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 |
12,870 |
12,968 |
98 |
0.8% |
12,790 |
High |
12,995 |
13,056 |
61 |
0.5% |
13,070 |
Low |
12,870 |
12,956 |
86 |
0.7% |
12,748 |
Close |
12,959 |
13,040 |
81 |
0.6% |
12,988 |
Range |
125 |
100 |
-25 |
-20.0% |
322 |
ATR |
156 |
152 |
-4 |
-2.6% |
0 |
Volume |
110,151 |
123,032 |
12,881 |
11.7% |
674,422 |
|
Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,317 |
13,279 |
13,095 |
|
R3 |
13,217 |
13,179 |
13,068 |
|
R2 |
13,117 |
13,117 |
13,058 |
|
R1 |
13,079 |
13,079 |
13,049 |
13,098 |
PP |
13,017 |
13,017 |
13,017 |
13,027 |
S1 |
12,979 |
12,979 |
13,031 |
12,998 |
S2 |
12,917 |
12,917 |
13,022 |
|
S3 |
12,817 |
12,879 |
13,013 |
|
S4 |
12,717 |
12,779 |
12,985 |
|
|
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% |
158 |
1.2% |
94% |
False |
False |
127,855 |
10 |
13,070 |
12,737 |
333 |
2.6% |
173 |
1.3% |
91% |
False |
False |
128,539 |
20 |
13,229 |
12,648 |
581 |
4.5% |
157 |
1.2% |
67% |
False |
False |
119,259 |
40 |
13,245 |
12,648 |
597 |
4.6% |
140 |
1.1% |
66% |
False |
False |
94,171 |
60 |
13,245 |
12,494 |
751 |
5.8% |
122 |
0.9% |
73% |
False |
False |
62,790 |
80 |
13,245 |
12,082 |
1,163 |
8.9% |
112 |
0.9% |
82% |
False |
False |
47,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,481 |
2.618 |
13,318 |
1.618 |
13,218 |
1.000 |
13,156 |
0.618 |
13,118 |
HIGH |
13,056 |
0.618 |
13,018 |
0.500 |
13,006 |
0.382 |
12,994 |
LOW |
12,956 |
0.618 |
12,894 |
1.000 |
12,856 |
1.618 |
12,794 |
2.618 |
12,694 |
4.250 |
12,531 |
|
|
Fisher Pivots for day following 25-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
13,029 |
13,000 |
PP |
13,017 |
12,961 |
S1 |
13,006 |
12,921 |
|