Trading Metrics calculated at close of trading on 20-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,649.5 |
1,651.4 |
1.9 |
0.1% |
1,664.8 |
High |
1,660.1 |
1,653.4 |
-6.7 |
-0.4% |
1,664.8 |
Low |
1,638.0 |
1,645.9 |
7.9 |
0.5% |
1,638.0 |
Close |
1,647.8 |
1,649.2 |
1.4 |
0.1% |
1,649.2 |
Range |
22.1 |
7.5 |
-14.6 |
-66.1% |
26.8 |
ATR |
24.6 |
23.4 |
-1.2 |
-5.0% |
0.0 |
Volume |
1,284 |
4,141 |
2,857 |
222.5% |
13,239 |
|
Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,672.0 |
1,668.1 |
1,653.3 |
|
R3 |
1,664.5 |
1,660.6 |
1,651.3 |
|
R2 |
1,657.0 |
1,657.0 |
1,650.6 |
|
R1 |
1,653.1 |
1,653.1 |
1,649.9 |
1,651.3 |
PP |
1,649.5 |
1,649.5 |
1,649.5 |
1,648.6 |
S1 |
1,645.6 |
1,645.6 |
1,648.5 |
1,643.8 |
S2 |
1,642.0 |
1,642.0 |
1,647.8 |
|
S3 |
1,634.5 |
1,638.1 |
1,647.1 |
|
S4 |
1,627.0 |
1,630.6 |
1,645.1 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,731.1 |
1,716.9 |
1,663.9 |
|
R3 |
1,704.3 |
1,690.1 |
1,656.6 |
|
R2 |
1,677.5 |
1,677.5 |
1,654.1 |
|
R1 |
1,663.3 |
1,663.3 |
1,651.7 |
1,657.0 |
PP |
1,650.7 |
1,650.7 |
1,650.7 |
1,647.5 |
S1 |
1,636.5 |
1,636.5 |
1,646.7 |
1,630.2 |
S2 |
1,623.9 |
1,623.9 |
1,644.3 |
|
S3 |
1,597.1 |
1,609.7 |
1,641.8 |
|
S4 |
1,570.3 |
1,582.9 |
1,634.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,664.8 |
1,638.0 |
26.8 |
1.6% |
16.0 |
1.0% |
42% |
False |
False |
2,647 |
10 |
1,687.4 |
1,638.0 |
49.4 |
3.0% |
18.7 |
1.1% |
23% |
False |
False |
2,988 |
20 |
1,704.5 |
1,620.0 |
84.5 |
5.1% |
21.1 |
1.3% |
35% |
False |
False |
2,795 |
40 |
1,800.9 |
1,620.0 |
180.9 |
11.0% |
25.0 |
1.5% |
16% |
False |
False |
2,447 |
60 |
1,800.9 |
1,620.0 |
180.9 |
11.0% |
24.3 |
1.5% |
16% |
False |
False |
2,229 |
80 |
1,800.9 |
1,535.0 |
265.9 |
16.1% |
24.2 |
1.5% |
43% |
False |
False |
2,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,685.3 |
2.618 |
1,673.0 |
1.618 |
1,665.5 |
1.000 |
1,660.9 |
0.618 |
1,658.0 |
HIGH |
1,653.4 |
0.618 |
1,650.5 |
0.500 |
1,649.7 |
0.382 |
1,648.8 |
LOW |
1,645.9 |
0.618 |
1,641.3 |
1.000 |
1,638.4 |
1.618 |
1,633.8 |
2.618 |
1,626.3 |
4.250 |
1,614.0 |
|
|
Fisher Pivots for day following 20-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,649.7 |
1,649.2 |
PP |
1,649.5 |
1,649.1 |
S1 |
1,649.4 |
1,649.1 |
|