Trading Metrics calculated at close of trading on 23-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,643.2 |
1,642.8 |
-0.4 |
0.0% |
1,658.7 |
High |
1,648.2 |
1,644.2 |
-4.0 |
-0.2% |
1,659.6 |
Low |
1,638.6 |
1,623.6 |
-15.0 |
-0.9% |
1,631.2 |
Close |
1,642.8 |
1,632.6 |
-10.2 |
-0.6% |
1,642.8 |
Range |
9.6 |
20.6 |
11.0 |
114.6% |
28.4 |
ATR |
25.1 |
24.8 |
-0.3 |
-1.3% |
0.0 |
Volume |
82,260 |
117,639 |
35,379 |
43.0% |
576,201 |
|
Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,695.3 |
1,684.5 |
1,643.9 |
|
R3 |
1,674.7 |
1,663.9 |
1,638.3 |
|
R2 |
1,654.1 |
1,654.1 |
1,636.4 |
|
R1 |
1,643.3 |
1,643.3 |
1,634.5 |
1,638.4 |
PP |
1,633.5 |
1,633.5 |
1,633.5 |
1,631.0 |
S1 |
1,622.7 |
1,622.7 |
1,630.7 |
1,617.8 |
S2 |
1,612.9 |
1,612.9 |
1,628.8 |
|
S3 |
1,592.3 |
1,602.1 |
1,626.9 |
|
S4 |
1,571.7 |
1,581.5 |
1,621.3 |
|
|
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 |
1,658.4 |
1,623.6 |
34.8 |
2.1% |
18.8 |
1.2% |
26% |
False |
True |
117,027 |
10 |
1,681.3 |
1,623.6 |
57.7 |
3.5% |
21.4 |
1.3% |
16% |
False |
True |
120,754 |
20 |
1,699.6 |
1,613.0 |
86.6 |
5.3% |
23.0 |
1.4% |
23% |
False |
False |
112,886 |
40 |
1,795.1 |
1,613.0 |
182.1 |
11.2% |
27.3 |
1.7% |
11% |
False |
False |
66,206 |
60 |
1,795.1 |
1,613.0 |
182.1 |
11.2% |
26.1 |
1.6% |
11% |
False |
False |
46,015 |
80 |
1,795.1 |
1,528.6 |
266.5 |
16.3% |
26.2 |
1.6% |
39% |
False |
False |
35,778 |
100 |
1,795.1 |
1,528.6 |
266.5 |
16.3% |
27.1 |
1.7% |
39% |
False |
False |
29,077 |
120 |
1,808.5 |
1,528.6 |
279.9 |
17.1% |
27.9 |
1.7% |
37% |
False |
False |
24,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,731.8 |
2.618 |
1,698.1 |
1.618 |
1,677.5 |
1.000 |
1,664.8 |
0.618 |
1,656.9 |
HIGH |
1,644.2 |
0.618 |
1,636.3 |
0.500 |
1,633.9 |
0.382 |
1,631.5 |
LOW |
1,623.6 |
0.618 |
1,610.9 |
1.000 |
1,603.0 |
1.618 |
1,590.3 |
2.618 |
1,569.7 |
4.250 |
1,536.1 |
|
|
Fisher Pivots for day following 23-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,633.9 |
1,639.3 |
PP |
1,633.5 |
1,637.0 |
S1 |
1,633.0 |
1,634.8 |
|