Trading Metrics calculated at close of trading on 18-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,653.7 |
1,650.8 |
-2.9 |
-0.2% |
1,641.0 |
High |
1,658.4 |
1,655.2 |
-3.2 |
-0.2% |
1,681.3 |
Low |
1,635.2 |
1,638.1 |
2.9 |
0.2% |
1,632.5 |
Close |
1,651.1 |
1,639.6 |
-11.5 |
-0.7% |
1,660.2 |
Range |
23.2 |
17.1 |
-6.1 |
-26.3% |
48.8 |
ATR |
27.3 |
26.5 |
-0.7 |
-2.7% |
0.0 |
Volume |
134,031 |
99,177 |
-34,854 |
-26.0% |
593,584 |
|
Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,695.6 |
1,684.7 |
1,649.0 |
|
R3 |
1,678.5 |
1,667.6 |
1,644.3 |
|
R2 |
1,661.4 |
1,661.4 |
1,642.7 |
|
R1 |
1,650.5 |
1,650.5 |
1,641.2 |
1,647.4 |
PP |
1,644.3 |
1,644.3 |
1,644.3 |
1,642.8 |
S1 |
1,633.4 |
1,633.4 |
1,638.0 |
1,630.3 |
S2 |
1,627.2 |
1,627.2 |
1,636.5 |
|
S3 |
1,610.1 |
1,616.3 |
1,634.9 |
|
S4 |
1,593.0 |
1,599.2 |
1,630.2 |
|
|
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% |
23.5 |
1.4% |
10% |
False |
False |
118,098 |
10 |
1,681.3 |
1,613.0 |
68.3 |
4.2% |
22.4 |
1.4% |
39% |
False |
False |
122,904 |
20 |
1,699.6 |
1,613.0 |
86.6 |
5.3% |
23.8 |
1.5% |
31% |
False |
False |
98,155 |
40 |
1,795.1 |
1,613.0 |
182.1 |
11.1% |
27.5 |
1.7% |
15% |
False |
False |
57,929 |
60 |
1,795.1 |
1,613.0 |
182.1 |
11.1% |
26.9 |
1.6% |
15% |
False |
False |
40,404 |
80 |
1,795.1 |
1,528.6 |
266.5 |
16.3% |
25.9 |
1.6% |
42% |
False |
False |
31,420 |
100 |
1,795.1 |
1,528.6 |
266.5 |
16.3% |
27.3 |
1.7% |
42% |
False |
False |
25,602 |
120 |
1,808.5 |
1,528.6 |
279.9 |
17.1% |
28.1 |
1.7% |
40% |
False |
False |
21,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,727.9 |
2.618 |
1,700.0 |
1.618 |
1,682.9 |
1.000 |
1,672.3 |
0.618 |
1,665.8 |
HIGH |
1,655.2 |
0.618 |
1,648.7 |
0.500 |
1,646.7 |
0.382 |
1,644.6 |
LOW |
1,638.1 |
0.618 |
1,627.5 |
1.000 |
1,621.0 |
1.618 |
1,610.4 |
2.618 |
1,593.3 |
4.250 |
1,565.4 |
|
|
Fisher Pivots for day following 18-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,646.7 |
1,647.4 |
PP |
1,644.3 |
1,644.8 |
S1 |
1,642.0 |
1,642.2 |
|