Trading Metrics calculated at close of trading on 17-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
5,590.5 |
5,623.0 |
32.5 |
0.6% |
5,618.0 |
High |
5,659.5 |
5,730.5 |
71.0 |
1.3% |
5,682.5 |
Low |
5,575.5 |
5,605.5 |
30.0 |
0.5% |
5,490.0 |
Close |
5,626.0 |
5,718.5 |
92.5 |
1.6% |
5,595.0 |
Range |
84.0 |
125.0 |
41.0 |
48.8% |
192.5 |
ATR |
90.3 |
92.8 |
2.5 |
2.7% |
0.0 |
Volume |
102,635 |
92,582 |
-10,053 |
-9.8% |
514,699 |
|
Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,060.0 |
6,014.0 |
5,787.0 |
|
R3 |
5,935.0 |
5,889.0 |
5,753.0 |
|
R2 |
5,810.0 |
5,810.0 |
5,741.5 |
|
R1 |
5,764.0 |
5,764.0 |
5,730.0 |
5,787.0 |
PP |
5,685.0 |
5,685.0 |
5,685.0 |
5,696.0 |
S1 |
5,639.0 |
5,639.0 |
5,707.0 |
5,662.0 |
S2 |
5,560.0 |
5,560.0 |
5,695.5 |
|
S3 |
5,435.0 |
5,514.0 |
5,684.0 |
|
S4 |
5,310.0 |
5,389.0 |
5,650.0 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,166.5 |
6,073.5 |
5,701.0 |
|
R3 |
5,974.0 |
5,881.0 |
5,648.0 |
|
R2 |
5,781.5 |
5,781.5 |
5,630.5 |
|
R1 |
5,688.5 |
5,688.5 |
5,612.5 |
5,639.0 |
PP |
5,589.0 |
5,589.0 |
5,589.0 |
5,564.5 |
S1 |
5,496.0 |
5,496.0 |
5,577.5 |
5,446.0 |
S2 |
5,396.5 |
5,396.5 |
5,559.5 |
|
S3 |
5,204.0 |
5,303.5 |
5,542.0 |
|
S4 |
5,011.5 |
5,111.0 |
5,489.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,730.5 |
5,493.5 |
237.0 |
4.1% |
108.5 |
1.9% |
95% |
True |
False |
115,381 |
10 |
5,860.0 |
5,490.0 |
370.0 |
6.5% |
116.5 |
2.0% |
62% |
False |
False |
121,929 |
20 |
5,929.5 |
5,490.0 |
439.5 |
7.7% |
94.0 |
1.6% |
52% |
False |
False |
112,091 |
40 |
5,948.5 |
5,490.0 |
458.5 |
8.0% |
74.0 |
1.3% |
50% |
False |
False |
73,479 |
60 |
5,948.5 |
5,490.0 |
458.5 |
8.0% |
63.5 |
1.1% |
50% |
False |
False |
48,998 |
80 |
5,948.5 |
5,286.5 |
662.0 |
11.6% |
51.0 |
0.9% |
65% |
False |
False |
36,752 |
100 |
5,948.5 |
5,070.5 |
878.0 |
15.4% |
43.5 |
0.8% |
74% |
False |
False |
29,421 |
120 |
5,948.5 |
5,070.5 |
878.0 |
15.4% |
37.5 |
0.7% |
74% |
False |
False |
24,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,262.0 |
2.618 |
6,058.0 |
1.618 |
5,933.0 |
1.000 |
5,855.5 |
0.618 |
5,808.0 |
HIGH |
5,730.5 |
0.618 |
5,683.0 |
0.500 |
5,668.0 |
0.382 |
5,653.0 |
LOW |
5,605.5 |
0.618 |
5,528.0 |
1.000 |
5,480.5 |
1.618 |
5,403.0 |
2.618 |
5,278.0 |
4.250 |
5,074.0 |
|
|
Fisher Pivots for day following 17-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
5,701.5 |
5,696.5 |
PP |
5,685.0 |
5,675.0 |
S1 |
5,668.0 |
5,653.0 |
|