Trading Metrics calculated at close of trading on 18-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
5,623.0 |
5,720.0 |
97.0 |
1.7% |
5,618.0 |
High |
5,730.5 |
5,741.0 |
10.5 |
0.2% |
5,682.5 |
Low |
5,605.5 |
5,687.0 |
81.5 |
1.5% |
5,490.0 |
Close |
5,718.5 |
5,709.5 |
-9.0 |
-0.2% |
5,595.0 |
Range |
125.0 |
54.0 |
-71.0 |
-56.8% |
192.5 |
ATR |
92.8 |
90.0 |
-2.8 |
-3.0% |
0.0 |
Volume |
92,582 |
92,278 |
-304 |
-0.3% |
514,699 |
|
Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,874.5 |
5,846.0 |
5,739.0 |
|
R3 |
5,820.5 |
5,792.0 |
5,724.5 |
|
R2 |
5,766.5 |
5,766.5 |
5,719.5 |
|
R1 |
5,738.0 |
5,738.0 |
5,714.5 |
5,725.0 |
PP |
5,712.5 |
5,712.5 |
5,712.5 |
5,706.0 |
S1 |
5,684.0 |
5,684.0 |
5,704.5 |
5,671.0 |
S2 |
5,658.5 |
5,658.5 |
5,699.5 |
|
S3 |
5,604.5 |
5,630.0 |
5,694.5 |
|
S4 |
5,550.5 |
5,576.0 |
5,680.0 |
|
|
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 |
5,741.0 |
5,553.0 |
188.0 |
3.3% |
96.5 |
1.7% |
83% |
True |
False |
105,219 |
10 |
5,849.0 |
5,490.0 |
359.0 |
6.3% |
106.0 |
1.9% |
61% |
False |
False |
117,589 |
20 |
5,907.0 |
5,490.0 |
417.0 |
7.3% |
94.0 |
1.6% |
53% |
False |
False |
112,857 |
40 |
5,948.5 |
5,490.0 |
458.5 |
8.0% |
75.0 |
1.3% |
48% |
False |
False |
75,785 |
60 |
5,948.5 |
5,490.0 |
458.5 |
8.0% |
64.5 |
1.1% |
48% |
False |
False |
50,536 |
80 |
5,948.5 |
5,371.5 |
577.0 |
10.1% |
51.0 |
0.9% |
59% |
False |
False |
37,906 |
100 |
5,948.5 |
5,070.5 |
878.0 |
15.4% |
44.0 |
0.8% |
73% |
False |
False |
30,344 |
120 |
5,948.5 |
5,070.5 |
878.0 |
15.4% |
38.0 |
0.7% |
73% |
False |
False |
25,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,970.5 |
2.618 |
5,882.5 |
1.618 |
5,828.5 |
1.000 |
5,795.0 |
0.618 |
5,774.5 |
HIGH |
5,741.0 |
0.618 |
5,720.5 |
0.500 |
5,714.0 |
0.382 |
5,707.5 |
LOW |
5,687.0 |
0.618 |
5,653.5 |
1.000 |
5,633.0 |
1.618 |
5,599.5 |
2.618 |
5,545.5 |
4.250 |
5,457.5 |
|
|
Fisher Pivots for day following 18-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
5,714.0 |
5,692.5 |
PP |
5,712.5 |
5,675.5 |
S1 |
5,711.0 |
5,658.0 |
|