Trading Metrics calculated at close of trading on 30-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
13,160 |
13,177 |
17 |
0.1% |
12,967 |
High |
13,211 |
13,198 |
-13 |
-0.1% |
13,211 |
Low |
13,088 |
13,119 |
31 |
0.2% |
12,786 |
Close |
13,164 |
13,155 |
-9 |
-0.1% |
13,164 |
Range |
123 |
79 |
-44 |
-35.8% |
425 |
ATR |
151 |
146 |
-5 |
-3.4% |
0 |
Volume |
112,035 |
89,738 |
-22,297 |
-19.9% |
586,637 |
|
Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,394 |
13,354 |
13,199 |
|
R3 |
13,315 |
13,275 |
13,177 |
|
R2 |
13,236 |
13,236 |
13,170 |
|
R1 |
13,196 |
13,196 |
13,162 |
13,177 |
PP |
13,157 |
13,157 |
13,157 |
13,148 |
S1 |
13,117 |
13,117 |
13,148 |
13,098 |
S2 |
13,078 |
13,078 |
13,141 |
|
S3 |
12,999 |
13,038 |
13,133 |
|
S4 |
12,920 |
12,959 |
13,112 |
|
|
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 |
12,870 |
341 |
2.6% |
120 |
0.9% |
84% |
False |
False |
110,425 |
10 |
13,211 |
12,786 |
425 |
3.2% |
152 |
1.2% |
87% |
False |
False |
120,024 |
20 |
13,229 |
12,648 |
581 |
4.4% |
156 |
1.2% |
87% |
False |
False |
119,482 |
40 |
13,245 |
12,648 |
597 |
4.5% |
141 |
1.1% |
85% |
False |
False |
102,133 |
60 |
13,245 |
12,631 |
614 |
4.7% |
126 |
1.0% |
85% |
False |
False |
68,106 |
80 |
13,245 |
12,170 |
1,075 |
8.2% |
114 |
0.9% |
92% |
False |
False |
51,082 |
100 |
13,245 |
11,639 |
1,606 |
12.2% |
111 |
0.8% |
94% |
False |
False |
40,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,534 |
2.618 |
13,405 |
1.618 |
13,326 |
1.000 |
13,277 |
0.618 |
13,247 |
HIGH |
13,198 |
0.618 |
13,168 |
0.500 |
13,159 |
0.382 |
13,149 |
LOW |
13,119 |
0.618 |
13,070 |
1.000 |
13,040 |
1.618 |
12,991 |
2.618 |
12,912 |
4.250 |
12,783 |
|
|
Fisher Pivots for day following 30-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
13,159 |
13,138 |
PP |
13,157 |
13,121 |
S1 |
13,156 |
13,105 |
|