Trading Metrics calculated at close of trading on 23-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,641.7 |
1,642.4 |
0.7 |
0.0% |
1,650.8 |
High |
1,645.6 |
1,642.4 |
-3.2 |
-0.2% |
1,656.8 |
Low |
1,640.9 |
1,625.1 |
-15.8 |
-1.0% |
1,632.0 |
Close |
1,642.1 |
1,631.9 |
-10.2 |
-0.6% |
1,642.1 |
Range |
4.7 |
17.3 |
12.6 |
268.1% |
24.8 |
ATR |
23.4 |
23.0 |
-0.4 |
-1.9% |
0.0 |
Volume |
54 |
226 |
172 |
318.5% |
1,186 |
|
Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,685.0 |
1,675.8 |
1,641.4 |
|
R3 |
1,667.7 |
1,658.5 |
1,636.7 |
|
R2 |
1,650.4 |
1,650.4 |
1,635.1 |
|
R1 |
1,641.2 |
1,641.2 |
1,633.5 |
1,637.2 |
PP |
1,633.1 |
1,633.1 |
1,633.1 |
1,631.1 |
S1 |
1,623.9 |
1,623.9 |
1,630.3 |
1,619.9 |
S2 |
1,615.8 |
1,615.8 |
1,628.7 |
|
S3 |
1,598.5 |
1,606.6 |
1,627.1 |
|
S4 |
1,581.2 |
1,589.3 |
1,622.4 |
|
|
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 |
1,653.3 |
1,625.1 |
28.2 |
1.7% |
14.9 |
0.9% |
24% |
False |
True |
139 |
10 |
1,680.1 |
1,625.1 |
55.0 |
3.4% |
17.5 |
1.1% |
12% |
False |
True |
371 |
20 |
1,696.9 |
1,612.3 |
84.6 |
5.2% |
20.6 |
1.3% |
23% |
False |
False |
29,204 |
40 |
1,792.7 |
1,612.3 |
180.4 |
11.1% |
26.1 |
1.6% |
11% |
False |
False |
100,005 |
60 |
1,792.7 |
1,612.3 |
180.4 |
11.1% |
25.7 |
1.6% |
11% |
False |
False |
113,698 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.3% |
26.4 |
1.6% |
40% |
False |
False |
90,213 |
100 |
1,792.7 |
1,526.2 |
266.5 |
16.3% |
27.6 |
1.7% |
40% |
False |
False |
73,040 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.3% |
28.4 |
1.7% |
38% |
False |
False |
61,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,715.9 |
2.618 |
1,687.7 |
1.618 |
1,670.4 |
1.000 |
1,659.7 |
0.618 |
1,653.1 |
HIGH |
1,642.4 |
0.618 |
1,635.8 |
0.500 |
1,633.8 |
0.382 |
1,631.7 |
LOW |
1,625.1 |
0.618 |
1,614.4 |
1.000 |
1,607.8 |
1.618 |
1,597.1 |
2.618 |
1,579.8 |
4.250 |
1,551.6 |
|
|
Fisher Pivots for day following 23-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,633.8 |
1,639.1 |
PP |
1,633.1 |
1,636.7 |
S1 |
1,632.5 |
1,634.3 |
|