Trading Metrics calculated at close of trading on 17-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,658.7 |
1,653.7 |
-5.0 |
-0.3% |
1,641.0 |
High |
1,659.6 |
1,658.4 |
-1.2 |
-0.1% |
1,681.3 |
Low |
1,642.0 |
1,635.2 |
-6.8 |
-0.4% |
1,632.5 |
Close |
1,649.7 |
1,651.1 |
1.4 |
0.1% |
1,660.2 |
Range |
17.6 |
23.2 |
5.6 |
31.8% |
48.8 |
ATR |
27.6 |
27.3 |
-0.3 |
-1.1% |
0.0 |
Volume |
108,705 |
134,031 |
25,326 |
23.3% |
593,584 |
|
Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,717.8 |
1,707.7 |
1,663.9 |
|
R3 |
1,694.6 |
1,684.5 |
1,657.5 |
|
R2 |
1,671.4 |
1,671.4 |
1,655.4 |
|
R1 |
1,661.3 |
1,661.3 |
1,653.2 |
1,654.8 |
PP |
1,648.2 |
1,648.2 |
1,648.2 |
1,645.0 |
S1 |
1,638.1 |
1,638.1 |
1,649.0 |
1,631.6 |
S2 |
1,625.0 |
1,625.0 |
1,646.8 |
|
S3 |
1,601.8 |
1,614.9 |
1,644.7 |
|
S4 |
1,578.6 |
1,591.7 |
1,638.3 |
|
|
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 |
1,635.2 |
46.1 |
2.8% |
22.2 |
1.3% |
34% |
False |
True |
117,976 |
10 |
1,682.7 |
1,613.0 |
69.7 |
4.2% |
25.0 |
1.5% |
55% |
False |
False |
127,701 |
20 |
1,699.6 |
1,613.0 |
86.6 |
5.2% |
24.1 |
1.5% |
44% |
False |
False |
94,295 |
40 |
1,795.1 |
1,613.0 |
182.1 |
11.0% |
27.8 |
1.7% |
21% |
False |
False |
55,563 |
60 |
1,795.1 |
1,613.0 |
182.1 |
11.0% |
26.9 |
1.6% |
21% |
False |
False |
38,823 |
80 |
1,795.1 |
1,528.6 |
266.5 |
16.1% |
26.1 |
1.6% |
46% |
False |
False |
30,210 |
100 |
1,795.1 |
1,528.6 |
266.5 |
16.1% |
27.5 |
1.7% |
46% |
False |
False |
24,643 |
120 |
1,808.5 |
1,528.6 |
279.9 |
17.0% |
28.5 |
1.7% |
44% |
False |
False |
20,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,757.0 |
2.618 |
1,719.1 |
1.618 |
1,695.9 |
1.000 |
1,681.6 |
0.618 |
1,672.7 |
HIGH |
1,658.4 |
0.618 |
1,649.5 |
0.500 |
1,646.8 |
0.382 |
1,644.1 |
LOW |
1,635.2 |
0.618 |
1,620.9 |
1.000 |
1,612.0 |
1.618 |
1,597.7 |
2.618 |
1,574.5 |
4.250 |
1,536.6 |
|
|
Fisher Pivots for day following 17-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,649.7 |
1,657.2 |
PP |
1,648.2 |
1,655.2 |
S1 |
1,646.8 |
1,653.1 |
|