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 |
5,691.5 |
5,714.0 |
22.5 |
0.4% |
5,713.0 |
High |
5,737.0 |
5,754.5 |
17.5 |
0.3% |
5,754.5 |
Low |
5,655.0 |
5,671.0 |
16.0 |
0.3% |
5,593.0 |
Close |
5,730.5 |
5,746.5 |
16.0 |
0.3% |
5,746.5 |
Range |
82.0 |
83.5 |
1.5 |
1.8% |
161.5 |
ATR |
85.3 |
85.2 |
-0.1 |
-0.2% |
0.0 |
Volume |
92,197 |
96,324 |
4,127 |
4.5% |
459,894 |
|
Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,974.5 |
5,944.0 |
5,792.5 |
|
R3 |
5,891.0 |
5,860.5 |
5,769.5 |
|
R2 |
5,807.5 |
5,807.5 |
5,762.0 |
|
R1 |
5,777.0 |
5,777.0 |
5,754.0 |
5,792.0 |
PP |
5,724.0 |
5,724.0 |
5,724.0 |
5,731.5 |
S1 |
5,693.5 |
5,693.5 |
5,739.0 |
5,709.0 |
S2 |
5,640.5 |
5,640.5 |
5,731.0 |
|
S3 |
5,557.0 |
5,610.0 |
5,723.5 |
|
S4 |
5,473.5 |
5,526.5 |
5,700.5 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,182.5 |
6,126.0 |
5,835.5 |
|
R3 |
6,021.0 |
5,964.5 |
5,791.0 |
|
R2 |
5,859.5 |
5,859.5 |
5,776.0 |
|
R1 |
5,803.0 |
5,803.0 |
5,761.5 |
5,831.0 |
PP |
5,698.0 |
5,698.0 |
5,698.0 |
5,712.0 |
S1 |
5,641.5 |
5,641.5 |
5,731.5 |
5,670.0 |
S2 |
5,536.5 |
5,536.5 |
5,717.0 |
|
S3 |
5,375.0 |
5,480.0 |
5,702.0 |
|
S4 |
5,213.5 |
5,318.5 |
5,657.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,754.5 |
5,593.0 |
161.5 |
2.8% |
80.5 |
1.4% |
95% |
True |
False |
91,978 |
10 |
5,754.5 |
5,575.5 |
179.0 |
3.1% |
81.0 |
1.4% |
96% |
True |
False |
99,145 |
20 |
5,860.0 |
5,490.0 |
370.0 |
6.4% |
95.0 |
1.7% |
69% |
False |
False |
113,330 |
40 |
5,948.5 |
5,490.0 |
458.5 |
8.0% |
81.5 |
1.4% |
56% |
False |
False |
93,357 |
60 |
5,948.5 |
5,490.0 |
458.5 |
8.0% |
67.5 |
1.2% |
56% |
False |
False |
62,264 |
80 |
5,948.5 |
5,490.0 |
458.5 |
8.0% |
57.5 |
1.0% |
56% |
False |
False |
46,704 |
100 |
5,948.5 |
5,277.5 |
671.0 |
11.7% |
48.0 |
0.8% |
70% |
False |
False |
37,382 |
120 |
5,948.5 |
5,070.5 |
878.0 |
15.3% |
41.5 |
0.7% |
77% |
False |
False |
31,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,109.5 |
2.618 |
5,973.0 |
1.618 |
5,889.5 |
1.000 |
5,838.0 |
0.618 |
5,806.0 |
HIGH |
5,754.5 |
0.618 |
5,722.5 |
0.500 |
5,713.0 |
0.382 |
5,703.0 |
LOW |
5,671.0 |
0.618 |
5,619.5 |
1.000 |
5,587.5 |
1.618 |
5,536.0 |
2.618 |
5,452.5 |
4.250 |
5,316.0 |
|
|
Fisher Pivots for day following 27-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
5,735.0 |
5,732.5 |
PP |
5,724.0 |
5,718.5 |
S1 |
5,713.0 |
5,705.0 |
|