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 |
6,673.5 |
6,710.5 |
37.0 |
0.6% |
6,575.5 |
High |
6,770.0 |
6,720.0 |
-50.0 |
-0.7% |
6,821.5 |
Low |
6,657.0 |
6,505.0 |
-152.0 |
-2.3% |
6,536.0 |
Close |
6,735.0 |
6,562.5 |
-172.5 |
-2.6% |
6,735.0 |
Range |
113.0 |
215.0 |
102.0 |
90.3% |
285.5 |
ATR |
142.6 |
148.8 |
6.2 |
4.4% |
0.0 |
Volume |
150,179 |
180,825 |
30,646 |
20.4% |
798,905 |
|
Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,240.8 |
7,116.7 |
6,680.8 |
|
R3 |
7,025.8 |
6,901.7 |
6,621.6 |
|
R2 |
6,810.8 |
6,810.8 |
6,601.9 |
|
R1 |
6,686.7 |
6,686.7 |
6,582.2 |
6,641.3 |
PP |
6,595.8 |
6,595.8 |
6,595.8 |
6,573.1 |
S1 |
6,471.7 |
6,471.7 |
6,542.8 |
6,426.3 |
S2 |
6,380.8 |
6,380.8 |
6,523.1 |
|
S3 |
6,165.8 |
6,256.7 |
6,503.4 |
|
S4 |
5,950.8 |
6,041.7 |
6,444.3 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,554.0 |
7,430.0 |
6,892.0 |
|
R3 |
7,268.5 |
7,144.5 |
6,813.5 |
|
R2 |
6,983.0 |
6,983.0 |
6,787.3 |
|
R1 |
6,859.0 |
6,859.0 |
6,761.2 |
6,921.0 |
PP |
6,697.5 |
6,697.5 |
6,697.5 |
6,728.5 |
S1 |
6,573.5 |
6,573.5 |
6,708.8 |
6,635.5 |
S2 |
6,412.0 |
6,412.0 |
6,682.7 |
|
S3 |
6,126.5 |
6,288.0 |
6,656.5 |
|
S4 |
5,841.0 |
6,002.5 |
6,578.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,821.5 |
6,505.0 |
316.5 |
4.8% |
159.6 |
2.4% |
18% |
False |
True |
165,113 |
10 |
6,821.5 |
6,505.0 |
316.5 |
4.8% |
161.6 |
2.5% |
18% |
False |
True |
165,692 |
20 |
7,167.0 |
6,505.0 |
662.0 |
10.1% |
151.7 |
2.3% |
9% |
False |
True |
157,633 |
40 |
7,211.0 |
6,505.0 |
706.0 |
10.8% |
129.7 |
2.0% |
8% |
False |
True |
105,171 |
60 |
7,211.0 |
6,439.0 |
772.0 |
11.8% |
119.0 |
1.8% |
16% |
False |
False |
70,302 |
80 |
7,211.0 |
5,852.5 |
1,358.5 |
20.7% |
113.7 |
1.7% |
52% |
False |
False |
52,821 |
100 |
7,211.0 |
5,641.5 |
1,569.5 |
23.9% |
119.0 |
1.8% |
59% |
False |
False |
42,732 |
120 |
7,211.0 |
5,409.0 |
1,802.0 |
27.5% |
128.5 |
2.0% |
64% |
False |
False |
35,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,633.8 |
2.618 |
7,282.9 |
1.618 |
7,067.9 |
1.000 |
6,935.0 |
0.618 |
6,852.9 |
HIGH |
6,720.0 |
0.618 |
6,637.9 |
0.500 |
6,612.5 |
0.382 |
6,587.1 |
LOW |
6,505.0 |
0.618 |
6,372.1 |
1.000 |
6,290.0 |
1.618 |
6,157.1 |
2.618 |
5,942.1 |
4.250 |
5,591.3 |
|
|
Fisher Pivots for day following 23-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
6,612.5 |
6,660.5 |
PP |
6,595.8 |
6,627.8 |
S1 |
6,579.2 |
6,595.2 |
|