Trading Metrics calculated at close of trading on 26-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
12,968 |
13,041 |
73 |
0.6% |
12,790 |
High |
13,056 |
13,172 |
116 |
0.9% |
13,070 |
Low |
12,956 |
12,998 |
42 |
0.3% |
12,748 |
Close |
13,040 |
13,160 |
120 |
0.9% |
12,988 |
Range |
100 |
174 |
74 |
74.0% |
322 |
ATR |
152 |
153 |
2 |
1.0% |
0 |
Volume |
123,032 |
117,170 |
-5,862 |
-4.8% |
674,422 |
|
Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,632 |
13,570 |
13,256 |
|
R3 |
13,458 |
13,396 |
13,208 |
|
R2 |
13,284 |
13,284 |
13,192 |
|
R1 |
13,222 |
13,222 |
13,176 |
13,253 |
PP |
13,110 |
13,110 |
13,110 |
13,126 |
S1 |
13,048 |
13,048 |
13,144 |
13,079 |
S2 |
12,936 |
12,936 |
13,128 |
|
S3 |
12,762 |
12,874 |
13,112 |
|
S4 |
12,588 |
12,700 |
13,064 |
|
|
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 |
13,172 |
12,786 |
386 |
2.9% |
149 |
1.1% |
97% |
True |
False |
117,038 |
10 |
13,172 |
12,748 |
424 |
3.2% |
169 |
1.3% |
97% |
True |
False |
128,111 |
20 |
13,229 |
12,648 |
581 |
4.4% |
157 |
1.2% |
88% |
False |
False |
119,224 |
40 |
13,245 |
12,648 |
597 |
4.5% |
140 |
1.1% |
86% |
False |
False |
97,098 |
60 |
13,245 |
12,573 |
672 |
5.1% |
124 |
0.9% |
87% |
False |
False |
64,743 |
80 |
13,245 |
12,170 |
1,075 |
8.2% |
113 |
0.9% |
92% |
False |
False |
48,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,912 |
2.618 |
13,628 |
1.618 |
13,454 |
1.000 |
13,346 |
0.618 |
13,280 |
HIGH |
13,172 |
0.618 |
13,106 |
0.500 |
13,085 |
0.382 |
13,065 |
LOW |
12,998 |
0.618 |
12,891 |
1.000 |
12,824 |
1.618 |
12,717 |
2.618 |
12,543 |
4.250 |
12,259 |
|
|
Fisher Pivots for day following 26-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
13,135 |
13,114 |
PP |
13,110 |
13,067 |
S1 |
13,085 |
13,021 |
|