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 |
1,357.75 |
1,365.00 |
7.25 |
0.5% |
1,358.00 |
High |
1,364.25 |
1,381.00 |
16.75 |
1.2% |
1,383.00 |
Low |
1,354.50 |
1,364.50 |
10.00 |
0.7% |
1,354.00 |
Close |
1,363.75 |
1,380.75 |
17.00 |
1.2% |
1,369.00 |
Range |
9.75 |
16.50 |
6.75 |
69.2% |
29.00 |
ATR |
16.29 |
16.36 |
0.07 |
0.4% |
0.00 |
Volume |
2,607 |
4,802 |
2,195 |
84.2% |
5,357 |
|
Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.00 |
1,419.25 |
1,389.75 |
|
R3 |
1,408.50 |
1,402.75 |
1,385.25 |
|
R2 |
1,392.00 |
1,392.00 |
1,383.75 |
|
R1 |
1,386.25 |
1,386.25 |
1,382.25 |
1,389.00 |
PP |
1,375.50 |
1,375.50 |
1,375.50 |
1,376.75 |
S1 |
1,369.75 |
1,369.75 |
1,379.25 |
1,372.50 |
S2 |
1,359.00 |
1,359.00 |
1,377.75 |
|
S3 |
1,342.50 |
1,353.25 |
1,376.25 |
|
S4 |
1,326.00 |
1,336.75 |
1,371.75 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,455.75 |
1,441.25 |
1,385.00 |
|
R3 |
1,426.75 |
1,412.25 |
1,377.00 |
|
R2 |
1,397.75 |
1,397.75 |
1,374.25 |
|
R1 |
1,383.25 |
1,383.25 |
1,371.75 |
1,390.50 |
PP |
1,368.75 |
1,368.75 |
1,368.75 |
1,372.25 |
S1 |
1,354.25 |
1,354.25 |
1,366.25 |
1,361.50 |
S2 |
1,339.75 |
1,339.75 |
1,363.75 |
|
S3 |
1,310.75 |
1,325.25 |
1,361.00 |
|
S4 |
1,281.75 |
1,296.25 |
1,353.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,383.00 |
1,348.00 |
35.00 |
2.5% |
16.00 |
1.2% |
94% |
False |
False |
2,142 |
10 |
1,383.00 |
1,348.00 |
35.00 |
2.5% |
17.75 |
1.3% |
94% |
False |
False |
1,698 |
20 |
1,411.50 |
1,346.25 |
65.25 |
4.7% |
17.00 |
1.2% |
53% |
False |
False |
1,546 |
40 |
1,413.50 |
1,327.75 |
85.75 |
6.2% |
14.50 |
1.1% |
62% |
False |
False |
1,112 |
60 |
1,413.50 |
1,306.00 |
107.50 |
7.8% |
12.75 |
0.9% |
70% |
False |
False |
750 |
80 |
1,413.50 |
1,256.25 |
157.25 |
11.4% |
11.25 |
0.8% |
79% |
False |
False |
567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,451.00 |
2.618 |
1,424.25 |
1.618 |
1,407.75 |
1.000 |
1,397.50 |
0.618 |
1,391.25 |
HIGH |
1,381.00 |
0.618 |
1,374.75 |
0.500 |
1,372.75 |
0.382 |
1,370.75 |
LOW |
1,364.50 |
0.618 |
1,354.25 |
1.000 |
1,348.00 |
1.618 |
1,337.75 |
2.618 |
1,321.25 |
4.250 |
1,294.50 |
|
|
Fisher Pivots for day following 25-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,378.00 |
1,375.25 |
PP |
1,375.50 |
1,370.00 |
S1 |
1,372.75 |
1,364.50 |
|