Trading Metrics calculated at close of trading on 16-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,676.6 |
1,658.7 |
-17.9 |
-1.1% |
1,641.0 |
High |
1,679.2 |
1,659.6 |
-19.6 |
-1.2% |
1,681.3 |
Low |
1,649.7 |
1,642.0 |
-7.7 |
-0.5% |
1,632.5 |
Close |
1,660.2 |
1,649.7 |
-10.5 |
-0.6% |
1,660.2 |
Range |
29.5 |
17.6 |
-11.9 |
-40.3% |
48.8 |
ATR |
28.3 |
27.6 |
-0.7 |
-2.5% |
0.0 |
Volume |
121,056 |
108,705 |
-12,351 |
-10.2% |
593,584 |
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,703.2 |
1,694.1 |
1,659.4 |
|
R3 |
1,685.6 |
1,676.5 |
1,654.5 |
|
R2 |
1,668.0 |
1,668.0 |
1,652.9 |
|
R1 |
1,658.9 |
1,658.9 |
1,651.3 |
1,654.7 |
PP |
1,650.4 |
1,650.4 |
1,650.4 |
1,648.3 |
S1 |
1,641.3 |
1,641.3 |
1,648.1 |
1,637.1 |
S2 |
1,632.8 |
1,632.8 |
1,646.5 |
|
S3 |
1,615.2 |
1,623.7 |
1,644.9 |
|
S4 |
1,597.6 |
1,606.1 |
1,640.0 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,804.4 |
1,781.1 |
1,687.0 |
|
R3 |
1,755.6 |
1,732.3 |
1,673.6 |
|
R2 |
1,706.8 |
1,706.8 |
1,669.1 |
|
R1 |
1,683.5 |
1,683.5 |
1,664.7 |
1,695.2 |
PP |
1,658.0 |
1,658.0 |
1,658.0 |
1,663.8 |
S1 |
1,634.7 |
1,634.7 |
1,655.7 |
1,646.4 |
S2 |
1,609.2 |
1,609.2 |
1,651.3 |
|
S3 |
1,560.4 |
1,585.9 |
1,646.8 |
|
S4 |
1,511.6 |
1,537.1 |
1,633.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,681.3 |
1,632.5 |
48.8 |
3.0% |
24.0 |
1.5% |
35% |
False |
False |
124,481 |
10 |
1,685.4 |
1,613.0 |
72.4 |
4.4% |
24.7 |
1.5% |
51% |
False |
False |
124,619 |
20 |
1,699.6 |
1,613.0 |
86.6 |
5.2% |
23.8 |
1.4% |
42% |
False |
False |
89,064 |
40 |
1,795.1 |
1,613.0 |
182.1 |
11.0% |
27.7 |
1.7% |
20% |
False |
False |
52,343 |
60 |
1,795.1 |
1,613.0 |
182.1 |
11.0% |
26.9 |
1.6% |
20% |
False |
False |
36,754 |
80 |
1,795.1 |
1,528.6 |
266.5 |
16.2% |
26.1 |
1.6% |
45% |
False |
False |
28,562 |
100 |
1,795.1 |
1,528.6 |
266.5 |
16.2% |
27.8 |
1.7% |
45% |
False |
False |
23,306 |
120 |
1,808.5 |
1,528.6 |
279.9 |
17.0% |
28.4 |
1.7% |
43% |
False |
False |
19,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,734.4 |
2.618 |
1,705.7 |
1.618 |
1,688.1 |
1.000 |
1,677.2 |
0.618 |
1,670.5 |
HIGH |
1,659.6 |
0.618 |
1,652.9 |
0.500 |
1,650.8 |
0.382 |
1,648.7 |
LOW |
1,642.0 |
0.618 |
1,631.1 |
1.000 |
1,624.4 |
1.618 |
1,613.5 |
2.618 |
1,595.9 |
4.250 |
1,567.2 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,650.8 |
1,661.7 |
PP |
1,650.4 |
1,657.7 |
S1 |
1,650.1 |
1,653.7 |
|