Trading Metrics calculated at close of trading on 19-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,650.8 |
1,643.0 |
-7.8 |
-0.5% |
1,641.0 |
High |
1,655.2 |
1,654.9 |
-0.3 |
0.0% |
1,681.3 |
Low |
1,638.1 |
1,631.2 |
-6.9 |
-0.4% |
1,632.5 |
Close |
1,639.6 |
1,641.4 |
1.8 |
0.1% |
1,660.2 |
Range |
17.1 |
23.7 |
6.6 |
38.6% |
48.8 |
ATR |
26.5 |
26.3 |
-0.2 |
-0.8% |
0.0 |
Volume |
99,177 |
152,028 |
52,851 |
53.3% |
593,584 |
|
Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,713.6 |
1,701.2 |
1,654.4 |
|
R3 |
1,689.9 |
1,677.5 |
1,647.9 |
|
R2 |
1,666.2 |
1,666.2 |
1,645.7 |
|
R1 |
1,653.8 |
1,653.8 |
1,643.6 |
1,648.2 |
PP |
1,642.5 |
1,642.5 |
1,642.5 |
1,639.7 |
S1 |
1,630.1 |
1,630.1 |
1,639.2 |
1,624.5 |
S2 |
1,618.8 |
1,618.8 |
1,637.1 |
|
S3 |
1,595.1 |
1,606.4 |
1,634.9 |
|
S4 |
1,571.4 |
1,582.7 |
1,628.4 |
|
|
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 |
1,679.2 |
1,631.2 |
48.0 |
2.9% |
22.2 |
1.4% |
21% |
False |
True |
122,999 |
10 |
1,681.3 |
1,620.7 |
60.6 |
3.7% |
21.1 |
1.3% |
34% |
False |
False |
120,078 |
20 |
1,699.6 |
1,613.0 |
86.6 |
5.3% |
24.2 |
1.5% |
33% |
False |
False |
104,725 |
40 |
1,795.1 |
1,613.0 |
182.1 |
11.1% |
27.3 |
1.7% |
16% |
False |
False |
61,577 |
60 |
1,795.1 |
1,613.0 |
182.1 |
11.1% |
27.0 |
1.6% |
16% |
False |
False |
42,859 |
80 |
1,795.1 |
1,528.6 |
266.5 |
16.2% |
26.0 |
1.6% |
42% |
False |
False |
33,301 |
100 |
1,795.1 |
1,528.6 |
266.5 |
16.2% |
27.3 |
1.7% |
42% |
False |
False |
27,111 |
120 |
1,808.5 |
1,528.6 |
279.9 |
17.1% |
28.1 |
1.7% |
40% |
False |
False |
22,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,755.6 |
2.618 |
1,716.9 |
1.618 |
1,693.2 |
1.000 |
1,678.6 |
0.618 |
1,669.5 |
HIGH |
1,654.9 |
0.618 |
1,645.8 |
0.500 |
1,643.1 |
0.382 |
1,640.3 |
LOW |
1,631.2 |
0.618 |
1,616.6 |
1.000 |
1,607.5 |
1.618 |
1,592.9 |
2.618 |
1,569.2 |
4.250 |
1,530.5 |
|
|
Fisher Pivots for day following 19-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,643.1 |
1,644.8 |
PP |
1,642.5 |
1,643.7 |
S1 |
1,642.0 |
1,642.5 |
|