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 |
12,967 |
12,870 |
-97 |
-0.7% |
12,790 |
High |
12,978 |
12,995 |
17 |
0.1% |
13,070 |
Low |
12,786 |
12,870 |
84 |
0.7% |
12,748 |
Close |
12,871 |
12,959 |
88 |
0.7% |
12,988 |
Range |
192 |
125 |
-67 |
-34.9% |
322 |
ATR |
158 |
156 |
-2 |
-1.5% |
0 |
Volume |
124,249 |
110,151 |
-14,098 |
-11.3% |
674,422 |
|
Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,316 |
13,263 |
13,028 |
|
R3 |
13,191 |
13,138 |
12,994 |
|
R2 |
13,066 |
13,066 |
12,982 |
|
R1 |
13,013 |
13,013 |
12,971 |
13,040 |
PP |
12,941 |
12,941 |
12,941 |
12,955 |
S1 |
12,888 |
12,888 |
12,948 |
12,915 |
S2 |
12,816 |
12,816 |
12,936 |
|
S3 |
12,691 |
12,763 |
12,925 |
|
S4 |
12,566 |
12,638 |
12,890 |
|
|
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 |
13,057 |
12,786 |
271 |
2.1% |
157 |
1.2% |
64% |
False |
False |
127,386 |
10 |
13,070 |
12,686 |
384 |
3.0% |
173 |
1.3% |
71% |
False |
False |
127,609 |
20 |
13,245 |
12,648 |
597 |
4.6% |
158 |
1.2% |
52% |
False |
False |
117,420 |
40 |
13,245 |
12,648 |
597 |
4.6% |
140 |
1.1% |
52% |
False |
False |
91,099 |
60 |
13,245 |
12,460 |
785 |
6.1% |
122 |
0.9% |
64% |
False |
False |
60,740 |
80 |
13,245 |
12,082 |
1,163 |
9.0% |
111 |
0.9% |
75% |
False |
False |
45,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,526 |
2.618 |
13,322 |
1.618 |
13,197 |
1.000 |
13,120 |
0.618 |
13,072 |
HIGH |
12,995 |
0.618 |
12,947 |
0.500 |
12,933 |
0.382 |
12,918 |
LOW |
12,870 |
0.618 |
12,793 |
1.000 |
12,745 |
1.618 |
12,668 |
2.618 |
12,543 |
4.250 |
12,339 |
|
|
Fisher Pivots for day following 24-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
12,950 |
12,942 |
PP |
12,941 |
12,924 |
S1 |
12,933 |
12,907 |
|