Trading Metrics calculated at close of trading on 23-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,645.3 |
1,644.0 |
-1.3 |
-0.1% |
1,660.0 |
High |
1,649.7 |
1,645.5 |
-4.2 |
-0.3% |
1,660.8 |
Low |
1,641.3 |
1,626.4 |
-14.9 |
-0.9% |
1,635.0 |
Close |
1,645.0 |
1,634.8 |
-10.2 |
-0.6% |
1,645.0 |
Range |
8.4 |
19.1 |
10.7 |
127.4% |
25.8 |
ATR |
23.3 |
23.0 |
-0.3 |
-1.3% |
0.0 |
Volume |
5,681 |
1,459 |
-4,222 |
-74.3% |
12,309 |
|
Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,692.9 |
1,682.9 |
1,645.3 |
|
R3 |
1,673.8 |
1,663.8 |
1,640.1 |
|
R2 |
1,654.7 |
1,654.7 |
1,638.3 |
|
R1 |
1,644.7 |
1,644.7 |
1,636.6 |
1,640.2 |
PP |
1,635.6 |
1,635.6 |
1,635.6 |
1,633.3 |
S1 |
1,625.6 |
1,625.6 |
1,633.0 |
1,621.1 |
S2 |
1,616.5 |
1,616.5 |
1,631.3 |
|
S3 |
1,597.4 |
1,606.5 |
1,629.5 |
|
S4 |
1,578.3 |
1,587.4 |
1,624.3 |
|
|
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 |
1,658.8 |
1,626.4 |
32.4 |
2.0% |
17.1 |
1.0% |
26% |
False |
True |
2,163 |
10 |
1,683.1 |
1,626.4 |
56.7 |
3.5% |
19.6 |
1.2% |
15% |
False |
True |
4,900 |
20 |
1,700.9 |
1,616.3 |
84.6 |
5.2% |
21.3 |
1.3% |
22% |
False |
False |
4,857 |
40 |
1,797.7 |
1,616.3 |
181.4 |
11.1% |
24.5 |
1.5% |
10% |
False |
False |
4,420 |
60 |
1,797.7 |
1,616.3 |
181.4 |
11.1% |
22.8 |
1.4% |
10% |
False |
False |
3,536 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.9% |
22.2 |
1.4% |
38% |
False |
False |
2,959 |
100 |
1,797.7 |
1,537.0 |
260.7 |
15.9% |
22.3 |
1.4% |
38% |
False |
False |
2,478 |
120 |
1,807.2 |
1,537.0 |
270.2 |
16.5% |
21.8 |
1.3% |
36% |
False |
False |
2,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,726.7 |
2.618 |
1,695.5 |
1.618 |
1,676.4 |
1.000 |
1,664.6 |
0.618 |
1,657.3 |
HIGH |
1,645.5 |
0.618 |
1,638.2 |
0.500 |
1,636.0 |
0.382 |
1,633.7 |
LOW |
1,626.4 |
0.618 |
1,614.6 |
1.000 |
1,607.3 |
1.618 |
1,595.5 |
2.618 |
1,576.4 |
4.250 |
1,545.2 |
|
|
Fisher Pivots for day following 23-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,636.0 |
1,641.4 |
PP |
1,635.6 |
1,639.2 |
S1 |
1,635.2 |
1,637.0 |
|