Trading Metrics calculated at close of trading on 26-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,365.00 |
1,380.00 |
15.00 |
1.1% |
1,358.00 |
High |
1,381.00 |
1,391.75 |
10.75 |
0.8% |
1,383.00 |
Low |
1,364.50 |
1,375.00 |
10.50 |
0.8% |
1,354.00 |
Close |
1,380.75 |
1,390.50 |
9.75 |
0.7% |
1,369.00 |
Range |
16.50 |
16.75 |
0.25 |
1.5% |
29.00 |
ATR |
16.36 |
16.39 |
0.03 |
0.2% |
0.00 |
Volume |
4,802 |
2,590 |
-2,212 |
-46.1% |
5,357 |
|
Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.00 |
1,430.00 |
1,399.75 |
|
R3 |
1,419.25 |
1,413.25 |
1,395.00 |
|
R2 |
1,402.50 |
1,402.50 |
1,393.50 |
|
R1 |
1,396.50 |
1,396.50 |
1,392.00 |
1,399.50 |
PP |
1,385.75 |
1,385.75 |
1,385.75 |
1,387.25 |
S1 |
1,379.75 |
1,379.75 |
1,389.00 |
1,382.75 |
S2 |
1,369.00 |
1,369.00 |
1,387.50 |
|
S3 |
1,352.25 |
1,363.00 |
1,386.00 |
|
S4 |
1,335.50 |
1,346.25 |
1,381.25 |
|
|
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 |
1,391.75 |
1,348.00 |
43.75 |
3.1% |
14.75 |
1.1% |
97% |
True |
False |
2,424 |
10 |
1,391.75 |
1,348.00 |
43.75 |
3.1% |
17.25 |
1.2% |
97% |
True |
False |
1,698 |
20 |
1,411.50 |
1,346.25 |
65.25 |
4.7% |
17.00 |
1.2% |
68% |
False |
False |
1,439 |
40 |
1,413.50 |
1,327.75 |
85.75 |
6.2% |
14.75 |
1.1% |
73% |
False |
False |
1,176 |
60 |
1,413.50 |
1,308.75 |
104.75 |
7.5% |
12.75 |
0.9% |
78% |
False |
False |
792 |
80 |
1,413.50 |
1,256.25 |
157.25 |
11.3% |
11.25 |
0.8% |
85% |
False |
False |
599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,463.00 |
2.618 |
1,435.50 |
1.618 |
1,418.75 |
1.000 |
1,408.50 |
0.618 |
1,402.00 |
HIGH |
1,391.75 |
0.618 |
1,385.25 |
0.500 |
1,383.50 |
0.382 |
1,381.50 |
LOW |
1,375.00 |
0.618 |
1,364.75 |
1.000 |
1,358.25 |
1.618 |
1,348.00 |
2.618 |
1,331.25 |
4.250 |
1,303.75 |
|
|
Fisher Pivots for day following 26-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,388.00 |
1,384.75 |
PP |
1,385.75 |
1,379.00 |
S1 |
1,383.50 |
1,373.00 |
|