Trading Metrics calculated at close of trading on 20-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,645.7 |
1,645.3 |
-0.4 |
0.0% |
1,660.0 |
High |
1,656.3 |
1,649.7 |
-6.6 |
-0.4% |
1,660.8 |
Low |
1,635.0 |
1,641.3 |
6.3 |
0.4% |
1,635.0 |
Close |
1,643.6 |
1,645.0 |
1.4 |
0.1% |
1,645.0 |
Range |
21.3 |
8.4 |
-12.9 |
-60.6% |
25.8 |
ATR |
24.5 |
23.3 |
-1.1 |
-4.7% |
0.0 |
Volume |
622 |
5,681 |
5,059 |
813.3% |
12,309 |
|
Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,670.5 |
1,666.2 |
1,649.6 |
|
R3 |
1,662.1 |
1,657.8 |
1,647.3 |
|
R2 |
1,653.7 |
1,653.7 |
1,646.5 |
|
R1 |
1,649.4 |
1,649.4 |
1,645.8 |
1,647.4 |
PP |
1,645.3 |
1,645.3 |
1,645.3 |
1,644.3 |
S1 |
1,641.0 |
1,641.0 |
1,644.2 |
1,639.0 |
S2 |
1,636.9 |
1,636.9 |
1,643.5 |
|
S3 |
1,628.5 |
1,632.6 |
1,642.7 |
|
S4 |
1,620.1 |
1,624.2 |
1,640.4 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,724.3 |
1,710.5 |
1,659.2 |
|
R3 |
1,698.5 |
1,684.7 |
1,652.1 |
|
R2 |
1,672.7 |
1,672.7 |
1,649.7 |
|
R1 |
1,658.9 |
1,658.9 |
1,647.4 |
1,652.9 |
PP |
1,646.9 |
1,646.9 |
1,646.9 |
1,644.0 |
S1 |
1,633.1 |
1,633.1 |
1,642.6 |
1,627.1 |
S2 |
1,621.1 |
1,621.1 |
1,640.3 |
|
S3 |
1,595.3 |
1,607.3 |
1,637.9 |
|
S4 |
1,569.5 |
1,581.5 |
1,630.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,660.8 |
1,635.0 |
25.8 |
1.6% |
16.3 |
1.0% |
39% |
False |
False |
2,461 |
10 |
1,683.1 |
1,635.0 |
48.1 |
2.9% |
18.8 |
1.1% |
21% |
False |
False |
5,516 |
20 |
1,700.9 |
1,616.3 |
84.6 |
5.1% |
21.4 |
1.3% |
34% |
False |
False |
4,881 |
40 |
1,797.7 |
1,616.3 |
181.4 |
11.0% |
24.2 |
1.5% |
16% |
False |
False |
4,399 |
60 |
1,797.7 |
1,616.3 |
181.4 |
11.0% |
22.9 |
1.4% |
16% |
False |
False |
3,534 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.8% |
22.2 |
1.3% |
41% |
False |
False |
2,943 |
100 |
1,797.7 |
1,537.0 |
260.7 |
15.8% |
22.3 |
1.4% |
41% |
False |
False |
2,476 |
120 |
1,807.2 |
1,537.0 |
270.2 |
16.4% |
21.7 |
1.3% |
40% |
False |
False |
2,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,685.4 |
2.618 |
1,671.7 |
1.618 |
1,663.3 |
1.000 |
1,658.1 |
0.618 |
1,654.9 |
HIGH |
1,649.7 |
0.618 |
1,646.5 |
0.500 |
1,645.5 |
0.382 |
1,644.5 |
LOW |
1,641.3 |
0.618 |
1,636.1 |
1.000 |
1,632.9 |
1.618 |
1,627.7 |
2.618 |
1,619.3 |
4.250 |
1,605.6 |
|
|
Fisher Pivots for day following 20-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,645.5 |
1,645.9 |
PP |
1,645.3 |
1,645.6 |
S1 |
1,645.2 |
1,645.3 |
|