Trading Metrics calculated at close of trading on 25-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,639.6 |
1,642.2 |
2.6 |
0.2% |
1,658.7 |
High |
1,650.1 |
1,647.6 |
-2.5 |
-0.2% |
1,659.6 |
Low |
1,634.6 |
1,625.0 |
-9.6 |
-0.6% |
1,631.2 |
Close |
1,643.8 |
1,642.3 |
-1.5 |
-0.1% |
1,642.8 |
Range |
15.5 |
22.6 |
7.1 |
45.8% |
28.4 |
ATR |
24.3 |
24.2 |
-0.1 |
-0.5% |
0.0 |
Volume |
100,000 |
158,567 |
58,567 |
58.6% |
576,201 |
|
Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,706.1 |
1,696.8 |
1,654.7 |
|
R3 |
1,683.5 |
1,674.2 |
1,648.5 |
|
R2 |
1,660.9 |
1,660.9 |
1,646.4 |
|
R1 |
1,651.6 |
1,651.6 |
1,644.4 |
1,656.3 |
PP |
1,638.3 |
1,638.3 |
1,638.3 |
1,640.6 |
S1 |
1,629.0 |
1,629.0 |
1,640.2 |
1,633.7 |
S2 |
1,615.7 |
1,615.7 |
1,638.2 |
|
S3 |
1,593.1 |
1,606.4 |
1,636.1 |
|
S4 |
1,570.5 |
1,583.8 |
1,629.9 |
|
|
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 |
1,654.9 |
1,623.6 |
31.3 |
1.9% |
18.4 |
1.1% |
60% |
False |
False |
122,098 |
10 |
1,681.3 |
1,623.6 |
57.7 |
3.5% |
21.0 |
1.3% |
32% |
False |
False |
120,098 |
20 |
1,687.2 |
1,613.0 |
74.2 |
4.5% |
22.1 |
1.3% |
39% |
False |
False |
121,091 |
40 |
1,794.3 |
1,613.0 |
181.3 |
11.0% |
27.2 |
1.7% |
16% |
False |
False |
72,087 |
60 |
1,795.1 |
1,613.0 |
182.1 |
11.1% |
25.9 |
1.6% |
16% |
False |
False |
49,894 |
80 |
1,795.1 |
1,556.0 |
239.1 |
14.6% |
25.7 |
1.6% |
36% |
False |
False |
38,988 |
100 |
1,795.1 |
1,528.6 |
266.5 |
16.2% |
26.8 |
1.6% |
43% |
False |
False |
31,601 |
120 |
1,808.5 |
1,528.6 |
279.9 |
17.0% |
27.5 |
1.7% |
41% |
False |
False |
26,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,743.7 |
2.618 |
1,706.8 |
1.618 |
1,684.2 |
1.000 |
1,670.2 |
0.618 |
1,661.6 |
HIGH |
1,647.6 |
0.618 |
1,639.0 |
0.500 |
1,636.3 |
0.382 |
1,633.6 |
LOW |
1,625.0 |
0.618 |
1,611.0 |
1.000 |
1,602.4 |
1.618 |
1,588.4 |
2.618 |
1,565.8 |
4.250 |
1,529.0 |
|
|
Fisher Pivots for day following 25-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,640.3 |
1,640.5 |
PP |
1,638.3 |
1,638.7 |
S1 |
1,636.3 |
1,636.9 |
|