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 |
12,909 |
12,967 |
58 |
0.4% |
12,790 |
High |
13,027 |
12,978 |
-49 |
-0.4% |
13,070 |
Low |
12,876 |
12,786 |
-90 |
-0.7% |
12,748 |
Close |
12,988 |
12,871 |
-117 |
-0.9% |
12,988 |
Range |
151 |
192 |
41 |
27.2% |
322 |
ATR |
155 |
158 |
3 |
2.2% |
0 |
Volume |
110,589 |
124,249 |
13,660 |
12.4% |
674,422 |
|
Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,454 |
13,355 |
12,977 |
|
R3 |
13,262 |
13,163 |
12,924 |
|
R2 |
13,070 |
13,070 |
12,906 |
|
R1 |
12,971 |
12,971 |
12,889 |
12,925 |
PP |
12,878 |
12,878 |
12,878 |
12,855 |
S1 |
12,779 |
12,779 |
12,854 |
12,733 |
S2 |
12,686 |
12,686 |
12,836 |
|
S3 |
12,494 |
12,587 |
12,818 |
|
S4 |
12,302 |
12,395 |
12,766 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,901 |
13,767 |
13,165 |
|
R3 |
13,579 |
13,445 |
13,077 |
|
R2 |
13,257 |
13,257 |
13,047 |
|
R1 |
13,123 |
13,123 |
13,018 |
13,190 |
PP |
12,935 |
12,935 |
12,935 |
12,969 |
S1 |
12,801 |
12,801 |
12,959 |
12,868 |
S2 |
12,613 |
12,613 |
12,929 |
|
S3 |
12,291 |
12,479 |
12,900 |
|
S4 |
11,969 |
12,157 |
12,811 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,070 |
12,786 |
284 |
2.2% |
183 |
1.4% |
30% |
False |
True |
129,624 |
10 |
13,070 |
12,648 |
422 |
3.3% |
186 |
1.4% |
53% |
False |
False |
133,008 |
20 |
13,245 |
12,648 |
597 |
4.6% |
161 |
1.2% |
37% |
False |
False |
116,793 |
40 |
13,245 |
12,648 |
597 |
4.6% |
140 |
1.1% |
37% |
False |
False |
88,346 |
60 |
13,245 |
12,460 |
785 |
6.1% |
121 |
0.9% |
52% |
False |
False |
58,904 |
80 |
13,245 |
12,013 |
1,232 |
9.6% |
110 |
0.9% |
70% |
False |
False |
44,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,794 |
2.618 |
13,481 |
1.618 |
13,289 |
1.000 |
13,170 |
0.618 |
13,097 |
HIGH |
12,978 |
0.618 |
12,905 |
0.500 |
12,882 |
0.382 |
12,859 |
LOW |
12,786 |
0.618 |
12,667 |
1.000 |
12,594 |
1.618 |
12,475 |
2.618 |
12,283 |
4.250 |
11,970 |
|
|
Fisher Pivots for day following 23-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
12,882 |
12,922 |
PP |
12,878 |
12,905 |
S1 |
12,875 |
12,888 |
|