Trading Metrics calculated at close of trading on 20-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,642.1 |
1,641.7 |
-0.4 |
0.0% |
1,650.8 |
High |
1,653.1 |
1,645.6 |
-7.5 |
-0.5% |
1,656.8 |
Low |
1,632.0 |
1,640.9 |
8.9 |
0.5% |
1,632.0 |
Close |
1,640.6 |
1,642.1 |
1.5 |
0.1% |
1,642.1 |
Range |
21.1 |
4.7 |
-16.4 |
-77.7% |
24.8 |
ATR |
24.8 |
23.4 |
-1.4 |
-5.7% |
0.0 |
Volume |
77 |
54 |
-23 |
-29.9% |
1,186 |
|
Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,657.0 |
1,654.2 |
1,644.7 |
|
R3 |
1,652.3 |
1,649.5 |
1,643.4 |
|
R2 |
1,647.6 |
1,647.6 |
1,643.0 |
|
R1 |
1,644.8 |
1,644.8 |
1,642.5 |
1,646.2 |
PP |
1,642.9 |
1,642.9 |
1,642.9 |
1,643.6 |
S1 |
1,640.1 |
1,640.1 |
1,641.7 |
1,641.5 |
S2 |
1,638.2 |
1,638.2 |
1,641.2 |
|
S3 |
1,633.5 |
1,635.4 |
1,640.8 |
|
S4 |
1,628.8 |
1,630.7 |
1,639.5 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,718.0 |
1,704.9 |
1,655.7 |
|
R3 |
1,693.2 |
1,680.1 |
1,648.9 |
|
R2 |
1,668.4 |
1,668.4 |
1,646.6 |
|
R1 |
1,655.3 |
1,655.3 |
1,644.4 |
1,649.5 |
PP |
1,643.6 |
1,643.6 |
1,643.6 |
1,640.7 |
S1 |
1,630.5 |
1,630.5 |
1,639.8 |
1,624.7 |
S2 |
1,618.8 |
1,618.8 |
1,637.6 |
|
S3 |
1,594.0 |
1,605.7 |
1,635.3 |
|
S4 |
1,569.2 |
1,580.9 |
1,628.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,656.8 |
1,632.0 |
24.8 |
1.5% |
14.5 |
0.9% |
41% |
False |
False |
237 |
10 |
1,680.1 |
1,632.0 |
48.1 |
2.9% |
16.8 |
1.0% |
21% |
False |
False |
364 |
20 |
1,696.9 |
1,612.3 |
84.6 |
5.2% |
21.0 |
1.3% |
35% |
False |
False |
35,991 |
40 |
1,792.7 |
1,612.3 |
180.4 |
11.0% |
26.0 |
1.6% |
17% |
False |
False |
103,263 |
60 |
1,792.7 |
1,612.3 |
180.4 |
11.0% |
25.9 |
1.6% |
17% |
False |
False |
114,851 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.2% |
26.4 |
1.6% |
43% |
False |
False |
90,246 |
100 |
1,792.7 |
1,526.2 |
266.5 |
16.2% |
27.7 |
1.7% |
43% |
False |
False |
73,083 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.2% |
28.4 |
1.7% |
41% |
False |
False |
61,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,665.6 |
2.618 |
1,657.9 |
1.618 |
1,653.2 |
1.000 |
1,650.3 |
0.618 |
1,648.5 |
HIGH |
1,645.6 |
0.618 |
1,643.8 |
0.500 |
1,643.3 |
0.382 |
1,642.7 |
LOW |
1,640.9 |
0.618 |
1,638.0 |
1.000 |
1,636.2 |
1.618 |
1,633.3 |
2.618 |
1,628.6 |
4.250 |
1,620.9 |
|
|
Fisher Pivots for day following 20-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,643.3 |
1,642.7 |
PP |
1,642.9 |
1,642.5 |
S1 |
1,642.5 |
1,642.3 |
|