Trading Metrics calculated at close of trading on 17-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,660.0 |
1,656.1 |
-3.9 |
-0.2% |
1,647.0 |
High |
1,660.8 |
1,658.8 |
-2.0 |
-0.1% |
1,683.1 |
Low |
1,645.6 |
1,637.8 |
-7.8 |
-0.5% |
1,635.2 |
Close |
1,651.9 |
1,653.3 |
1.4 |
0.1% |
1,662.4 |
Range |
15.2 |
21.0 |
5.8 |
38.2% |
47.9 |
ATR |
25.7 |
25.4 |
-0.3 |
-1.3% |
0.0 |
Volume |
2,951 |
1,725 |
-1,226 |
-41.5% |
42,855 |
|
Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,713.0 |
1,704.1 |
1,664.9 |
|
R3 |
1,692.0 |
1,683.1 |
1,659.1 |
|
R2 |
1,671.0 |
1,671.0 |
1,657.2 |
|
R1 |
1,662.1 |
1,662.1 |
1,655.2 |
1,656.1 |
PP |
1,650.0 |
1,650.0 |
1,650.0 |
1,646.9 |
S1 |
1,641.1 |
1,641.1 |
1,651.4 |
1,635.1 |
S2 |
1,629.0 |
1,629.0 |
1,649.5 |
|
S3 |
1,608.0 |
1,620.1 |
1,647.5 |
|
S4 |
1,587.0 |
1,599.1 |
1,641.8 |
|
|
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 |
1,637.8 |
45.3 |
2.7% |
20.0 |
1.2% |
34% |
False |
True |
6,938 |
10 |
1,684.2 |
1,616.3 |
67.9 |
4.1% |
23.1 |
1.4% |
54% |
False |
False |
6,064 |
20 |
1,700.9 |
1,616.3 |
84.6 |
5.1% |
21.9 |
1.3% |
44% |
False |
False |
4,835 |
40 |
1,797.7 |
1,616.3 |
181.4 |
11.0% |
24.8 |
1.5% |
20% |
False |
False |
4,413 |
60 |
1,797.7 |
1,616.3 |
181.4 |
11.0% |
23.4 |
1.4% |
20% |
False |
False |
3,503 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.8% |
22.1 |
1.3% |
45% |
False |
False |
2,854 |
100 |
1,797.7 |
1,537.0 |
260.7 |
15.8% |
22.3 |
1.4% |
45% |
False |
False |
2,421 |
120 |
1,807.2 |
1,537.0 |
270.2 |
16.3% |
21.7 |
1.3% |
43% |
False |
False |
2,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,748.1 |
2.618 |
1,713.8 |
1.618 |
1,692.8 |
1.000 |
1,679.8 |
0.618 |
1,671.8 |
HIGH |
1,658.8 |
0.618 |
1,650.8 |
0.500 |
1,648.3 |
0.382 |
1,645.8 |
LOW |
1,637.8 |
0.618 |
1,624.8 |
1.000 |
1,616.8 |
1.618 |
1,603.8 |
2.618 |
1,582.8 |
4.250 |
1,548.6 |
|
|
Fisher Pivots for day following 17-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,651.6 |
1,659.6 |
PP |
1,650.0 |
1,657.5 |
S1 |
1,648.3 |
1,655.4 |
|