Trading Metrics calculated at close of trading on 24-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
13,028.20 |
12,927.77 |
-100.43 |
-0.8% |
12,850.88 |
High |
13,028.20 |
13,050.30 |
22.10 |
0.2% |
13,131.36 |
Low |
12,845.58 |
12,926.49 |
80.91 |
0.6% |
12,850.80 |
Close |
12,927.17 |
13,001.56 |
74.39 |
0.6% |
13,029.26 |
Range |
182.62 |
123.81 |
-58.81 |
-32.2% |
280.56 |
ATR |
137.07 |
136.12 |
-0.95 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,364.21 |
13,306.70 |
13,069.66 |
|
R3 |
13,240.40 |
13,182.89 |
13,035.61 |
|
R2 |
13,116.59 |
13,116.59 |
13,024.26 |
|
R1 |
13,059.08 |
13,059.08 |
13,012.91 |
13,087.84 |
PP |
12,992.78 |
12,992.78 |
12,992.78 |
13,007.16 |
S1 |
12,935.27 |
12,935.27 |
12,990.21 |
12,964.03 |
S2 |
12,868.97 |
12,868.97 |
12,978.86 |
|
S3 |
12,745.16 |
12,811.46 |
12,967.51 |
|
S4 |
12,621.35 |
12,687.65 |
12,933.46 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,845.49 |
13,717.93 |
13,183.57 |
|
R3 |
13,564.93 |
13,437.37 |
13,106.41 |
|
R2 |
13,284.37 |
13,284.37 |
13,080.70 |
|
R1 |
13,156.81 |
13,156.81 |
13,054.98 |
13,220.59 |
PP |
13,003.81 |
13,003.81 |
13,003.81 |
13,035.70 |
S1 |
12,876.25 |
12,876.25 |
13,003.54 |
12,940.03 |
S2 |
12,723.25 |
12,723.25 |
12,977.82 |
|
S3 |
12,442.69 |
12,595.69 |
12,952.11 |
|
S4 |
12,162.13 |
12,315.13 |
12,874.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,114.56 |
12,845.58 |
268.98 |
2.1% |
139.03 |
1.1% |
58% |
False |
False |
|
10 |
13,131.36 |
12,716.92 |
414.44 |
3.2% |
149.03 |
1.1% |
69% |
False |
False |
|
20 |
13,297.11 |
12,710.56 |
586.55 |
4.5% |
140.18 |
1.1% |
50% |
False |
False |
|
40 |
13,297.11 |
12,710.56 |
586.55 |
4.5% |
121.09 |
0.9% |
50% |
False |
False |
|
60 |
13,297.11 |
12,529.41 |
767.70 |
5.9% |
116.45 |
0.9% |
62% |
False |
False |
|
80 |
13,297.11 |
12,152.09 |
1,145.02 |
8.8% |
117.38 |
0.9% |
74% |
False |
False |
|
100 |
13,297.11 |
11,559.27 |
1,737.84 |
13.4% |
130.72 |
1.0% |
83% |
False |
False |
|
120 |
13,297.11 |
11,231.56 |
2,065.55 |
15.9% |
145.73 |
1.1% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,576.49 |
2.618 |
13,374.43 |
1.618 |
13,250.62 |
1.000 |
13,174.11 |
0.618 |
13,126.81 |
HIGH |
13,050.30 |
0.618 |
13,003.00 |
0.500 |
12,988.40 |
0.382 |
12,973.79 |
LOW |
12,926.49 |
0.618 |
12,849.98 |
1.000 |
12,802.68 |
1.618 |
12,726.17 |
2.618 |
12,602.36 |
4.250 |
12,400.30 |
|
|
Fisher Pivots for day following 24-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
12,997.17 |
12,989.06 |
PP |
12,992.78 |
12,976.56 |
S1 |
12,988.40 |
12,964.06 |
|