Trading Metrics calculated at close of trading on 30-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,396.75 |
1,400.25 |
3.50 |
0.3% |
1,372.25 |
High |
1,403.00 |
1,402.50 |
-0.50 |
0.0% |
1,403.00 |
Low |
1,386.50 |
1,389.75 |
3.25 |
0.2% |
1,354.00 |
Close |
1,398.50 |
1,393.50 |
-5.00 |
-0.4% |
1,398.50 |
Range |
16.50 |
12.75 |
-3.75 |
-22.7% |
49.00 |
ATR |
17.23 |
16.91 |
-0.32 |
-1.9% |
0.00 |
Volume |
1,610,498 |
1,319,740 |
-290,758 |
-18.1% |
8,392,126 |
|
Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,433.50 |
1,426.25 |
1,400.50 |
|
R3 |
1,420.75 |
1,413.50 |
1,397.00 |
|
R2 |
1,408.00 |
1,408.00 |
1,395.75 |
|
R1 |
1,400.75 |
1,400.75 |
1,394.75 |
1,398.00 |
PP |
1,395.25 |
1,395.25 |
1,395.25 |
1,394.00 |
S1 |
1,388.00 |
1,388.00 |
1,392.25 |
1,385.25 |
S2 |
1,382.50 |
1,382.50 |
1,391.25 |
|
S3 |
1,369.75 |
1,375.25 |
1,390.00 |
|
S4 |
1,357.00 |
1,362.50 |
1,386.50 |
|
|
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 |
1,361.00 |
42.00 |
3.0% |
15.00 |
1.1% |
77% |
False |
False |
1,572,650 |
10 |
1,403.00 |
1,354.00 |
49.00 |
3.5% |
17.00 |
1.2% |
81% |
False |
False |
1,784,764 |
20 |
1,417.75 |
1,352.50 |
65.25 |
4.7% |
17.75 |
1.3% |
63% |
False |
False |
1,783,845 |
40 |
1,419.75 |
1,332.75 |
87.00 |
6.2% |
16.25 |
1.2% |
70% |
False |
False |
1,616,805 |
60 |
1,419.75 |
1,315.75 |
104.00 |
7.5% |
15.25 |
1.1% |
75% |
False |
False |
1,079,513 |
80 |
1,419.75 |
1,255.25 |
164.50 |
11.8% |
15.25 |
1.1% |
84% |
False |
False |
810,493 |
100 |
1,419.75 |
1,190.00 |
229.75 |
16.5% |
16.00 |
1.1% |
89% |
False |
False |
648,554 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.1% |
16.25 |
1.2% |
91% |
False |
False |
540,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,456.75 |
2.618 |
1,436.00 |
1.618 |
1,423.25 |
1.000 |
1,415.25 |
0.618 |
1,410.50 |
HIGH |
1,402.50 |
0.618 |
1,397.75 |
0.500 |
1,396.00 |
0.382 |
1,394.50 |
LOW |
1,389.75 |
0.618 |
1,381.75 |
1.000 |
1,377.00 |
1.618 |
1,369.00 |
2.618 |
1,356.25 |
4.250 |
1,335.50 |
|
|
Fisher Pivots for day following 30-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,396.00 |
1,393.00 |
PP |
1,395.25 |
1,392.50 |
S1 |
1,394.50 |
1,392.00 |
|