Trading Metrics calculated at close of trading on 19-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,653.2 |
1,642.1 |
-11.1 |
-0.7% |
1,645.3 |
High |
1,653.3 |
1,653.1 |
-0.2 |
0.0% |
1,680.1 |
Low |
1,638.1 |
1,632.0 |
-6.1 |
-0.4% |
1,636.2 |
Close |
1,638.8 |
1,640.6 |
1.8 |
0.1% |
1,659.1 |
Range |
15.2 |
21.1 |
5.9 |
38.8% |
43.9 |
ATR |
25.1 |
24.8 |
-0.3 |
-1.1% |
0.0 |
Volume |
273 |
77 |
-196 |
-71.8% |
2,461 |
|
Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,705.2 |
1,694.0 |
1,652.2 |
|
R3 |
1,684.1 |
1,672.9 |
1,646.4 |
|
R2 |
1,663.0 |
1,663.0 |
1,644.5 |
|
R1 |
1,651.8 |
1,651.8 |
1,642.5 |
1,646.9 |
PP |
1,641.9 |
1,641.9 |
1,641.9 |
1,639.4 |
S1 |
1,630.7 |
1,630.7 |
1,638.7 |
1,625.8 |
S2 |
1,620.8 |
1,620.8 |
1,636.7 |
|
S3 |
1,599.7 |
1,609.6 |
1,634.8 |
|
S4 |
1,578.6 |
1,588.5 |
1,629.0 |
|
|
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 |
1,674.8 |
1,632.0 |
42.8 |
2.6% |
18.5 |
1.1% |
20% |
False |
True |
270 |
10 |
1,680.1 |
1,620.4 |
59.7 |
3.6% |
17.6 |
1.1% |
34% |
False |
False |
388 |
20 |
1,696.9 |
1,612.3 |
84.6 |
5.2% |
22.2 |
1.4% |
33% |
False |
False |
44,155 |
40 |
1,792.7 |
1,612.3 |
180.4 |
11.0% |
26.3 |
1.6% |
16% |
False |
False |
106,781 |
60 |
1,792.7 |
1,612.3 |
180.4 |
11.0% |
26.9 |
1.6% |
16% |
False |
False |
115,572 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.2% |
26.5 |
1.6% |
43% |
False |
False |
90,273 |
100 |
1,792.7 |
1,526.2 |
266.5 |
16.2% |
28.0 |
1.7% |
43% |
False |
False |
73,153 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.2% |
28.7 |
1.8% |
41% |
False |
False |
61,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,742.8 |
2.618 |
1,708.3 |
1.618 |
1,687.2 |
1.000 |
1,674.2 |
0.618 |
1,666.1 |
HIGH |
1,653.1 |
0.618 |
1,645.0 |
0.500 |
1,642.6 |
0.382 |
1,640.1 |
LOW |
1,632.0 |
0.618 |
1,619.0 |
1.000 |
1,610.9 |
1.618 |
1,597.9 |
2.618 |
1,576.8 |
4.250 |
1,542.3 |
|
|
Fisher Pivots for day following 19-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,642.6 |
1,642.7 |
PP |
1,641.9 |
1,642.0 |
S1 |
1,641.3 |
1,641.3 |
|