Trading Metrics calculated at close of trading on 19-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
5,720.0 |
5,707.0 |
-13.0 |
-0.2% |
5,618.0 |
High |
5,741.0 |
5,750.0 |
9.0 |
0.2% |
5,682.5 |
Low |
5,687.0 |
5,661.0 |
-26.0 |
-0.5% |
5,490.0 |
Close |
5,709.5 |
5,691.0 |
-18.5 |
-0.3% |
5,595.0 |
Range |
54.0 |
89.0 |
35.0 |
64.8% |
192.5 |
ATR |
90.0 |
90.0 |
-0.1 |
-0.1% |
0.0 |
Volume |
92,278 |
131,695 |
39,417 |
42.7% |
514,699 |
|
Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,967.5 |
5,918.5 |
5,740.0 |
|
R3 |
5,878.5 |
5,829.5 |
5,715.5 |
|
R2 |
5,789.5 |
5,789.5 |
5,707.5 |
|
R1 |
5,740.5 |
5,740.5 |
5,699.0 |
5,720.5 |
PP |
5,700.5 |
5,700.5 |
5,700.5 |
5,691.0 |
S1 |
5,651.5 |
5,651.5 |
5,683.0 |
5,631.5 |
S2 |
5,611.5 |
5,611.5 |
5,674.5 |
|
S3 |
5,522.5 |
5,562.5 |
5,666.5 |
|
S4 |
5,433.5 |
5,473.5 |
5,642.0 |
|
|
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 |
5,750.0 |
5,575.5 |
174.5 |
3.1% |
89.0 |
1.6% |
66% |
True |
False |
105,497 |
10 |
5,788.5 |
5,490.0 |
298.5 |
5.2% |
106.0 |
1.9% |
67% |
False |
False |
120,777 |
20 |
5,894.5 |
5,490.0 |
404.5 |
7.1% |
94.5 |
1.7% |
50% |
False |
False |
114,600 |
40 |
5,948.5 |
5,490.0 |
458.5 |
8.1% |
76.5 |
1.3% |
44% |
False |
False |
79,071 |
60 |
5,948.5 |
5,490.0 |
458.5 |
8.1% |
65.0 |
1.1% |
44% |
False |
False |
52,731 |
80 |
5,948.5 |
5,429.5 |
519.0 |
9.1% |
52.0 |
0.9% |
50% |
False |
False |
39,552 |
100 |
5,948.5 |
5,118.0 |
830.5 |
14.6% |
44.5 |
0.8% |
69% |
False |
False |
31,660 |
120 |
5,948.5 |
5,070.5 |
878.0 |
15.4% |
38.0 |
0.7% |
71% |
False |
False |
26,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,128.0 |
2.618 |
5,983.0 |
1.618 |
5,894.0 |
1.000 |
5,839.0 |
0.618 |
5,805.0 |
HIGH |
5,750.0 |
0.618 |
5,716.0 |
0.500 |
5,705.5 |
0.382 |
5,695.0 |
LOW |
5,661.0 |
0.618 |
5,606.0 |
1.000 |
5,572.0 |
1.618 |
5,517.0 |
2.618 |
5,428.0 |
4.250 |
5,283.0 |
|
|
Fisher Pivots for day following 19-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
5,705.5 |
5,686.5 |
PP |
5,700.5 |
5,682.0 |
S1 |
5,696.0 |
5,678.0 |
|