Trading Metrics calculated at close of trading on 20-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,643.0 |
1,643.2 |
0.2 |
0.0% |
1,658.7 |
High |
1,654.9 |
1,648.2 |
-6.7 |
-0.4% |
1,659.6 |
Low |
1,631.2 |
1,638.6 |
7.4 |
0.5% |
1,631.2 |
Close |
1,641.4 |
1,642.8 |
1.4 |
0.1% |
1,642.8 |
Range |
23.7 |
9.6 |
-14.1 |
-59.5% |
28.4 |
ATR |
26.3 |
25.1 |
-1.2 |
-4.5% |
0.0 |
Volume |
152,028 |
82,260 |
-69,768 |
-45.9% |
576,201 |
|
Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,672.0 |
1,667.0 |
1,648.1 |
|
R3 |
1,662.4 |
1,657.4 |
1,645.4 |
|
R2 |
1,652.8 |
1,652.8 |
1,644.6 |
|
R1 |
1,647.8 |
1,647.8 |
1,643.7 |
1,645.5 |
PP |
1,643.2 |
1,643.2 |
1,643.2 |
1,642.1 |
S1 |
1,638.2 |
1,638.2 |
1,641.9 |
1,635.9 |
S2 |
1,633.6 |
1,633.6 |
1,641.0 |
|
S3 |
1,624.0 |
1,628.6 |
1,640.2 |
|
S4 |
1,614.4 |
1,619.0 |
1,637.5 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,729.7 |
1,714.7 |
1,658.4 |
|
R3 |
1,701.3 |
1,686.3 |
1,650.6 |
|
R2 |
1,672.9 |
1,672.9 |
1,648.0 |
|
R1 |
1,657.9 |
1,657.9 |
1,645.4 |
1,651.2 |
PP |
1,644.5 |
1,644.5 |
1,644.5 |
1,641.2 |
S1 |
1,629.5 |
1,629.5 |
1,640.2 |
1,622.8 |
S2 |
1,616.1 |
1,616.1 |
1,637.6 |
|
S3 |
1,587.7 |
1,601.1 |
1,635.0 |
|
S4 |
1,559.3 |
1,572.7 |
1,627.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,659.6 |
1,631.2 |
28.4 |
1.7% |
18.2 |
1.1% |
41% |
False |
False |
115,240 |
10 |
1,681.3 |
1,631.2 |
50.1 |
3.0% |
20.7 |
1.3% |
23% |
False |
False |
116,978 |
20 |
1,699.6 |
1,613.0 |
86.6 |
5.3% |
23.2 |
1.4% |
34% |
False |
False |
107,902 |
40 |
1,795.1 |
1,613.0 |
182.1 |
11.1% |
27.1 |
1.7% |
16% |
False |
False |
63,416 |
60 |
1,795.1 |
1,613.0 |
182.1 |
11.1% |
26.1 |
1.6% |
16% |
False |
False |
44,161 |
80 |
1,795.1 |
1,528.6 |
266.5 |
16.2% |
26.0 |
1.6% |
43% |
False |
False |
34,319 |
100 |
1,795.1 |
1,528.6 |
266.5 |
16.2% |
27.1 |
1.7% |
43% |
False |
False |
27,911 |
120 |
1,808.5 |
1,528.6 |
279.9 |
17.0% |
27.8 |
1.7% |
41% |
False |
False |
23,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,689.0 |
2.618 |
1,673.3 |
1.618 |
1,663.7 |
1.000 |
1,657.8 |
0.618 |
1,654.1 |
HIGH |
1,648.2 |
0.618 |
1,644.5 |
0.500 |
1,643.4 |
0.382 |
1,642.3 |
LOW |
1,638.6 |
0.618 |
1,632.7 |
1.000 |
1,629.0 |
1.618 |
1,623.1 |
2.618 |
1,613.5 |
4.250 |
1,597.8 |
|
|
Fisher Pivots for day following 20-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,643.4 |
1,643.2 |
PP |
1,643.2 |
1,643.1 |
S1 |
1,643.0 |
1,642.9 |
|