Trading Metrics calculated at close of trading on 30-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,660.0 |
1,667.1 |
7.1 |
0.4% |
1,644.0 |
High |
1,670.1 |
1,669.1 |
-1.0 |
-0.1% |
1,670.1 |
Low |
1,653.7 |
1,647.9 |
-5.8 |
-0.4% |
1,626.4 |
Close |
1,667.2 |
1,666.5 |
-0.7 |
0.0% |
1,667.2 |
Range |
16.4 |
21.2 |
4.8 |
29.3% |
43.7 |
ATR |
21.8 |
21.8 |
0.0 |
-0.2% |
0.0 |
Volume |
5,178 |
4,471 |
-707 |
-13.7% |
27,347 |
|
Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,724.8 |
1,716.8 |
1,678.2 |
|
R3 |
1,703.6 |
1,695.6 |
1,672.3 |
|
R2 |
1,682.4 |
1,682.4 |
1,670.4 |
|
R1 |
1,674.4 |
1,674.4 |
1,668.4 |
1,667.8 |
PP |
1,661.2 |
1,661.2 |
1,661.2 |
1,657.9 |
S1 |
1,653.2 |
1,653.2 |
1,664.6 |
1,646.6 |
S2 |
1,640.0 |
1,640.0 |
1,662.6 |
|
S3 |
1,618.8 |
1,632.0 |
1,660.7 |
|
S4 |
1,597.6 |
1,610.8 |
1,654.8 |
|
|
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 |
1,628.0 |
42.1 |
2.5% |
17.9 |
1.1% |
91% |
False |
False |
6,071 |
10 |
1,670.1 |
1,626.4 |
43.7 |
2.6% |
17.5 |
1.1% |
92% |
False |
False |
4,117 |
20 |
1,687.1 |
1,616.3 |
70.8 |
4.2% |
20.2 |
1.2% |
71% |
False |
False |
5,138 |
40 |
1,721.7 |
1,616.3 |
105.4 |
6.3% |
22.4 |
1.3% |
48% |
False |
False |
4,822 |
60 |
1,797.7 |
1,616.3 |
181.4 |
10.9% |
23.1 |
1.4% |
28% |
False |
False |
3,965 |
80 |
1,797.7 |
1,608.0 |
189.7 |
11.4% |
22.0 |
1.3% |
31% |
False |
False |
3,306 |
100 |
1,797.7 |
1,537.0 |
260.7 |
15.6% |
22.3 |
1.3% |
50% |
False |
False |
2,737 |
120 |
1,807.2 |
1,537.0 |
270.2 |
16.2% |
22.1 |
1.3% |
48% |
False |
False |
2,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,759.2 |
2.618 |
1,724.6 |
1.618 |
1,703.4 |
1.000 |
1,690.3 |
0.618 |
1,682.2 |
HIGH |
1,669.1 |
0.618 |
1,661.0 |
0.500 |
1,658.5 |
0.382 |
1,656.0 |
LOW |
1,647.9 |
0.618 |
1,634.8 |
1.000 |
1,626.7 |
1.618 |
1,613.6 |
2.618 |
1,592.4 |
4.250 |
1,557.8 |
|
|
Fisher Pivots for day following 30-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,663.8 |
1,663.9 |
PP |
1,661.2 |
1,661.3 |
S1 |
1,658.5 |
1,658.8 |
|