Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,476.0 |
1,461.8 |
-14.2 |
-1.0% |
1,429.1 |
High |
1,476.0 |
1,467.2 |
-8.8 |
-0.6% |
1,475.5 |
Low |
1,459.7 |
1,444.4 |
-15.3 |
-1.0% |
1,428.8 |
Close |
1,467.4 |
1,452.9 |
-14.5 |
-1.0% |
1,473.4 |
Range |
16.3 |
22.8 |
6.5 |
39.9% |
46.7 |
ATR |
18.0 |
18.3 |
0.4 |
2.0% |
0.0 |
Volume |
263 |
345 |
82 |
31.2% |
5,179 |
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,523.2 |
1,510.9 |
1,465.4 |
|
R3 |
1,500.4 |
1,488.1 |
1,459.2 |
|
R2 |
1,477.6 |
1,477.6 |
1,457.1 |
|
R1 |
1,465.3 |
1,465.3 |
1,455.0 |
1,460.1 |
PP |
1,454.8 |
1,454.8 |
1,454.8 |
1,452.2 |
S1 |
1,442.5 |
1,442.5 |
1,450.8 |
1,437.3 |
S2 |
1,432.0 |
1,432.0 |
1,448.7 |
|
S3 |
1,409.2 |
1,419.7 |
1,446.6 |
|
S4 |
1,386.4 |
1,396.9 |
1,440.4 |
|
|
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 |
1,444.4 |
31.6 |
2.2% |
15.2 |
1.0% |
27% |
False |
True |
619 |
10 |
1,476.0 |
1,412.0 |
64.0 |
4.4% |
17.5 |
1.2% |
64% |
False |
False |
6,587 |
20 |
1,476.0 |
1,386.8 |
89.2 |
6.1% |
17.1 |
1.2% |
74% |
False |
False |
70,936 |
40 |
1,476.0 |
1,361.3 |
114.7 |
7.9% |
18.2 |
1.3% |
80% |
False |
False |
101,307 |
60 |
1,476.0 |
1,309.1 |
166.9 |
11.5% |
18.8 |
1.3% |
86% |
False |
False |
98,727 |
80 |
1,476.0 |
1,309.1 |
166.9 |
11.5% |
18.3 |
1.3% |
86% |
False |
False |
76,993 |
100 |
1,476.0 |
1,309.1 |
166.9 |
11.5% |
18.8 |
1.3% |
86% |
False |
False |
62,563 |
120 |
1,476.0 |
1,309.1 |
166.9 |
11.5% |
19.7 |
1.4% |
86% |
False |
False |
52,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,564.1 |
2.618 |
1,526.9 |
1.618 |
1,504.1 |
1.000 |
1,490.0 |
0.618 |
1,481.3 |
HIGH |
1,467.2 |
0.618 |
1,458.5 |
0.500 |
1,455.8 |
0.382 |
1,453.1 |
LOW |
1,444.4 |
0.618 |
1,430.3 |
1.000 |
1,421.6 |
1.618 |
1,407.5 |
2.618 |
1,384.7 |
4.250 |
1,347.5 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,455.8 |
1,460.2 |
PP |
1,454.8 |
1,457.8 |
S1 |
1,453.9 |
1,455.3 |
|