Trading Metrics calculated at close of trading on 27-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,651.0 |
1,663.8 |
12.8 |
0.8% |
1,650.2 |
High |
1,668.0 |
1,674.2 |
6.2 |
0.4% |
1,674.2 |
Low |
1,651.0 |
1,658.1 |
7.1 |
0.4% |
1,632.0 |
Close |
1,667.1 |
1,671.5 |
4.4 |
0.3% |
1,671.5 |
Range |
17.0 |
16.1 |
-0.9 |
-5.3% |
42.2 |
ATR |
22.0 |
21.6 |
-0.4 |
-1.9% |
0.0 |
Volume |
971 |
1,948 |
977 |
100.6% |
6,922 |
|
Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,716.2 |
1,710.0 |
1,680.4 |
|
R3 |
1,700.1 |
1,693.9 |
1,675.9 |
|
R2 |
1,684.0 |
1,684.0 |
1,674.5 |
|
R1 |
1,677.8 |
1,677.8 |
1,673.0 |
1,680.9 |
PP |
1,667.9 |
1,667.9 |
1,667.9 |
1,669.5 |
S1 |
1,661.7 |
1,661.7 |
1,670.0 |
1,664.8 |
S2 |
1,651.8 |
1,651.8 |
1,668.5 |
|
S3 |
1,635.7 |
1,645.6 |
1,667.1 |
|
S4 |
1,619.6 |
1,629.5 |
1,662.6 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,785.8 |
1,770.9 |
1,694.7 |
|
R3 |
1,743.6 |
1,728.7 |
1,683.1 |
|
R2 |
1,701.4 |
1,701.4 |
1,679.2 |
|
R1 |
1,686.5 |
1,686.5 |
1,675.4 |
1,694.0 |
PP |
1,659.2 |
1,659.2 |
1,659.2 |
1,663.0 |
S1 |
1,644.3 |
1,644.3 |
1,667.6 |
1,651.8 |
S2 |
1,617.0 |
1,617.0 |
1,663.8 |
|
S3 |
1,574.8 |
1,602.1 |
1,659.9 |
|
S4 |
1,532.6 |
1,559.9 |
1,648.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,674.2 |
1,632.0 |
42.2 |
2.5% |
16.9 |
1.0% |
94% |
True |
False |
1,384 |
10 |
1,674.2 |
1,632.0 |
42.2 |
2.5% |
16.4 |
1.0% |
94% |
True |
False |
2,016 |
20 |
1,691.6 |
1,620.0 |
71.6 |
4.3% |
19.5 |
1.2% |
72% |
False |
False |
2,504 |
40 |
1,735.2 |
1,620.0 |
115.2 |
6.9% |
22.2 |
1.3% |
45% |
False |
False |
2,411 |
60 |
1,800.9 |
1,620.0 |
180.9 |
10.8% |
24.0 |
1.4% |
28% |
False |
False |
2,222 |
80 |
1,800.9 |
1,610.8 |
190.1 |
11.4% |
23.5 |
1.4% |
32% |
False |
False |
2,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,742.6 |
2.618 |
1,716.3 |
1.618 |
1,700.2 |
1.000 |
1,690.3 |
0.618 |
1,684.1 |
HIGH |
1,674.2 |
0.618 |
1,668.0 |
0.500 |
1,666.2 |
0.382 |
1,664.3 |
LOW |
1,658.1 |
0.618 |
1,648.2 |
1.000 |
1,642.0 |
1.618 |
1,632.1 |
2.618 |
1,616.0 |
4.250 |
1,589.7 |
|
|
Fisher Pivots for day following 27-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,669.7 |
1,665.9 |
PP |
1,667.9 |
1,660.2 |
S1 |
1,666.2 |
1,654.6 |
|