Trading Metrics calculated at close of trading on 23-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,373.75 |
1,372.25 |
-1.50 |
-0.1% |
1,366.00 |
High |
1,383.25 |
1,374.75 |
-8.50 |
-0.6% |
1,390.00 |
Low |
1,371.25 |
1,354.00 |
-17.25 |
-1.3% |
1,359.25 |
Close |
1,375.25 |
1,362.75 |
-12.50 |
-0.9% |
1,375.25 |
Range |
12.00 |
20.75 |
8.75 |
72.9% |
30.75 |
ATR |
17.48 |
17.75 |
0.27 |
1.5% |
0.00 |
Volume |
1,808,198 |
1,848,613 |
40,415 |
2.2% |
10,095,577 |
|
Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,426.00 |
1,415.25 |
1,374.25 |
|
R3 |
1,405.25 |
1,394.50 |
1,368.50 |
|
R2 |
1,384.50 |
1,384.50 |
1,366.50 |
|
R1 |
1,373.75 |
1,373.75 |
1,364.75 |
1,368.75 |
PP |
1,363.75 |
1,363.75 |
1,363.75 |
1,361.50 |
S1 |
1,353.00 |
1,353.00 |
1,360.75 |
1,348.00 |
S2 |
1,343.00 |
1,343.00 |
1,359.00 |
|
S3 |
1,322.25 |
1,332.25 |
1,357.00 |
|
S4 |
1,301.50 |
1,311.50 |
1,351.25 |
|
|
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 |
1,354.00 |
36.00 |
2.6% |
19.25 |
1.4% |
24% |
False |
True |
1,996,878 |
10 |
1,390.00 |
1,352.50 |
37.50 |
2.8% |
20.00 |
1.5% |
27% |
False |
False |
1,997,761 |
20 |
1,419.75 |
1,352.50 |
67.25 |
4.9% |
18.25 |
1.3% |
15% |
False |
False |
1,785,836 |
40 |
1,419.75 |
1,332.75 |
87.00 |
6.4% |
16.25 |
1.2% |
34% |
False |
False |
1,421,582 |
60 |
1,419.75 |
1,291.25 |
128.50 |
9.4% |
15.25 |
1.1% |
56% |
False |
False |
948,987 |
80 |
1,419.75 |
1,237.75 |
182.00 |
13.4% |
15.00 |
1.1% |
69% |
False |
False |
712,249 |
100 |
1,419.75 |
1,178.00 |
241.75 |
17.7% |
16.25 |
1.2% |
76% |
False |
False |
569,943 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.5% |
16.50 |
1.2% |
80% |
False |
False |
474,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,463.00 |
2.618 |
1,429.00 |
1.618 |
1,408.25 |
1.000 |
1,395.50 |
0.618 |
1,387.50 |
HIGH |
1,374.75 |
0.618 |
1,366.75 |
0.500 |
1,364.50 |
0.382 |
1,362.00 |
LOW |
1,354.00 |
0.618 |
1,341.25 |
1.000 |
1,333.25 |
1.618 |
1,320.50 |
2.618 |
1,299.75 |
4.250 |
1,265.75 |
|
|
Fisher Pivots for day following 23-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,364.50 |
1,372.00 |
PP |
1,363.75 |
1,369.00 |
S1 |
1,363.25 |
1,365.75 |
|