Trading Metrics calculated at close of trading on 27-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,387.25 |
1,396.75 |
9.50 |
0.7% |
1,372.25 |
High |
1,398.25 |
1,403.00 |
4.75 |
0.3% |
1,403.00 |
Low |
1,381.00 |
1,386.50 |
5.50 |
0.4% |
1,354.00 |
Close |
1,396.75 |
1,398.50 |
1.75 |
0.1% |
1,398.50 |
Range |
17.25 |
16.50 |
-0.75 |
-4.3% |
49.00 |
ATR |
17.28 |
17.23 |
-0.06 |
-0.3% |
0.00 |
Volume |
1,666,428 |
1,610,498 |
-55,930 |
-3.4% |
8,392,126 |
|
Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,445.50 |
1,438.50 |
1,407.50 |
|
R3 |
1,429.00 |
1,422.00 |
1,403.00 |
|
R2 |
1,412.50 |
1,412.50 |
1,401.50 |
|
R1 |
1,405.50 |
1,405.50 |
1,400.00 |
1,409.00 |
PP |
1,396.00 |
1,396.00 |
1,396.00 |
1,397.75 |
S1 |
1,389.00 |
1,389.00 |
1,397.00 |
1,392.50 |
S2 |
1,379.50 |
1,379.50 |
1,395.50 |
|
S3 |
1,363.00 |
1,372.50 |
1,394.00 |
|
S4 |
1,346.50 |
1,356.00 |
1,389.50 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,532.25 |
1,514.25 |
1,425.50 |
|
R3 |
1,483.25 |
1,465.25 |
1,412.00 |
|
R2 |
1,434.25 |
1,434.25 |
1,407.50 |
|
R1 |
1,416.25 |
1,416.25 |
1,403.00 |
1,425.25 |
PP |
1,385.25 |
1,385.25 |
1,385.25 |
1,389.50 |
S1 |
1,367.25 |
1,367.25 |
1,394.00 |
1,376.25 |
S2 |
1,336.25 |
1,336.25 |
1,389.50 |
|
S3 |
1,287.25 |
1,318.25 |
1,385.00 |
|
S4 |
1,238.25 |
1,269.25 |
1,371.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,403.00 |
1,354.00 |
49.00 |
3.5% |
16.50 |
1.2% |
91% |
True |
False |
1,678,425 |
10 |
1,403.00 |
1,354.00 |
49.00 |
3.5% |
17.25 |
1.2% |
91% |
True |
False |
1,848,770 |
20 |
1,417.75 |
1,352.50 |
65.25 |
4.7% |
17.50 |
1.3% |
70% |
False |
False |
1,798,701 |
40 |
1,419.75 |
1,332.75 |
87.00 |
6.2% |
16.25 |
1.2% |
76% |
False |
False |
1,584,308 |
60 |
1,419.75 |
1,312.00 |
107.75 |
7.7% |
15.25 |
1.1% |
80% |
False |
False |
1,057,535 |
80 |
1,419.75 |
1,255.25 |
164.50 |
11.8% |
15.25 |
1.1% |
87% |
False |
False |
794,005 |
100 |
1,419.75 |
1,190.00 |
229.75 |
16.4% |
16.00 |
1.1% |
91% |
False |
False |
635,363 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.0% |
16.00 |
1.2% |
92% |
False |
False |
529,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,473.00 |
2.618 |
1,446.25 |
1.618 |
1,429.75 |
1.000 |
1,419.50 |
0.618 |
1,413.25 |
HIGH |
1,403.00 |
0.618 |
1,396.75 |
0.500 |
1,394.75 |
0.382 |
1,392.75 |
LOW |
1,386.50 |
0.618 |
1,376.25 |
1.000 |
1,370.00 |
1.618 |
1,359.75 |
2.618 |
1,343.25 |
4.250 |
1,316.50 |
|
|
Fisher Pivots for day following 27-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,397.25 |
1,394.50 |
PP |
1,396.00 |
1,390.25 |
S1 |
1,394.75 |
1,386.25 |
|