Trading Metrics calculated at close of trading on 14-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,455.0 |
1,456.8 |
1.8 |
0.1% |
1,429.1 |
High |
1,462.0 |
1,476.0 |
14.0 |
1.0% |
1,475.5 |
Low |
1,454.0 |
1,452.7 |
-1.3 |
-0.1% |
1,428.8 |
Close |
1,454.9 |
1,471.7 |
16.8 |
1.2% |
1,473.4 |
Range |
8.0 |
23.3 |
15.3 |
191.3% |
46.7 |
ATR |
17.7 |
18.1 |
0.4 |
2.3% |
0.0 |
Volume |
197 |
535 |
338 |
171.6% |
5,179 |
|
Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,536.7 |
1,527.5 |
1,484.5 |
|
R3 |
1,513.4 |
1,504.2 |
1,478.1 |
|
R2 |
1,490.1 |
1,490.1 |
1,476.0 |
|
R1 |
1,480.9 |
1,480.9 |
1,473.8 |
1,485.5 |
PP |
1,466.8 |
1,466.8 |
1,466.8 |
1,469.1 |
S1 |
1,457.6 |
1,457.6 |
1,469.6 |
1,462.2 |
S2 |
1,443.5 |
1,443.5 |
1,467.4 |
|
S3 |
1,420.2 |
1,434.3 |
1,465.3 |
|
S4 |
1,396.9 |
1,411.0 |
1,458.9 |
|
|
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 |
2.1% |
17.7 |
1.2% |
86% |
True |
False |
549 |
10 |
1,476.0 |
1,413.0 |
63.0 |
4.3% |
16.8 |
1.1% |
93% |
True |
False |
1,183 |
20 |
1,476.0 |
1,402.2 |
73.8 |
5.0% |
17.1 |
1.2% |
94% |
True |
False |
58,758 |
40 |
1,476.0 |
1,374.6 |
101.4 |
6.9% |
18.2 |
1.2% |
96% |
True |
False |
95,694 |
60 |
1,476.0 |
1,309.1 |
166.9 |
11.3% |
18.8 |
1.3% |
97% |
True |
False |
97,999 |
80 |
1,476.0 |
1,309.1 |
166.9 |
11.3% |
18.4 |
1.2% |
97% |
True |
False |
76,851 |
100 |
1,476.0 |
1,309.1 |
166.9 |
11.3% |
18.7 |
1.3% |
97% |
True |
False |
62,455 |
120 |
1,476.0 |
1,309.1 |
166.9 |
11.3% |
19.6 |
1.3% |
97% |
True |
False |
52,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,575.0 |
2.618 |
1,537.0 |
1.618 |
1,513.7 |
1.000 |
1,499.3 |
0.618 |
1,490.4 |
HIGH |
1,476.0 |
0.618 |
1,467.1 |
0.500 |
1,464.4 |
0.382 |
1,461.6 |
LOW |
1,452.7 |
0.618 |
1,438.3 |
1.000 |
1,429.4 |
1.618 |
1,415.0 |
2.618 |
1,391.7 |
4.250 |
1,353.7 |
|
|
Fisher Pivots for day following 14-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,469.3 |
1,467.9 |
PP |
1,466.8 |
1,464.0 |
S1 |
1,464.4 |
1,460.2 |
|