Trading Metrics calculated at close of trading on 18-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,656.1 |
1,655.0 |
-1.1 |
-0.1% |
1,647.0 |
High |
1,658.8 |
1,656.8 |
-2.0 |
-0.1% |
1,683.1 |
Low |
1,637.8 |
1,641.0 |
3.2 |
0.2% |
1,635.2 |
Close |
1,653.3 |
1,641.8 |
-11.5 |
-0.7% |
1,662.4 |
Range |
21.0 |
15.8 |
-5.2 |
-24.8% |
47.9 |
ATR |
25.4 |
24.7 |
-0.7 |
-2.7% |
0.0 |
Volume |
1,725 |
1,330 |
-395 |
-22.9% |
42,855 |
|
Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,693.9 |
1,683.7 |
1,650.5 |
|
R3 |
1,678.1 |
1,667.9 |
1,646.1 |
|
R2 |
1,662.3 |
1,662.3 |
1,644.7 |
|
R1 |
1,652.1 |
1,652.1 |
1,643.2 |
1,649.3 |
PP |
1,646.5 |
1,646.5 |
1,646.5 |
1,645.2 |
S1 |
1,636.3 |
1,636.3 |
1,640.4 |
1,633.5 |
S2 |
1,630.7 |
1,630.7 |
1,638.9 |
|
S3 |
1,614.9 |
1,620.5 |
1,637.5 |
|
S4 |
1,599.1 |
1,604.7 |
1,633.1 |
|
|
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 |
2.8% |
21.5 |
1.3% |
9% |
False |
False |
4,373 |
10 |
1,683.1 |
1,616.3 |
66.8 |
4.1% |
20.5 |
1.2% |
38% |
False |
False |
5,742 |
20 |
1,700.9 |
1,616.3 |
84.6 |
5.2% |
21.8 |
1.3% |
30% |
False |
False |
4,776 |
40 |
1,797.7 |
1,616.3 |
181.4 |
11.0% |
24.5 |
1.5% |
14% |
False |
False |
4,375 |
60 |
1,797.7 |
1,616.3 |
181.4 |
11.0% |
23.5 |
1.4% |
14% |
False |
False |
3,510 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.9% |
21.9 |
1.3% |
40% |
False |
False |
2,869 |
100 |
1,797.7 |
1,537.0 |
260.7 |
15.9% |
22.3 |
1.4% |
40% |
False |
False |
2,428 |
120 |
1,807.2 |
1,537.0 |
270.2 |
16.5% |
21.8 |
1.3% |
39% |
False |
False |
2,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,724.0 |
2.618 |
1,698.2 |
1.618 |
1,682.4 |
1.000 |
1,672.6 |
0.618 |
1,666.6 |
HIGH |
1,656.8 |
0.618 |
1,650.8 |
0.500 |
1,648.9 |
0.382 |
1,647.0 |
LOW |
1,641.0 |
0.618 |
1,631.2 |
1.000 |
1,625.2 |
1.618 |
1,615.4 |
2.618 |
1,599.6 |
4.250 |
1,573.9 |
|
|
Fisher Pivots for day following 18-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,648.9 |
1,649.3 |
PP |
1,646.5 |
1,646.8 |
S1 |
1,644.2 |
1,644.3 |
|