 |
1.6% |
15% |
False |
False |
110,830 |
60 |
1,792.7 |
1,612.3 |
180.4 |
11.0% |
26.9 |
1.6% |
15% |
False |
False |
116,090 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.3% |
26.4 |
1.6% |
42% |
False |
False |
90,340 |
100 |
1,792.7 |
1,526.2 |
266.5 |
16.3% |
28.1 |
1.7% |
42% |
False |
False |
73,195 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.2% |
28.7 |
1.8% |
40% |
False |
False |
61,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,717.9 |
2.618 |
1,693.1 |
1.618 |
1,677.9 |
1.000 |
1,668.5 |
0.618 |
1,662.7 |
HIGH |
1,653.3 |
0.618 |
1,647.5 |
0.500 |
1,645.7 |
0.382 |
1,643.9 |
LOW |
1,638.1 |
0.618 |
1,628.7 |
1.000 |
1,622.9 |
1.618 |
1,613.5 |
2.618 |
1,598.3 |
4.250 |
1,573.5 |
|
|
Fisher Pivots for day following 18-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,645.7 |
1,646.9 |
PP |
1,643.4 |
1,644.2 |
S1 |
1,641.1 |
1,641.5 |
|