Trading Metrics calculated at close of trading on 25-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,641.0 |
1,643.7 |
2.7 |
0.2% |
1,660.0 |
High |
1,651.4 |
1,649.5 |
-1.9 |
-0.1% |
1,660.8 |
Low |
1,637.2 |
1,628.0 |
-9.2 |
-0.6% |
1,635.0 |
Close |
1,646.0 |
1,644.6 |
-1.4 |
-0.1% |
1,645.0 |
Range |
14.2 |
21.5 |
7.3 |
51.4% |
25.8 |
ATR |
22.6 |
22.5 |
-0.1 |
-0.3% |
0.0 |
Volume |
8,024 |
5,592 |
-2,432 |
-30.3% |
12,309 |
|
Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,705.2 |
1,696.4 |
1,656.4 |
|
R3 |
1,683.7 |
1,674.9 |
1,650.5 |
|
R2 |
1,662.2 |
1,662.2 |
1,648.5 |
|
R1 |
1,653.4 |
1,653.4 |
1,646.6 |
1,657.8 |
PP |
1,640.7 |
1,640.7 |
1,640.7 |
1,642.9 |
S1 |
1,631.9 |
1,631.9 |
1,642.6 |
1,636.3 |
S2 |
1,619.2 |
1,619.2 |
1,640.7 |
|
S3 |
1,597.7 |
1,610.4 |
1,638.7 |
|
S4 |
1,576.2 |
1,588.9 |
1,632.8 |
|
|
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 |
1,656.3 |
1,626.4 |
29.9 |
1.8% |
16.9 |
1.0% |
61% |
False |
False |
4,275 |
10 |
1,683.1 |
1,626.4 |
56.7 |
3.4% |
19.2 |
1.2% |
32% |
False |
False |
4,324 |
20 |
1,687.3 |
1,616.3 |
71.0 |
4.3% |
20.4 |
1.2% |
40% |
False |
False |
5,242 |
40 |
1,797.7 |
1,616.3 |
181.4 |
11.0% |
24.5 |
1.5% |
16% |
False |
False |
4,585 |
60 |
1,797.7 |
1,616.3 |
181.4 |
11.0% |
22.8 |
1.4% |
16% |
False |
False |
3,715 |
80 |
1,797.7 |
1,563.0 |
234.7 |
14.3% |
22.0 |
1.3% |
35% |
False |
False |
3,125 |
100 |
1,797.7 |
1,537.0 |
260.7 |
15.9% |
22.2 |
1.4% |
41% |
False |
False |
2,591 |
120 |
1,807.2 |
1,537.0 |
270.2 |
16.4% |
22.0 |
1.3% |
40% |
False |
False |
2,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,740.9 |
2.618 |
1,705.8 |
1.618 |
1,684.3 |
1.000 |
1,671.0 |
0.618 |
1,662.8 |
HIGH |
1,649.5 |
0.618 |
1,641.3 |
0.500 |
1,638.8 |
0.382 |
1,636.2 |
LOW |
1,628.0 |
0.618 |
1,614.7 |
1.000 |
1,606.5 |
1.618 |
1,593.2 |
2.618 |
1,571.7 |
4.250 |
1,536.6 |
|
|
Fisher Pivots for day following 25-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,642.7 |
1,642.7 |
PP |
1,640.7 |
1,640.8 |
S1 |
1,638.8 |
1,638.9 |
|