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 |
1,645.1 |
1,648.7 |
3.6 |
0.2% |
1,664.8 |
High |
1,655.8 |
1,653.0 |
-2.8 |
-0.2% |
1,664.8 |
Low |
1,640.9 |
1,634.9 |
-6.0 |
-0.4% |
1,638.0 |
Close |
1,650.2 |
1,648.7 |
-1.5 |
-0.1% |
1,649.2 |
Range |
14.9 |
18.1 |
3.2 |
21.5% |
26.8 |
ATR |
22.6 |
22.2 |
-0.3 |
-1.4% |
0.0 |
Volume |
1,495 |
433 |
-1,062 |
-71.0% |
13,239 |
|
Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,699.8 |
1,692.4 |
1,658.7 |
|
R3 |
1,681.7 |
1,674.3 |
1,653.7 |
|
R2 |
1,663.6 |
1,663.6 |
1,652.0 |
|
R1 |
1,656.2 |
1,656.2 |
1,650.4 |
1,657.8 |
PP |
1,645.5 |
1,645.5 |
1,645.5 |
1,646.3 |
S1 |
1,638.1 |
1,638.1 |
1,647.0 |
1,639.7 |
S2 |
1,627.4 |
1,627.4 |
1,645.4 |
|
S3 |
1,609.3 |
1,620.0 |
1,643.7 |
|
S4 |
1,591.2 |
1,601.9 |
1,638.7 |
|
|
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 |
1,660.1 |
1,632.0 |
28.1 |
1.7% |
16.2 |
1.0% |
59% |
False |
False |
1,885 |
10 |
1,687.4 |
1,632.0 |
55.4 |
3.4% |
18.6 |
1.1% |
30% |
False |
False |
2,443 |
20 |
1,691.6 |
1,620.0 |
71.6 |
4.3% |
20.0 |
1.2% |
40% |
False |
False |
2,674 |
40 |
1,800.9 |
1,620.0 |
180.9 |
11.0% |
25.1 |
1.5% |
16% |
False |
False |
2,463 |
60 |
1,800.9 |
1,620.0 |
180.9 |
11.0% |
24.0 |
1.5% |
16% |
False |
False |
2,192 |
80 |
1,800.9 |
1,568.3 |
232.6 |
14.1% |
23.8 |
1.4% |
35% |
False |
False |
2,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,729.9 |
2.618 |
1,700.4 |
1.618 |
1,682.3 |
1.000 |
1,671.1 |
0.618 |
1,664.2 |
HIGH |
1,653.0 |
0.618 |
1,646.1 |
0.500 |
1,644.0 |
0.382 |
1,641.8 |
LOW |
1,634.9 |
0.618 |
1,623.7 |
1.000 |
1,616.8 |
1.618 |
1,605.6 |
2.618 |
1,587.5 |
4.250 |
1,558.0 |
|
|
Fisher Pivots for day following 25-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,647.1 |
1,647.1 |
PP |
1,645.5 |
1,645.5 |
S1 |
1,644.0 |
1,643.9 |
|