Trading Metrics calculated at close of trading on 16-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,680.1 |
1,660.0 |
-20.1 |
-1.2% |
1,647.0 |
High |
1,681.3 |
1,660.8 |
-20.5 |
-1.2% |
1,683.1 |
Low |
1,654.3 |
1,645.6 |
-8.7 |
-0.5% |
1,635.2 |
Close |
1,662.4 |
1,651.9 |
-10.5 |
-0.6% |
1,662.4 |
Range |
27.0 |
15.2 |
-11.8 |
-43.7% |
47.9 |
ATR |
26.4 |
25.7 |
-0.7 |
-2.6% |
0.0 |
Volume |
7,610 |
2,951 |
-4,659 |
-61.2% |
42,855 |
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,698.4 |
1,690.3 |
1,660.3 |
|
R3 |
1,683.2 |
1,675.1 |
1,656.1 |
|
R2 |
1,668.0 |
1,668.0 |
1,654.7 |
|
R1 |
1,659.9 |
1,659.9 |
1,653.3 |
1,656.4 |
PP |
1,652.8 |
1,652.8 |
1,652.8 |
1,651.0 |
S1 |
1,644.7 |
1,644.7 |
1,650.5 |
1,641.2 |
S2 |
1,637.6 |
1,637.6 |
1,649.1 |
|
S3 |
1,622.4 |
1,629.5 |
1,647.7 |
|
S4 |
1,607.2 |
1,614.3 |
1,643.5 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,803.9 |
1,781.1 |
1,688.7 |
|
R3 |
1,756.0 |
1,733.2 |
1,675.6 |
|
R2 |
1,708.1 |
1,708.1 |
1,671.2 |
|
R1 |
1,685.3 |
1,685.3 |
1,666.8 |
1,696.7 |
PP |
1,660.2 |
1,660.2 |
1,660.2 |
1,666.0 |
S1 |
1,637.4 |
1,637.4 |
1,658.0 |
1,648.8 |
S2 |
1,612.3 |
1,612.3 |
1,653.6 |
|
S3 |
1,564.4 |
1,589.5 |
1,649.2 |
|
S4 |
1,516.5 |
1,541.6 |
1,636.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,683.1 |
1,635.2 |
47.9 |
2.9% |
22.0 |
1.3% |
35% |
False |
False |
7,637 |
10 |
1,687.1 |
1,616.3 |
70.8 |
4.3% |
23.0 |
1.4% |
50% |
False |
False |
6,160 |
20 |
1,700.9 |
1,616.3 |
84.6 |
5.1% |
21.5 |
1.3% |
42% |
False |
False |
4,841 |
40 |
1,797.7 |
1,616.3 |
181.4 |
11.0% |
24.7 |
1.5% |
20% |
False |
False |
4,431 |
60 |
1,797.7 |
1,616.3 |
181.4 |
11.0% |
23.3 |
1.4% |
20% |
False |
False |
3,502 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.8% |
21.8 |
1.3% |
44% |
False |
False |
2,834 |
100 |
1,797.7 |
1,537.0 |
260.7 |
15.8% |
22.6 |
1.4% |
44% |
False |
False |
2,404 |
120 |
1,807.2 |
1,537.0 |
270.2 |
16.4% |
21.6 |
1.3% |
43% |
False |
False |
2,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,725.4 |
2.618 |
1,700.6 |
1.618 |
1,685.4 |
1.000 |
1,676.0 |
0.618 |
1,670.2 |
HIGH |
1,660.8 |
0.618 |
1,655.0 |
0.500 |
1,653.2 |
0.382 |
1,651.4 |
LOW |
1,645.6 |
0.618 |
1,636.2 |
1.000 |
1,630.4 |
1.618 |
1,621.0 |
2.618 |
1,605.8 |
4.250 |
1,581.0 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,653.2 |
1,664.4 |
PP |
1,652.8 |
1,660.2 |
S1 |
1,652.3 |
1,656.1 |
|