Trading Metrics calculated at close of trading on 27-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,647.4 |
1,660.0 |
12.6 |
0.8% |
1,644.0 |
High |
1,663.5 |
1,670.1 |
6.6 |
0.4% |
1,670.1 |
Low |
1,647.4 |
1,653.7 |
6.3 |
0.4% |
1,626.4 |
Close |
1,662.9 |
1,667.2 |
4.3 |
0.3% |
1,667.2 |
Range |
16.1 |
16.4 |
0.3 |
1.9% |
43.7 |
ATR |
22.2 |
21.8 |
-0.4 |
-1.9% |
0.0 |
Volume |
7,094 |
5,178 |
-1,916 |
-27.0% |
27,347 |
|
Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,712.9 |
1,706.4 |
1,676.2 |
|
R3 |
1,696.5 |
1,690.0 |
1,671.7 |
|
R2 |
1,680.1 |
1,680.1 |
1,670.2 |
|
R1 |
1,673.6 |
1,673.6 |
1,668.7 |
1,676.9 |
PP |
1,663.7 |
1,663.7 |
1,663.7 |
1,665.3 |
S1 |
1,657.2 |
1,657.2 |
1,665.7 |
1,660.5 |
S2 |
1,647.3 |
1,647.3 |
1,664.2 |
|
S3 |
1,630.9 |
1,640.8 |
1,662.7 |
|
S4 |
1,614.5 |
1,624.4 |
1,658.2 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,785.7 |
1,770.1 |
1,691.2 |
|
R3 |
1,742.0 |
1,726.4 |
1,679.2 |
|
R2 |
1,698.3 |
1,698.3 |
1,675.2 |
|
R1 |
1,682.7 |
1,682.7 |
1,671.2 |
1,690.5 |
PP |
1,654.6 |
1,654.6 |
1,654.6 |
1,658.5 |
S1 |
1,639.0 |
1,639.0 |
1,663.2 |
1,646.8 |
S2 |
1,610.9 |
1,610.9 |
1,659.2 |
|
S3 |
1,567.2 |
1,595.3 |
1,655.2 |
|
S4 |
1,523.5 |
1,551.6 |
1,643.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,670.1 |
1,626.4 |
43.7 |
2.6% |
17.5 |
1.0% |
93% |
True |
False |
5,469 |
10 |
1,670.1 |
1,626.4 |
43.7 |
2.6% |
16.9 |
1.0% |
93% |
True |
False |
3,965 |
20 |
1,687.1 |
1,616.3 |
70.8 |
4.2% |
19.7 |
1.2% |
72% |
False |
False |
5,138 |
40 |
1,729.3 |
1,616.3 |
113.0 |
6.8% |
22.2 |
1.3% |
45% |
False |
False |
4,771 |
60 |
1,797.7 |
1,616.3 |
181.4 |
10.9% |
23.0 |
1.4% |
28% |
False |
False |
3,895 |
80 |
1,797.7 |
1,602.5 |
195.2 |
11.7% |
22.0 |
1.3% |
33% |
False |
False |
3,258 |
100 |
1,797.7 |
1,537.0 |
260.7 |
15.6% |
22.3 |
1.3% |
50% |
False |
False |
2,704 |
120 |
1,807.2 |
1,537.0 |
270.2 |
16.2% |
22.0 |
1.3% |
48% |
False |
False |
2,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,739.8 |
2.618 |
1,713.0 |
1.618 |
1,696.6 |
1.000 |
1,686.5 |
0.618 |
1,680.2 |
HIGH |
1,670.1 |
0.618 |
1,663.8 |
0.500 |
1,661.9 |
0.382 |
1,660.0 |
LOW |
1,653.7 |
0.618 |
1,643.6 |
1.000 |
1,637.3 |
1.618 |
1,627.2 |
2.618 |
1,610.8 |
4.250 |
1,584.0 |
|
|
Fisher Pivots for day following 27-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,665.4 |
1,661.2 |
PP |
1,663.7 |
1,655.1 |
S1 |
1,661.9 |
1,649.1 |
|