Trading Metrics calculated at close of trading on 24-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,642.8 |
1,639.6 |
-3.2 |
-0.2% |
1,658.7 |
High |
1,644.2 |
1,650.1 |
5.9 |
0.4% |
1,659.6 |
Low |
1,623.6 |
1,634.6 |
11.0 |
0.7% |
1,631.2 |
Close |
1,632.6 |
1,643.8 |
11.2 |
0.7% |
1,642.8 |
Range |
20.6 |
15.5 |
-5.1 |
-24.8% |
28.4 |
ATR |
24.8 |
24.3 |
-0.5 |
-2.1% |
0.0 |
Volume |
117,639 |
100,000 |
-17,639 |
-15.0% |
576,201 |
|
Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,689.3 |
1,682.1 |
1,652.3 |
|
R3 |
1,673.8 |
1,666.6 |
1,648.1 |
|
R2 |
1,658.3 |
1,658.3 |
1,646.6 |
|
R1 |
1,651.1 |
1,651.1 |
1,645.2 |
1,654.7 |
PP |
1,642.8 |
1,642.8 |
1,642.8 |
1,644.7 |
S1 |
1,635.6 |
1,635.6 |
1,642.4 |
1,639.2 |
S2 |
1,627.3 |
1,627.3 |
1,641.0 |
|
S3 |
1,611.8 |
1,620.1 |
1,639.5 |
|
S4 |
1,596.3 |
1,604.6 |
1,635.3 |
|
|
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 |
1,655.2 |
1,623.6 |
31.6 |
1.9% |
17.3 |
1.1% |
64% |
False |
False |
110,220 |
10 |
1,681.3 |
1,623.6 |
57.7 |
3.5% |
19.8 |
1.2% |
35% |
False |
False |
114,098 |
20 |
1,699.6 |
1,613.0 |
86.6 |
5.3% |
21.9 |
1.3% |
36% |
False |
False |
116,753 |
40 |
1,795.1 |
1,613.0 |
182.1 |
11.1% |
27.3 |
1.7% |
17% |
False |
False |
68,329 |
60 |
1,795.1 |
1,613.0 |
182.1 |
11.1% |
25.9 |
1.6% |
17% |
False |
False |
47,500 |
80 |
1,795.1 |
1,528.6 |
266.5 |
16.2% |
25.9 |
1.6% |
43% |
False |
False |
37,019 |
100 |
1,795.1 |
1,528.6 |
266.5 |
16.2% |
27.1 |
1.6% |
43% |
False |
False |
30,058 |
120 |
1,808.5 |
1,528.6 |
279.9 |
17.0% |
27.7 |
1.7% |
41% |
False |
False |
25,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,716.0 |
2.618 |
1,690.7 |
1.618 |
1,675.2 |
1.000 |
1,665.6 |
0.618 |
1,659.7 |
HIGH |
1,650.1 |
0.618 |
1,644.2 |
0.500 |
1,642.4 |
0.382 |
1,640.5 |
LOW |
1,634.6 |
0.618 |
1,625.0 |
1.000 |
1,619.1 |
1.618 |
1,609.5 |
2.618 |
1,594.0 |
4.250 |
1,568.7 |
|
|
Fisher Pivots for day following 24-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,643.3 |
1,641.5 |
PP |
1,642.8 |
1,639.2 |
S1 |
1,642.4 |
1,636.9 |
|