Trading Metrics calculated at close of trading on 19-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,655.0 |
1,645.7 |
-9.3 |
-0.6% |
1,647.0 |
High |
1,656.8 |
1,656.3 |
-0.5 |
0.0% |
1,683.1 |
Low |
1,641.0 |
1,635.0 |
-6.0 |
-0.4% |
1,635.2 |
Close |
1,641.8 |
1,643.6 |
1.8 |
0.1% |
1,662.4 |
Range |
15.8 |
21.3 |
5.5 |
34.8% |
47.9 |
ATR |
24.7 |
24.5 |
-0.2 |
-1.0% |
0.0 |
Volume |
1,330 |
622 |
-708 |
-53.2% |
42,855 |
|
Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,708.9 |
1,697.5 |
1,655.3 |
|
R3 |
1,687.6 |
1,676.2 |
1,649.5 |
|
R2 |
1,666.3 |
1,666.3 |
1,647.5 |
|
R1 |
1,654.9 |
1,654.9 |
1,645.6 |
1,650.0 |
PP |
1,645.0 |
1,645.0 |
1,645.0 |
1,642.5 |
S1 |
1,633.6 |
1,633.6 |
1,641.6 |
1,628.7 |
S2 |
1,623.7 |
1,623.7 |
1,639.7 |
|
S3 |
1,602.4 |
1,612.3 |
1,637.7 |
|
S4 |
1,581.1 |
1,591.0 |
1,631.9 |
|
|
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 |
1,681.3 |
1,635.0 |
46.3 |
2.8% |
20.1 |
1.2% |
19% |
False |
True |
2,847 |
10 |
1,683.1 |
1,624.2 |
58.9 |
3.6% |
19.2 |
1.2% |
33% |
False |
False |
5,179 |
20 |
1,700.9 |
1,616.3 |
84.6 |
5.1% |
22.3 |
1.4% |
32% |
False |
False |
4,704 |
40 |
1,797.7 |
1,616.3 |
181.4 |
11.0% |
24.3 |
1.5% |
15% |
False |
False |
4,311 |
60 |
1,797.7 |
1,616.3 |
181.4 |
11.0% |
23.7 |
1.4% |
15% |
False |
False |
3,480 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.9% |
22.1 |
1.3% |
41% |
False |
False |
2,873 |
100 |
1,797.7 |
1,537.0 |
260.7 |
15.9% |
22.3 |
1.4% |
41% |
False |
False |
2,430 |
120 |
1,807.2 |
1,537.0 |
270.2 |
16.4% |
21.8 |
1.3% |
39% |
False |
False |
2,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,746.8 |
2.618 |
1,712.1 |
1.618 |
1,690.8 |
1.000 |
1,677.6 |
0.618 |
1,669.5 |
HIGH |
1,656.3 |
0.618 |
1,648.2 |
0.500 |
1,645.7 |
0.382 |
1,643.1 |
LOW |
1,635.0 |
0.618 |
1,621.8 |
1.000 |
1,613.7 |
1.618 |
1,600.5 |
2.618 |
1,579.2 |
4.250 |
1,544.5 |
|
|
Fisher Pivots for day following 19-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,645.7 |
1,646.9 |
PP |
1,645.0 |
1,645.8 |
S1 |
1,644.3 |
1,644.7 |
|