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 |
1,366.00 |
1,364.25 |
-1.75 |
-0.1% |
1,375.00 |
High |
1,375.25 |
1,388.75 |
13.50 |
1.0% |
1,388.50 |
Low |
1,360.50 |
1,359.25 |
-1.25 |
-0.1% |
1,352.50 |
Close |
1,364.00 |
1,383.50 |
19.50 |
1.4% |
1,365.00 |
Range |
14.75 |
29.50 |
14.75 |
100.0% |
36.00 |
ATR |
17.16 |
18.04 |
0.88 |
5.1% |
0.00 |
Volume |
1,959,799 |
1,847,678 |
-112,121 |
-5.7% |
9,115,446 |
|
Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,465.75 |
1,454.00 |
1,399.75 |
|
R3 |
1,436.25 |
1,424.50 |
1,391.50 |
|
R2 |
1,406.75 |
1,406.75 |
1,389.00 |
|
R1 |
1,395.00 |
1,395.00 |
1,386.25 |
1,401.00 |
PP |
1,377.25 |
1,377.25 |
1,377.25 |
1,380.00 |
S1 |
1,365.50 |
1,365.50 |
1,380.75 |
1,371.50 |
S2 |
1,347.75 |
1,347.75 |
1,378.00 |
|
S3 |
1,318.25 |
1,336.00 |
1,375.50 |
|
S4 |
1,288.75 |
1,306.50 |
1,367.25 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.75 |
1,456.75 |
1,384.75 |
|
R3 |
1,440.75 |
1,420.75 |
1,375.00 |
|
R2 |
1,404.75 |
1,404.75 |
1,371.50 |
|
R1 |
1,384.75 |
1,384.75 |
1,368.25 |
1,376.75 |
PP |
1,368.75 |
1,368.75 |
1,368.75 |
1,364.50 |
S1 |
1,348.75 |
1,348.75 |
1,361.75 |
1,340.75 |
S2 |
1,332.75 |
1,332.75 |
1,358.50 |
|
S3 |
1,296.75 |
1,312.75 |
1,355.00 |
|
S4 |
1,260.75 |
1,276.75 |
1,345.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,388.75 |
1,357.50 |
31.25 |
2.3% |
21.00 |
1.5% |
83% |
True |
False |
1,865,183 |
10 |
1,414.25 |
1,352.50 |
61.75 |
4.5% |
19.25 |
1.4% |
50% |
False |
False |
1,795,869 |
20 |
1,419.75 |
1,352.50 |
67.25 |
4.9% |
17.75 |
1.3% |
46% |
False |
False |
1,696,930 |
40 |
1,419.75 |
1,332.75 |
87.00 |
6.3% |
15.75 |
1.1% |
58% |
False |
False |
1,218,612 |
60 |
1,419.75 |
1,291.25 |
128.50 |
9.3% |
15.25 |
1.1% |
72% |
False |
False |
813,701 |
80 |
1,419.75 |
1,218.50 |
201.25 |
14.5% |
15.00 |
1.1% |
82% |
False |
False |
610,633 |
100 |
1,419.75 |
1,140.25 |
279.50 |
20.2% |
16.25 |
1.2% |
87% |
False |
False |
488,577 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.2% |
16.75 |
1.2% |
87% |
False |
False |
407,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,514.00 |
2.618 |
1,466.00 |
1.618 |
1,436.50 |
1.000 |
1,418.25 |
0.618 |
1,407.00 |
HIGH |
1,388.75 |
0.618 |
1,377.50 |
0.500 |
1,374.00 |
0.382 |
1,370.50 |
LOW |
1,359.25 |
0.618 |
1,341.00 |
1.000 |
1,329.75 |
1.618 |
1,311.50 |
2.618 |
1,282.00 |
4.250 |
1,234.00 |
|
|
Fisher Pivots for day following 17-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,380.25 |
1,380.25 |
PP |
1,377.25 |
1,377.25 |
S1 |
1,374.00 |
1,374.00 |
|