Trading Metrics calculated at close of trading on 27-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
6,714.5 |
6,778.5 |
64.0 |
1.0% |
6,710.5 |
High |
6,789.5 |
6,834.5 |
45.0 |
0.7% |
6,834.5 |
Low |
6,647.0 |
6,654.0 |
7.0 |
0.1% |
6,505.0 |
Close |
6,778.5 |
6,811.0 |
32.5 |
0.5% |
6,811.0 |
Range |
142.5 |
180.5 |
38.0 |
26.7% |
329.5 |
ATR |
145.8 |
148.3 |
2.5 |
1.7% |
0.0 |
Volume |
138,796 |
151,409 |
12,613 |
9.1% |
773,705 |
|
Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,308.0 |
7,240.0 |
6,910.3 |
|
R3 |
7,127.5 |
7,059.5 |
6,860.6 |
|
R2 |
6,947.0 |
6,947.0 |
6,844.1 |
|
R1 |
6,879.0 |
6,879.0 |
6,827.5 |
6,913.0 |
PP |
6,766.5 |
6,766.5 |
6,766.5 |
6,783.5 |
S1 |
6,698.5 |
6,698.5 |
6,794.5 |
6,732.5 |
S2 |
6,586.0 |
6,586.0 |
6,777.9 |
|
S3 |
6,405.5 |
6,518.0 |
6,761.4 |
|
S4 |
6,225.0 |
6,337.5 |
6,711.7 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,705.3 |
7,587.7 |
6,992.2 |
|
R3 |
7,375.8 |
7,258.2 |
6,901.6 |
|
R2 |
7,046.3 |
7,046.3 |
6,871.4 |
|
R1 |
6,928.7 |
6,928.7 |
6,841.2 |
6,987.5 |
PP |
6,716.8 |
6,716.8 |
6,716.8 |
6,746.3 |
S1 |
6,599.2 |
6,599.2 |
6,780.8 |
6,658.0 |
S2 |
6,387.3 |
6,387.3 |
6,750.6 |
|
S3 |
6,057.8 |
6,269.7 |
6,720.4 |
|
S4 |
5,728.3 |
5,940.2 |
6,629.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,834.5 |
6,505.0 |
329.5 |
4.8% |
155.2 |
2.3% |
93% |
True |
False |
154,741 |
10 |
6,834.5 |
6,505.0 |
329.5 |
4.8% |
150.7 |
2.2% |
93% |
True |
False |
157,261 |
20 |
7,103.5 |
6,505.0 |
598.5 |
8.8% |
153.8 |
2.3% |
51% |
False |
False |
160,123 |
40 |
7,211.0 |
6,505.0 |
706.0 |
10.4% |
134.1 |
2.0% |
43% |
False |
False |
119,909 |
60 |
7,211.0 |
6,505.0 |
706.0 |
10.4% |
121.9 |
1.8% |
43% |
False |
False |
80,146 |
80 |
7,211.0 |
6,014.0 |
1,197.0 |
17.6% |
115.7 |
1.7% |
67% |
False |
False |
60,213 |
100 |
7,211.0 |
5,641.5 |
1,569.5 |
23.0% |
121.2 |
1.8% |
75% |
False |
False |
48,650 |
120 |
7,211.0 |
5,409.0 |
1,802.0 |
26.5% |
126.4 |
1.9% |
78% |
False |
False |
40,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,601.6 |
2.618 |
7,307.0 |
1.618 |
7,126.5 |
1.000 |
7,015.0 |
0.618 |
6,946.0 |
HIGH |
6,834.5 |
0.618 |
6,765.5 |
0.500 |
6,744.3 |
0.382 |
6,723.0 |
LOW |
6,654.0 |
0.618 |
6,542.5 |
1.000 |
6,473.5 |
1.618 |
6,362.0 |
2.618 |
6,181.5 |
4.250 |
5,886.9 |
|
|
Fisher Pivots for day following 27-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
6,788.8 |
6,780.1 |
PP |
6,766.5 |
6,749.2 |
S1 |
6,744.3 |
6,718.3 |
|