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 |
1,364.25 |
1,383.75 |
19.50 |
1.4% |
1,375.00 |
High |
1,388.75 |
1,386.75 |
-2.00 |
-0.1% |
1,388.50 |
Low |
1,359.25 |
1,377.75 |
18.50 |
1.4% |
1,352.50 |
Close |
1,383.50 |
1,378.25 |
-5.25 |
-0.4% |
1,365.00 |
Range |
29.50 |
9.00 |
-20.50 |
-69.5% |
36.00 |
ATR |
18.04 |
17.39 |
-0.65 |
-3.6% |
0.00 |
Volume |
1,847,678 |
1,848,186 |
508 |
0.0% |
9,115,446 |
|
Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,408.00 |
1,402.00 |
1,383.25 |
|
R3 |
1,399.00 |
1,393.00 |
1,380.75 |
|
R2 |
1,390.00 |
1,390.00 |
1,380.00 |
|
R1 |
1,384.00 |
1,384.00 |
1,379.00 |
1,382.50 |
PP |
1,381.00 |
1,381.00 |
1,381.00 |
1,380.00 |
S1 |
1,375.00 |
1,375.00 |
1,377.50 |
1,373.50 |
S2 |
1,372.00 |
1,372.00 |
1,376.50 |
|
S3 |
1,363.00 |
1,366.00 |
1,375.75 |
|
S4 |
1,354.00 |
1,357.00 |
1,373.25 |
|
|
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 |
1,359.25 |
29.50 |
2.1% |
20.25 |
1.5% |
64% |
False |
False |
1,886,867 |
10 |
1,409.00 |
1,352.50 |
56.50 |
4.1% |
18.75 |
1.4% |
46% |
False |
False |
1,813,379 |
20 |
1,419.75 |
1,352.50 |
67.25 |
4.9% |
17.50 |
1.3% |
38% |
False |
False |
1,710,155 |
40 |
1,419.75 |
1,332.75 |
87.00 |
6.3% |
15.50 |
1.1% |
52% |
False |
False |
1,264,705 |
60 |
1,419.75 |
1,291.25 |
128.50 |
9.3% |
15.25 |
1.1% |
68% |
False |
False |
844,413 |
80 |
1,419.75 |
1,226.75 |
193.00 |
14.0% |
14.75 |
1.1% |
78% |
False |
False |
633,716 |
100 |
1,419.75 |
1,140.25 |
279.50 |
20.3% |
16.25 |
1.2% |
85% |
False |
False |
507,059 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.3% |
16.50 |
1.2% |
85% |
False |
False |
422,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,425.00 |
2.618 |
1,410.25 |
1.618 |
1,401.25 |
1.000 |
1,395.75 |
0.618 |
1,392.25 |
HIGH |
1,386.75 |
0.618 |
1,383.25 |
0.500 |
1,382.25 |
0.382 |
1,381.25 |
LOW |
1,377.75 |
0.618 |
1,372.25 |
1.000 |
1,368.75 |
1.618 |
1,363.25 |
2.618 |
1,354.25 |
4.250 |
1,339.50 |
|
|
Fisher Pivots for day following 18-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,382.25 |
1,376.75 |
PP |
1,381.00 |
1,375.50 |
S1 |
1,379.50 |
1,374.00 |
|