Trading Metrics calculated at close of trading on 20-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,378.75 |
1,373.75 |
-5.00 |
-0.4% |
1,366.00 |
High |
1,390.00 |
1,383.25 |
-6.75 |
-0.5% |
1,390.00 |
Low |
1,365.50 |
1,371.25 |
5.75 |
0.4% |
1,359.25 |
Close |
1,372.50 |
1,375.25 |
2.75 |
0.2% |
1,375.25 |
Range |
24.50 |
12.00 |
-12.50 |
-51.0% |
30.75 |
ATR |
17.90 |
17.48 |
-0.42 |
-2.4% |
0.00 |
Volume |
2,631,716 |
1,808,198 |
-823,518 |
-31.3% |
10,095,577 |
|
Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,412.50 |
1,406.00 |
1,381.75 |
|
R3 |
1,400.50 |
1,394.00 |
1,378.50 |
|
R2 |
1,388.50 |
1,388.50 |
1,377.50 |
|
R1 |
1,382.00 |
1,382.00 |
1,376.25 |
1,385.25 |
PP |
1,376.50 |
1,376.50 |
1,376.50 |
1,378.25 |
S1 |
1,370.00 |
1,370.00 |
1,374.25 |
1,373.25 |
S2 |
1,364.50 |
1,364.50 |
1,373.00 |
|
S3 |
1,352.50 |
1,358.00 |
1,372.00 |
|
S4 |
1,340.50 |
1,346.00 |
1,368.75 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,467.00 |
1,452.00 |
1,392.25 |
|
R3 |
1,436.25 |
1,421.25 |
1,383.75 |
|
R2 |
1,405.50 |
1,405.50 |
1,381.00 |
|
R1 |
1,390.50 |
1,390.50 |
1,378.00 |
1,398.00 |
PP |
1,374.75 |
1,374.75 |
1,374.75 |
1,378.50 |
S1 |
1,359.75 |
1,359.75 |
1,372.50 |
1,367.25 |
S2 |
1,344.00 |
1,344.00 |
1,369.50 |
|
S3 |
1,313.25 |
1,329.00 |
1,366.75 |
|
S4 |
1,282.50 |
1,298.25 |
1,358.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,390.00 |
1,359.25 |
30.75 |
2.2% |
18.00 |
1.3% |
52% |
False |
False |
2,019,115 |
10 |
1,390.00 |
1,352.50 |
37.50 |
2.7% |
19.00 |
1.4% |
61% |
False |
False |
1,921,102 |
20 |
1,419.75 |
1,352.50 |
67.25 |
4.9% |
17.75 |
1.3% |
34% |
False |
False |
1,771,372 |
40 |
1,419.75 |
1,332.75 |
87.00 |
6.3% |
16.00 |
1.2% |
49% |
False |
False |
1,375,488 |
60 |
1,419.75 |
1,291.25 |
128.50 |
9.3% |
15.25 |
1.1% |
65% |
False |
False |
918,221 |
80 |
1,419.75 |
1,237.75 |
182.00 |
13.2% |
14.75 |
1.1% |
76% |
False |
False |
689,163 |
100 |
1,419.75 |
1,161.00 |
258.75 |
18.8% |
16.25 |
1.2% |
83% |
False |
False |
551,458 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.3% |
16.25 |
1.2% |
84% |
False |
False |
459,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,434.25 |
2.618 |
1,414.75 |
1.618 |
1,402.75 |
1.000 |
1,395.25 |
0.618 |
1,390.75 |
HIGH |
1,383.25 |
0.618 |
1,378.75 |
0.500 |
1,377.25 |
0.382 |
1,375.75 |
LOW |
1,371.25 |
0.618 |
1,363.75 |
1.000 |
1,359.25 |
1.618 |
1,351.75 |
2.618 |
1,339.75 |
4.250 |
1,320.25 |
|
|
Fisher Pivots for day following 20-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,377.25 |
1,377.75 |
PP |
1,376.50 |
1,377.00 |
S1 |
1,376.00 |
1,376.00 |
|