Trading Metrics calculated at close of trading on 27-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
13,041 |
13,160 |
119 |
0.9% |
12,967 |
High |
13,172 |
13,211 |
39 |
0.3% |
13,211 |
Low |
12,998 |
13,088 |
90 |
0.7% |
12,786 |
Close |
13,160 |
13,164 |
4 |
0.0% |
13,164 |
Range |
174 |
123 |
-51 |
-29.3% |
425 |
ATR |
153 |
151 |
-2 |
-1.4% |
0 |
Volume |
117,170 |
112,035 |
-5,135 |
-4.4% |
586,637 |
|
Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,523 |
13,467 |
13,232 |
|
R3 |
13,400 |
13,344 |
13,198 |
|
R2 |
13,277 |
13,277 |
13,187 |
|
R1 |
13,221 |
13,221 |
13,175 |
13,249 |
PP |
13,154 |
13,154 |
13,154 |
13,169 |
S1 |
13,098 |
13,098 |
13,153 |
13,126 |
S2 |
13,031 |
13,031 |
13,142 |
|
S3 |
12,908 |
12,975 |
13,130 |
|
S4 |
12,785 |
12,852 |
13,096 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,329 |
14,171 |
13,398 |
|
R3 |
13,904 |
13,746 |
13,281 |
|
R2 |
13,479 |
13,479 |
13,242 |
|
R1 |
13,321 |
13,321 |
13,203 |
13,400 |
PP |
13,054 |
13,054 |
13,054 |
13,093 |
S1 |
12,896 |
12,896 |
13,125 |
12,975 |
S2 |
12,629 |
12,629 |
13,086 |
|
S3 |
12,204 |
12,471 |
13,047 |
|
S4 |
11,779 |
12,046 |
12,930 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,211 |
12,786 |
425 |
3.2% |
143 |
1.1% |
89% |
True |
False |
117,327 |
10 |
13,211 |
12,748 |
463 |
3.5% |
161 |
1.2% |
90% |
True |
False |
126,105 |
20 |
13,229 |
12,648 |
581 |
4.4% |
157 |
1.2% |
89% |
False |
False |
119,415 |
40 |
13,245 |
12,648 |
597 |
4.5% |
140 |
1.1% |
86% |
False |
False |
99,895 |
60 |
13,245 |
12,573 |
672 |
5.1% |
125 |
0.9% |
88% |
False |
False |
66,610 |
80 |
13,245 |
12,170 |
1,075 |
8.2% |
114 |
0.9% |
92% |
False |
False |
49,960 |
100 |
13,245 |
11,639 |
1,606 |
12.2% |
111 |
0.8% |
95% |
False |
False |
39,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,734 |
2.618 |
13,533 |
1.618 |
13,410 |
1.000 |
13,334 |
0.618 |
13,287 |
HIGH |
13,211 |
0.618 |
13,164 |
0.500 |
13,150 |
0.382 |
13,135 |
LOW |
13,088 |
0.618 |
13,012 |
1.000 |
12,965 |
1.618 |
12,889 |
2.618 |
12,766 |
4.250 |
12,565 |
|
|
Fisher Pivots for day following 27-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
13,159 |
13,137 |
PP |
13,154 |
13,110 |
S1 |
13,150 |
13,084 |
|