Trading Metrics calculated at close of trading on 27-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,644.5 |
1,657.3 |
12.8 |
0.8% |
1,642.8 |
High |
1,662.0 |
1,668.4 |
6.4 |
0.4% |
1,668.4 |
Low |
1,642.5 |
1,651.1 |
8.6 |
0.5% |
1,623.6 |
Close |
1,660.5 |
1,664.8 |
4.3 |
0.3% |
1,664.8 |
Range |
19.5 |
17.3 |
-2.2 |
-11.3% |
44.8 |
ATR |
23.9 |
23.4 |
-0.5 |
-2.0% |
0.0 |
Volume |
117,288 |
93,833 |
-23,455 |
-20.0% |
587,327 |
|
Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,713.3 |
1,706.4 |
1,674.3 |
|
R3 |
1,696.0 |
1,689.1 |
1,669.6 |
|
R2 |
1,678.7 |
1,678.7 |
1,668.0 |
|
R1 |
1,671.8 |
1,671.8 |
1,666.4 |
1,675.3 |
PP |
1,661.4 |
1,661.4 |
1,661.4 |
1,663.2 |
S1 |
1,654.5 |
1,654.5 |
1,663.2 |
1,658.0 |
S2 |
1,644.1 |
1,644.1 |
1,661.6 |
|
S3 |
1,626.8 |
1,637.2 |
1,660.0 |
|
S4 |
1,609.5 |
1,619.9 |
1,655.3 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,786.7 |
1,770.5 |
1,689.4 |
|
R3 |
1,741.9 |
1,725.7 |
1,677.1 |
|
R2 |
1,697.1 |
1,697.1 |
1,673.0 |
|
R1 |
1,680.9 |
1,680.9 |
1,668.9 |
1,689.0 |
PP |
1,652.3 |
1,652.3 |
1,652.3 |
1,656.3 |
S1 |
1,636.1 |
1,636.1 |
1,660.7 |
1,644.2 |
S2 |
1,607.5 |
1,607.5 |
1,656.6 |
|
S3 |
1,562.7 |
1,591.3 |
1,652.5 |
|
S4 |
1,517.9 |
1,546.5 |
1,640.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,668.4 |
1,623.6 |
44.8 |
2.7% |
19.1 |
1.1% |
92% |
True |
False |
117,465 |
10 |
1,668.4 |
1,623.6 |
44.8 |
2.7% |
18.7 |
1.1% |
92% |
True |
False |
116,352 |
20 |
1,685.4 |
1,613.0 |
72.4 |
4.3% |
21.4 |
1.3% |
72% |
False |
False |
120,124 |
40 |
1,727.6 |
1,613.0 |
114.6 |
6.9% |
24.5 |
1.5% |
45% |
False |
False |
76,820 |
60 |
1,795.1 |
1,613.0 |
182.1 |
10.9% |
25.9 |
1.6% |
28% |
False |
False |
53,266 |
80 |
1,795.1 |
1,599.5 |
195.6 |
11.7% |
25.4 |
1.5% |
33% |
False |
False |
41,585 |
100 |
1,795.1 |
1,528.6 |
266.5 |
16.0% |
26.8 |
1.6% |
51% |
False |
False |
33,650 |
120 |
1,808.5 |
1,528.6 |
279.9 |
16.8% |
27.3 |
1.6% |
49% |
False |
False |
28,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,741.9 |
2.618 |
1,713.7 |
1.618 |
1,696.4 |
1.000 |
1,685.7 |
0.618 |
1,679.1 |
HIGH |
1,668.4 |
0.618 |
1,661.8 |
0.500 |
1,659.8 |
0.382 |
1,657.7 |
LOW |
1,651.1 |
0.618 |
1,640.4 |
1.000 |
1,633.8 |
1.618 |
1,623.1 |
2.618 |
1,605.8 |
4.250 |
1,577.6 |
|
|
Fisher Pivots for day following 27-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,663.1 |
1,658.8 |
PP |
1,661.4 |
1,652.7 |
S1 |
1,659.8 |
1,646.7 |
|