Trading Metrics calculated at close of trading on 24-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,372.25 |
1,363.00 |
-9.25 |
-0.7% |
1,366.00 |
High |
1,374.75 |
1,371.25 |
-3.50 |
-0.3% |
1,390.00 |
Low |
1,354.00 |
1,361.00 |
7.00 |
0.5% |
1,359.25 |
Close |
1,362.75 |
1,370.00 |
7.25 |
0.5% |
1,375.25 |
Range |
20.75 |
10.25 |
-10.50 |
-50.6% |
30.75 |
ATR |
17.75 |
17.21 |
-0.54 |
-3.0% |
0.00 |
Volume |
1,848,613 |
1,439,403 |
-409,210 |
-22.1% |
10,095,577 |
|
Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,398.25 |
1,394.25 |
1,375.75 |
|
R3 |
1,388.00 |
1,384.00 |
1,372.75 |
|
R2 |
1,377.75 |
1,377.75 |
1,372.00 |
|
R1 |
1,373.75 |
1,373.75 |
1,371.00 |
1,375.75 |
PP |
1,367.50 |
1,367.50 |
1,367.50 |
1,368.50 |
S1 |
1,363.50 |
1,363.50 |
1,369.00 |
1,365.50 |
S2 |
1,357.25 |
1,357.25 |
1,368.00 |
|
S3 |
1,347.00 |
1,353.25 |
1,367.25 |
|
S4 |
1,336.75 |
1,343.00 |
1,364.25 |
|
|
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% |
15.25 |
1.1% |
44% |
False |
False |
1,915,223 |
10 |
1,390.00 |
1,354.00 |
36.00 |
2.6% |
18.25 |
1.3% |
44% |
False |
False |
1,890,203 |
20 |
1,419.75 |
1,352.50 |
67.25 |
4.9% |
17.50 |
1.3% |
26% |
False |
False |
1,785,003 |
40 |
1,419.75 |
1,332.75 |
87.00 |
6.4% |
16.00 |
1.2% |
43% |
False |
False |
1,457,414 |
60 |
1,419.75 |
1,291.25 |
128.50 |
9.4% |
15.25 |
1.1% |
61% |
False |
False |
972,776 |
80 |
1,419.75 |
1,240.25 |
179.50 |
13.1% |
15.00 |
1.1% |
72% |
False |
False |
730,239 |
100 |
1,419.75 |
1,179.00 |
240.75 |
17.6% |
16.25 |
1.2% |
79% |
False |
False |
584,327 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.4% |
16.25 |
1.2% |
82% |
False |
False |
486,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,414.75 |
2.618 |
1,398.00 |
1.618 |
1,387.75 |
1.000 |
1,381.50 |
0.618 |
1,377.50 |
HIGH |
1,371.25 |
0.618 |
1,367.25 |
0.500 |
1,366.00 |
0.382 |
1,365.00 |
LOW |
1,361.00 |
0.618 |
1,354.75 |
1.000 |
1,350.75 |
1.618 |
1,344.50 |
2.618 |
1,334.25 |
4.250 |
1,317.50 |
|
|
Fisher Pivots for day following 24-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,368.75 |
1,369.50 |
PP |
1,367.50 |
1,369.00 |
S1 |
1,366.00 |
1,368.50 |
|