Trading Metrics calculated at close of trading on 24-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,644.0 |
1,641.0 |
-3.0 |
-0.2% |
1,660.0 |
High |
1,645.5 |
1,651.4 |
5.9 |
0.4% |
1,660.8 |
Low |
1,626.4 |
1,637.2 |
10.8 |
0.7% |
1,635.0 |
Close |
1,634.8 |
1,646.0 |
11.2 |
0.7% |
1,645.0 |
Range |
19.1 |
14.2 |
-4.9 |
-25.7% |
25.8 |
ATR |
23.0 |
22.6 |
-0.5 |
-2.0% |
0.0 |
Volume |
1,459 |
8,024 |
6,565 |
450.0% |
12,309 |
|
Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,687.5 |
1,680.9 |
1,653.8 |
|
R3 |
1,673.3 |
1,666.7 |
1,649.9 |
|
R2 |
1,659.1 |
1,659.1 |
1,648.6 |
|
R1 |
1,652.5 |
1,652.5 |
1,647.3 |
1,655.8 |
PP |
1,644.9 |
1,644.9 |
1,644.9 |
1,646.5 |
S1 |
1,638.3 |
1,638.3 |
1,644.7 |
1,641.6 |
S2 |
1,630.7 |
1,630.7 |
1,643.4 |
|
S3 |
1,616.5 |
1,624.1 |
1,642.1 |
|
S4 |
1,602.3 |
1,609.9 |
1,638.2 |
|
|
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 |
1,656.8 |
1,626.4 |
30.4 |
1.8% |
15.8 |
1.0% |
64% |
False |
False |
3,423 |
10 |
1,683.1 |
1,626.4 |
56.7 |
3.4% |
17.9 |
1.1% |
35% |
False |
False |
5,180 |
20 |
1,700.9 |
1,616.3 |
84.6 |
5.1% |
20.1 |
1.2% |
35% |
False |
False |
5,184 |
40 |
1,797.7 |
1,616.3 |
181.4 |
11.0% |
24.5 |
1.5% |
16% |
False |
False |
4,522 |
60 |
1,797.7 |
1,616.3 |
181.4 |
11.0% |
22.7 |
1.4% |
16% |
False |
False |
3,656 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.8% |
22.0 |
1.3% |
42% |
False |
False |
3,058 |
100 |
1,797.7 |
1,537.0 |
260.7 |
15.8% |
22.4 |
1.4% |
42% |
False |
False |
2,547 |
120 |
1,807.2 |
1,537.0 |
270.2 |
16.4% |
21.9 |
1.3% |
40% |
False |
False |
2,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,711.8 |
2.618 |
1,688.6 |
1.618 |
1,674.4 |
1.000 |
1,665.6 |
0.618 |
1,660.2 |
HIGH |
1,651.4 |
0.618 |
1,646.0 |
0.500 |
1,644.3 |
0.382 |
1,642.6 |
LOW |
1,637.2 |
0.618 |
1,628.4 |
1.000 |
1,623.0 |
1.618 |
1,614.2 |
2.618 |
1,600.0 |
4.250 |
1,576.9 |
|
|
Fisher Pivots for day following 24-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,645.4 |
1,643.6 |
PP |
1,644.9 |
1,641.3 |
S1 |
1,644.3 |
1,638.9 |
|