Trading Metrics calculated at close of trading on 25-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,363.00 |
1,370.75 |
7.75 |
0.6% |
1,366.00 |
High |
1,371.25 |
1,387.75 |
16.50 |
1.2% |
1,390.00 |
Low |
1,361.00 |
1,369.50 |
8.50 |
0.6% |
1,359.25 |
Close |
1,370.00 |
1,387.25 |
17.25 |
1.3% |
1,375.25 |
Range |
10.25 |
18.25 |
8.00 |
78.0% |
30.75 |
ATR |
17.21 |
17.29 |
0.07 |
0.4% |
0.00 |
Volume |
1,439,403 |
1,827,184 |
387,781 |
26.9% |
10,095,577 |
|
Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.25 |
1,430.00 |
1,397.25 |
|
R3 |
1,418.00 |
1,411.75 |
1,392.25 |
|
R2 |
1,399.75 |
1,399.75 |
1,390.50 |
|
R1 |
1,393.50 |
1,393.50 |
1,389.00 |
1,396.50 |
PP |
1,381.50 |
1,381.50 |
1,381.50 |
1,383.00 |
S1 |
1,375.25 |
1,375.25 |
1,385.50 |
1,378.50 |
S2 |
1,363.25 |
1,363.25 |
1,384.00 |
|
S3 |
1,345.00 |
1,357.00 |
1,382.25 |
|
S4 |
1,326.75 |
1,338.75 |
1,377.25 |
|
|
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% |
17.25 |
1.2% |
92% |
False |
False |
1,911,022 |
10 |
1,390.00 |
1,354.00 |
36.00 |
2.6% |
18.75 |
1.3% |
92% |
False |
False |
1,898,945 |
20 |
1,417.75 |
1,352.50 |
65.25 |
4.7% |
17.75 |
1.3% |
53% |
False |
False |
1,813,776 |
40 |
1,419.75 |
1,332.75 |
87.00 |
6.3% |
16.25 |
1.2% |
63% |
False |
False |
1,503,006 |
60 |
1,419.75 |
1,296.50 |
123.25 |
8.9% |
15.25 |
1.1% |
74% |
False |
False |
1,003,211 |
80 |
1,419.75 |
1,245.00 |
174.75 |
12.6% |
15.00 |
1.1% |
81% |
False |
False |
753,068 |
100 |
1,419.75 |
1,190.00 |
229.75 |
16.6% |
16.00 |
1.1% |
86% |
False |
False |
602,599 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.1% |
16.25 |
1.2% |
88% |
False |
False |
502,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,465.25 |
2.618 |
1,435.50 |
1.618 |
1,417.25 |
1.000 |
1,406.00 |
0.618 |
1,399.00 |
HIGH |
1,387.75 |
0.618 |
1,380.75 |
0.500 |
1,378.50 |
0.382 |
1,376.50 |
LOW |
1,369.50 |
0.618 |
1,358.25 |
1.000 |
1,351.25 |
1.618 |
1,340.00 |
2.618 |
1,321.75 |
4.250 |
1,292.00 |
|
|
Fisher Pivots for day following 25-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,384.50 |
1,381.75 |
PP |
1,381.50 |
1,376.25 |
S1 |
1,378.50 |
1,371.00 |
|