Trading Metrics calculated at close of trading on 30-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
4,383.0 |
4,400.0 |
17.0 |
0.4% |
4,375.0 |
High |
4,389.0 |
4,404.0 |
15.0 |
0.3% |
4,414.0 |
Low |
4,359.0 |
4,378.0 |
19.0 |
0.4% |
4,334.0 |
Close |
4,369.0 |
4,397.0 |
28.0 |
0.6% |
4,369.0 |
Range |
30.0 |
26.0 |
-4.0 |
-13.3% |
80.0 |
ATR |
41.7 |
41.2 |
-0.5 |
-1.1% |
0.0 |
Volume |
21,183 |
16,384 |
-4,799 |
-22.7% |
87,649 |
|
Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,471.0 |
4,460.0 |
4,411.3 |
|
R3 |
4,445.0 |
4,434.0 |
4,404.2 |
|
R2 |
4,419.0 |
4,419.0 |
4,401.8 |
|
R1 |
4,408.0 |
4,408.0 |
4,399.4 |
4,400.5 |
PP |
4,393.0 |
4,393.0 |
4,393.0 |
4,389.3 |
S1 |
4,382.0 |
4,382.0 |
4,394.6 |
4,374.5 |
S2 |
4,367.0 |
4,367.0 |
4,392.2 |
|
S3 |
4,341.0 |
4,356.0 |
4,389.9 |
|
S4 |
4,315.0 |
4,330.0 |
4,382.7 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,612.3 |
4,570.7 |
4,413.0 |
|
R3 |
4,532.3 |
4,490.7 |
4,391.0 |
|
R2 |
4,452.3 |
4,452.3 |
4,383.7 |
|
R1 |
4,410.7 |
4,410.7 |
4,376.3 |
4,391.5 |
PP |
4,372.3 |
4,372.3 |
4,372.3 |
4,362.8 |
S1 |
4,330.7 |
4,330.7 |
4,361.7 |
4,311.5 |
S2 |
4,292.3 |
4,292.3 |
4,354.3 |
|
S3 |
4,212.3 |
4,250.7 |
4,347.0 |
|
S4 |
4,132.3 |
4,170.7 |
4,325.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,414.0 |
4,334.0 |
80.0 |
1.8% |
34.2 |
0.8% |
79% |
False |
False |
20,806 |
10 |
4,414.0 |
4,288.0 |
126.0 |
2.9% |
30.4 |
0.7% |
87% |
False |
False |
22,179 |
20 |
4,414.0 |
4,245.0 |
169.0 |
3.8% |
33.6 |
0.8% |
90% |
False |
False |
24,306 |
40 |
4,414.0 |
4,150.0 |
264.0 |
6.0% |
33.5 |
0.8% |
94% |
False |
False |
24,276 |
60 |
4,414.0 |
4,150.0 |
264.0 |
6.0% |
23.1 |
0.5% |
94% |
False |
False |
16,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,514.5 |
2.618 |
4,472.1 |
1.618 |
4,446.1 |
1.000 |
4,430.0 |
0.618 |
4,420.1 |
HIGH |
4,404.0 |
0.618 |
4,394.1 |
0.500 |
4,391.0 |
0.382 |
4,387.9 |
LOW |
4,378.0 |
0.618 |
4,361.9 |
1.000 |
4,352.0 |
1.618 |
4,335.9 |
2.618 |
4,309.9 |
4.250 |
4,267.5 |
|
|
Fisher Pivots for day following 30-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
4,395.0 |
4,393.5 |
PP |
4,393.0 |
4,390.0 |
S1 |
4,391.0 |
4,386.5 |
|