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 |
6,778.5 |
6,824.0 |
45.5 |
0.7% |
6,710.5 |
High |
6,834.5 |
6,856.0 |
21.5 |
0.3% |
6,834.5 |
Low |
6,654.0 |
6,754.5 |
100.5 |
1.5% |
6,505.0 |
Close |
6,811.0 |
6,788.5 |
-22.5 |
-0.3% |
6,811.0 |
Range |
180.5 |
101.5 |
-79.0 |
-43.8% |
329.5 |
ATR |
148.3 |
144.9 |
-3.3 |
-2.3% |
0.0 |
Volume |
151,409 |
108,271 |
-43,138 |
-28.5% |
773,705 |
|
Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,104.2 |
7,047.8 |
6,844.3 |
|
R3 |
7,002.7 |
6,946.3 |
6,816.4 |
|
R2 |
6,901.2 |
6,901.2 |
6,807.1 |
|
R1 |
6,844.8 |
6,844.8 |
6,797.8 |
6,822.3 |
PP |
6,799.7 |
6,799.7 |
6,799.7 |
6,788.4 |
S1 |
6,743.3 |
6,743.3 |
6,779.2 |
6,720.8 |
S2 |
6,698.2 |
6,698.2 |
6,769.9 |
|
S3 |
6,596.7 |
6,641.8 |
6,760.6 |
|
S4 |
6,495.2 |
6,540.3 |
6,732.7 |
|
|
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 |
6,856.0 |
6,512.5 |
343.5 |
5.1% |
132.5 |
2.0% |
80% |
True |
False |
140,230 |
10 |
6,856.0 |
6,505.0 |
351.0 |
5.2% |
146.1 |
2.2% |
81% |
True |
False |
152,672 |
20 |
7,103.5 |
6,505.0 |
598.5 |
8.8% |
151.3 |
2.2% |
47% |
False |
False |
157,302 |
40 |
7,211.0 |
6,505.0 |
706.0 |
10.4% |
133.2 |
2.0% |
40% |
False |
False |
122,584 |
60 |
7,211.0 |
6,505.0 |
706.0 |
10.4% |
122.6 |
1.8% |
40% |
False |
False |
81,947 |
80 |
7,211.0 |
6,014.0 |
1,197.0 |
17.6% |
116.0 |
1.7% |
65% |
False |
False |
61,556 |
100 |
7,211.0 |
5,641.5 |
1,569.5 |
23.1% |
120.2 |
1.8% |
73% |
False |
False |
49,731 |
120 |
7,211.0 |
5,409.0 |
1,802.0 |
26.5% |
124.4 |
1.8% |
77% |
False |
False |
41,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,287.4 |
2.618 |
7,121.7 |
1.618 |
7,020.2 |
1.000 |
6,957.5 |
0.618 |
6,918.7 |
HIGH |
6,856.0 |
0.618 |
6,817.2 |
0.500 |
6,805.3 |
0.382 |
6,793.3 |
LOW |
6,754.5 |
0.618 |
6,691.8 |
1.000 |
6,653.0 |
1.618 |
6,590.3 |
2.618 |
6,488.8 |
4.250 |
6,323.1 |
|
|
Fisher Pivots for day following 30-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
6,805.3 |
6,776.2 |
PP |
6,799.7 |
6,763.8 |
S1 |
6,794.1 |
6,751.5 |
|