Trading Metrics calculated at close of trading on 30-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
5,714.0 |
5,742.0 |
28.0 |
0.5% |
5,713.0 |
High |
5,754.5 |
5,760.5 |
6.0 |
0.1% |
5,754.5 |
Low |
5,671.0 |
5,689.0 |
18.0 |
0.3% |
5,593.0 |
Close |
5,746.5 |
5,718.0 |
-28.5 |
-0.5% |
5,746.5 |
Range |
83.5 |
71.5 |
-12.0 |
-14.4% |
161.5 |
ATR |
85.2 |
84.2 |
-1.0 |
-1.1% |
0.0 |
Volume |
96,324 |
94,410 |
-1,914 |
-2.0% |
459,894 |
|
Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,937.0 |
5,899.0 |
5,757.5 |
|
R3 |
5,865.5 |
5,827.5 |
5,737.5 |
|
R2 |
5,794.0 |
5,794.0 |
5,731.0 |
|
R1 |
5,756.0 |
5,756.0 |
5,724.5 |
5,739.0 |
PP |
5,722.5 |
5,722.5 |
5,722.5 |
5,714.0 |
S1 |
5,684.5 |
5,684.5 |
5,711.5 |
5,668.0 |
S2 |
5,651.0 |
5,651.0 |
5,705.0 |
|
S3 |
5,579.5 |
5,613.0 |
5,698.5 |
|
S4 |
5,508.0 |
5,541.5 |
5,678.5 |
|
|
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 |
5,760.5 |
5,614.5 |
146.0 |
2.6% |
69.5 |
1.2% |
71% |
True |
False |
88,882 |
10 |
5,760.5 |
5,593.0 |
167.5 |
2.9% |
80.0 |
1.4% |
75% |
True |
False |
98,323 |
20 |
5,860.0 |
5,490.0 |
370.0 |
6.5% |
94.0 |
1.6% |
62% |
False |
False |
111,289 |
40 |
5,948.5 |
5,490.0 |
458.5 |
8.0% |
81.0 |
1.4% |
50% |
False |
False |
95,681 |
60 |
5,948.5 |
5,490.0 |
458.5 |
8.0% |
68.5 |
1.2% |
50% |
False |
False |
63,838 |
80 |
5,948.5 |
5,490.0 |
458.5 |
8.0% |
58.5 |
1.0% |
50% |
False |
False |
47,885 |
100 |
5,948.5 |
5,277.5 |
671.0 |
11.7% |
49.0 |
0.9% |
66% |
False |
False |
38,326 |
120 |
5,948.5 |
5,070.5 |
878.0 |
15.4% |
42.0 |
0.7% |
74% |
False |
False |
31,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,064.5 |
2.618 |
5,947.5 |
1.618 |
5,876.0 |
1.000 |
5,832.0 |
0.618 |
5,804.5 |
HIGH |
5,760.5 |
0.618 |
5,733.0 |
0.500 |
5,725.0 |
0.382 |
5,716.5 |
LOW |
5,689.0 |
0.618 |
5,645.0 |
1.000 |
5,617.5 |
1.618 |
5,573.5 |
2.618 |
5,502.0 |
4.250 |
5,385.0 |
|
|
Fisher Pivots for day following 30-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
5,725.0 |
5,714.5 |
PP |
5,722.5 |
5,711.0 |
S1 |
5,720.0 |
5,708.0 |
|