Trading Metrics calculated at close of trading on 13-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,461.8 |
1,455.0 |
-6.8 |
-0.5% |
1,429.1 |
High |
1,467.2 |
1,462.0 |
-5.2 |
-0.4% |
1,475.5 |
Low |
1,444.4 |
1,454.0 |
9.6 |
0.7% |
1,428.8 |
Close |
1,452.9 |
1,454.9 |
2.0 |
0.1% |
1,473.4 |
Range |
22.8 |
8.0 |
-14.8 |
-64.9% |
46.7 |
ATR |
18.3 |
17.7 |
-0.7 |
-3.6% |
0.0 |
Volume |
345 |
197 |
-148 |
-42.9% |
5,179 |
|
Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,481.0 |
1,475.9 |
1,459.3 |
|
R3 |
1,473.0 |
1,467.9 |
1,457.1 |
|
R2 |
1,465.0 |
1,465.0 |
1,456.4 |
|
R1 |
1,459.9 |
1,459.9 |
1,455.6 |
1,458.5 |
PP |
1,457.0 |
1,457.0 |
1,457.0 |
1,456.2 |
S1 |
1,451.9 |
1,451.9 |
1,454.2 |
1,450.5 |
S2 |
1,449.0 |
1,449.0 |
1,453.4 |
|
S3 |
1,441.0 |
1,443.9 |
1,452.7 |
|
S4 |
1,433.0 |
1,435.9 |
1,450.5 |
|
|
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% |
14.7 |
1.0% |
33% |
False |
False |
478 |
10 |
1,476.0 |
1,413.0 |
63.0 |
4.3% |
16.4 |
1.1% |
67% |
False |
False |
1,953 |
20 |
1,476.0 |
1,386.8 |
89.2 |
6.1% |
16.8 |
1.2% |
76% |
False |
False |
63,941 |
40 |
1,476.0 |
1,368.3 |
107.7 |
7.4% |
18.0 |
1.2% |
80% |
False |
False |
98,801 |
60 |
1,476.0 |
1,309.1 |
166.9 |
11.5% |
18.6 |
1.3% |
87% |
False |
False |
98,379 |
80 |
1,476.0 |
1,309.1 |
166.9 |
11.5% |
18.2 |
1.3% |
87% |
False |
False |
76,867 |
100 |
1,476.0 |
1,309.1 |
166.9 |
11.5% |
18.6 |
1.3% |
87% |
False |
False |
62,538 |
120 |
1,476.0 |
1,309.1 |
166.9 |
11.5% |
19.5 |
1.3% |
87% |
False |
False |
52,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,496.0 |
2.618 |
1,482.9 |
1.618 |
1,474.9 |
1.000 |
1,470.0 |
0.618 |
1,466.9 |
HIGH |
1,462.0 |
0.618 |
1,458.9 |
0.500 |
1,458.0 |
0.382 |
1,457.1 |
LOW |
1,454.0 |
0.618 |
1,449.1 |
1.000 |
1,446.0 |
1.618 |
1,441.1 |
2.618 |
1,433.1 |
4.250 |
1,420.0 |
|
|
Fisher Pivots for day following 13-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,458.0 |
1,460.2 |
PP |
1,457.0 |
1,458.4 |
S1 |
1,455.9 |
1,456.7 |
|