Trading Metrics calculated at close of trading on 23-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
12,964.48 |
13,028.20 |
63.72 |
0.5% |
12,850.88 |
High |
13,082.54 |
13,028.20 |
-54.34 |
-0.4% |
13,131.36 |
Low |
12,964.25 |
12,845.58 |
-118.67 |
-0.9% |
12,850.80 |
Close |
13,029.26 |
12,927.17 |
-102.09 |
-0.8% |
13,029.26 |
Range |
118.29 |
182.62 |
64.33 |
54.4% |
280.56 |
ATR |
133.48 |
137.07 |
3.59 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,481.51 |
13,386.96 |
13,027.61 |
|
R3 |
13,298.89 |
13,204.34 |
12,977.39 |
|
R2 |
13,116.27 |
13,116.27 |
12,960.65 |
|
R1 |
13,021.72 |
13,021.72 |
12,943.91 |
12,977.69 |
PP |
12,933.65 |
12,933.65 |
12,933.65 |
12,911.63 |
S1 |
12,839.10 |
12,839.10 |
12,910.43 |
12,795.07 |
S2 |
12,751.03 |
12,751.03 |
12,893.69 |
|
S3 |
12,568.41 |
12,656.48 |
12,876.95 |
|
S4 |
12,385.79 |
12,473.86 |
12,826.73 |
|
|
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 |
13,131.36 |
12,845.58 |
285.78 |
2.2% |
156.19 |
1.2% |
29% |
False |
True |
|
10 |
13,131.36 |
12,710.56 |
420.80 |
3.3% |
158.56 |
1.2% |
51% |
False |
False |
|
20 |
13,297.11 |
12,710.56 |
586.55 |
4.5% |
142.06 |
1.1% |
37% |
False |
False |
|
40 |
13,297.11 |
12,710.56 |
586.55 |
4.5% |
121.62 |
0.9% |
37% |
False |
False |
|
60 |
13,297.11 |
12,529.41 |
767.70 |
5.9% |
116.11 |
0.9% |
52% |
False |
False |
|
80 |
13,297.11 |
12,140.17 |
1,156.94 |
8.9% |
117.82 |
0.9% |
68% |
False |
False |
|
100 |
13,297.11 |
11,517.04 |
1,780.07 |
13.8% |
130.55 |
1.0% |
79% |
False |
False |
|
120 |
13,297.11 |
11,231.56 |
2,065.55 |
16.0% |
146.98 |
1.1% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,804.34 |
2.618 |
13,506.30 |
1.618 |
13,323.68 |
1.000 |
13,210.82 |
0.618 |
13,141.06 |
HIGH |
13,028.20 |
0.618 |
12,958.44 |
0.500 |
12,936.89 |
0.382 |
12,915.34 |
LOW |
12,845.58 |
0.618 |
12,732.72 |
1.000 |
12,662.96 |
1.618 |
12,550.10 |
2.618 |
12,367.48 |
4.250 |
12,069.45 |
|
|
Fisher Pivots for day following 23-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
12,936.89 |
12,964.06 |
PP |
12,933.65 |
12,951.76 |
S1 |
12,930.41 |
12,939.47 |
|