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 |
13,090.11 |
13,204.70 |
114.59 |
0.9% |
13,028.20 |
High |
13,227.82 |
13,266.68 |
38.86 |
0.3% |
13,266.68 |
Low |
13,075.96 |
13,192.21 |
116.25 |
0.9% |
12,845.58 |
Close |
13,204.62 |
13,228.31 |
23.69 |
0.2% |
13,228.31 |
Range |
151.86 |
74.47 |
-77.39 |
-51.0% |
421.10 |
ATR |
135.65 |
131.28 |
-4.37 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,452.48 |
13,414.86 |
13,269.27 |
|
R3 |
13,378.01 |
13,340.39 |
13,248.79 |
|
R2 |
13,303.54 |
13,303.54 |
13,241.96 |
|
R1 |
13,265.92 |
13,265.92 |
13,235.14 |
13,284.73 |
PP |
13,229.07 |
13,229.07 |
13,229.07 |
13,238.47 |
S1 |
13,191.45 |
13,191.45 |
13,221.48 |
13,210.26 |
S2 |
13,154.60 |
13,154.60 |
13,214.66 |
|
S3 |
13,080.13 |
13,116.98 |
13,207.83 |
|
S4 |
13,005.66 |
13,042.51 |
13,187.35 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,376.82 |
14,223.67 |
13,459.92 |
|
R3 |
13,955.72 |
13,802.57 |
13,344.11 |
|
R2 |
13,534.62 |
13,534.62 |
13,305.51 |
|
R1 |
13,381.47 |
13,381.47 |
13,266.91 |
13,458.05 |
PP |
13,113.52 |
13,113.52 |
13,113.52 |
13,151.81 |
S1 |
12,960.37 |
12,960.37 |
13,189.71 |
13,036.95 |
S2 |
12,692.42 |
12,692.42 |
13,151.11 |
|
S3 |
12,271.32 |
12,539.27 |
13,112.51 |
|
S4 |
11,850.22 |
12,118.17 |
12,996.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,266.68 |
12,845.58 |
421.10 |
3.2% |
128.97 |
1.0% |
91% |
True |
False |
|
10 |
13,266.68 |
12,845.58 |
421.10 |
3.2% |
137.91 |
1.0% |
91% |
True |
False |
|
20 |
13,297.11 |
12,710.56 |
586.55 |
4.4% |
140.45 |
1.1% |
88% |
False |
False |
|
40 |
13,297.11 |
12,710.56 |
586.55 |
4.4% |
122.44 |
0.9% |
88% |
False |
False |
|
60 |
13,297.11 |
12,676.05 |
621.06 |
4.7% |
114.85 |
0.9% |
89% |
False |
False |
|
80 |
13,297.11 |
12,283.90 |
1,013.21 |
7.7% |
115.66 |
0.9% |
93% |
False |
False |
|
100 |
13,297.11 |
11,735.19 |
1,561.92 |
11.8% |
126.96 |
1.0% |
96% |
False |
False |
|
120 |
13,297.11 |
11,231.56 |
2,065.55 |
15.6% |
142.12 |
1.1% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,583.18 |
2.618 |
13,461.64 |
1.618 |
13,387.17 |
1.000 |
13,341.15 |
0.618 |
13,312.70 |
HIGH |
13,266.68 |
0.618 |
13,238.23 |
0.500 |
13,229.45 |
0.382 |
13,220.66 |
LOW |
13,192.21 |
0.618 |
13,146.19 |
1.000 |
13,117.74 |
1.618 |
13,071.72 |
2.618 |
12,997.25 |
4.250 |
12,875.71 |
|
|
Fisher Pivots for day following 27-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
13,229.45 |
13,195.59 |
PP |
13,229.07 |
13,162.86 |
S1 |
13,228.69 |
13,130.14 |
|