Trading Metrics calculated at close of trading on 11-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,457.6 |
1,476.0 |
18.4 |
1.3% |
1,429.1 |
High |
1,475.5 |
1,476.0 |
0.5 |
0.0% |
1,475.5 |
Low |
1,457.5 |
1,459.7 |
2.2 |
0.2% |
1,428.8 |
Close |
1,473.4 |
1,467.4 |
-6.0 |
-0.4% |
1,473.4 |
Range |
18.0 |
16.3 |
-1.7 |
-9.4% |
46.7 |
ATR |
18.1 |
18.0 |
-0.1 |
-0.7% |
0.0 |
Volume |
1,407 |
263 |
-1,144 |
-81.3% |
5,179 |
|
Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,516.6 |
1,508.3 |
1,476.4 |
|
R3 |
1,500.3 |
1,492.0 |
1,471.9 |
|
R2 |
1,484.0 |
1,484.0 |
1,470.4 |
|
R1 |
1,475.7 |
1,475.7 |
1,468.9 |
1,471.7 |
PP |
1,467.7 |
1,467.7 |
1,467.7 |
1,465.7 |
S1 |
1,459.4 |
1,459.4 |
1,465.9 |
1,455.4 |
S2 |
1,451.4 |
1,451.4 |
1,464.4 |
|
S3 |
1,435.1 |
1,443.1 |
1,462.9 |
|
S4 |
1,418.8 |
1,426.8 |
1,458.4 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,599.3 |
1,583.1 |
1,499.1 |
|
R3 |
1,552.6 |
1,536.4 |
1,486.2 |
|
R2 |
1,505.9 |
1,505.9 |
1,482.0 |
|
R1 |
1,489.7 |
1,489.7 |
1,477.7 |
1,497.8 |
PP |
1,459.2 |
1,459.2 |
1,459.2 |
1,463.3 |
S1 |
1,443.0 |
1,443.0 |
1,469.1 |
1,451.1 |
S2 |
1,412.5 |
1,412.5 |
1,464.8 |
|
S3 |
1,365.8 |
1,396.3 |
1,460.6 |
|
S4 |
1,319.1 |
1,349.6 |
1,447.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,476.0 |
1,430.3 |
45.7 |
3.1% |
16.1 |
1.1% |
81% |
True |
False |
951 |
10 |
1,476.0 |
1,411.0 |
65.0 |
4.4% |
16.4 |
1.1% |
87% |
True |
False |
19,147 |
20 |
1,476.0 |
1,380.7 |
95.3 |
6.5% |
18.4 |
1.3% |
91% |
True |
False |
82,302 |
40 |
1,476.0 |
1,354.4 |
121.6 |
8.3% |
18.0 |
1.2% |
93% |
True |
False |
103,528 |
60 |
1,476.0 |
1,309.1 |
166.9 |
11.4% |
18.8 |
1.3% |
95% |
True |
False |
99,350 |
80 |
1,476.0 |
1,309.1 |
166.9 |
11.4% |
18.3 |
1.2% |
95% |
True |
False |
77,122 |
100 |
1,476.0 |
1,309.1 |
166.9 |
11.4% |
18.7 |
1.3% |
95% |
True |
False |
62,588 |
120 |
1,476.0 |
1,309.1 |
166.9 |
11.4% |
19.6 |
1.3% |
95% |
True |
False |
52,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,545.3 |
2.618 |
1,518.7 |
1.618 |
1,502.4 |
1.000 |
1,492.3 |
0.618 |
1,486.1 |
HIGH |
1,476.0 |
0.618 |
1,469.8 |
0.500 |
1,467.9 |
0.382 |
1,465.9 |
LOW |
1,459.7 |
0.618 |
1,449.6 |
1.000 |
1,443.4 |
1.618 |
1,433.3 |
2.618 |
1,417.0 |
4.250 |
1,390.4 |
|
|
Fisher Pivots for day following 11-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,467.9 |
1,466.6 |
PP |
1,467.7 |
1,465.8 |
S1 |
1,467.6 |
1,465.0 |
|