Trading Metrics calculated at close of trading on 15-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,456.8 |
1,477.6 |
20.8 |
1.4% |
1,476.0 |
High |
1,476.0 |
1,487.5 |
11.5 |
0.8% |
1,487.5 |
Low |
1,452.7 |
1,473.2 |
20.5 |
1.4% |
1,444.4 |
Close |
1,471.7 |
1,485.3 |
13.6 |
0.9% |
1,485.3 |
Range |
23.3 |
14.3 |
-9.0 |
-38.6% |
43.1 |
ATR |
18.1 |
17.9 |
-0.2 |
-0.9% |
0.0 |
Volume |
535 |
293 |
-242 |
-45.2% |
1,633 |
|
Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,524.9 |
1,519.4 |
1,493.2 |
|
R3 |
1,510.6 |
1,505.1 |
1,489.2 |
|
R2 |
1,496.3 |
1,496.3 |
1,487.9 |
|
R1 |
1,490.8 |
1,490.8 |
1,486.6 |
1,493.6 |
PP |
1,482.0 |
1,482.0 |
1,482.0 |
1,483.4 |
S1 |
1,476.5 |
1,476.5 |
1,484.0 |
1,479.3 |
S2 |
1,467.7 |
1,467.7 |
1,482.7 |
|
S3 |
1,453.4 |
1,462.2 |
1,481.4 |
|
S4 |
1,439.1 |
1,447.9 |
1,477.4 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,601.7 |
1,586.6 |
1,509.0 |
|
R3 |
1,558.6 |
1,543.5 |
1,497.2 |
|
R2 |
1,515.5 |
1,515.5 |
1,493.2 |
|
R1 |
1,500.4 |
1,500.4 |
1,489.3 |
1,508.0 |
PP |
1,472.4 |
1,472.4 |
1,472.4 |
1,476.2 |
S1 |
1,457.3 |
1,457.3 |
1,481.3 |
1,464.9 |
S2 |
1,429.3 |
1,429.3 |
1,477.4 |
|
S3 |
1,386.2 |
1,414.2 |
1,473.4 |
|
S4 |
1,343.1 |
1,371.1 |
1,461.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,487.5 |
1,444.4 |
43.1 |
2.9% |
16.9 |
1.1% |
95% |
True |
False |
326 |
10 |
1,487.5 |
1,428.8 |
58.7 |
4.0% |
15.9 |
1.1% |
96% |
True |
False |
681 |
20 |
1,487.5 |
1,410.1 |
77.4 |
5.2% |
16.7 |
1.1% |
97% |
True |
False |
52,429 |
40 |
1,487.5 |
1,380.7 |
106.8 |
7.2% |
18.3 |
1.2% |
98% |
True |
False |
93,454 |
60 |
1,487.5 |
1,309.1 |
178.4 |
12.0% |
18.5 |
1.2% |
99% |
True |
False |
97,619 |
80 |
1,487.5 |
1,309.1 |
178.4 |
12.0% |
18.4 |
1.2% |
99% |
True |
False |
76,818 |
100 |
1,487.5 |
1,309.1 |
178.4 |
12.0% |
18.6 |
1.3% |
99% |
True |
False |
62,443 |
120 |
1,487.5 |
1,309.1 |
178.4 |
12.0% |
19.6 |
1.3% |
99% |
True |
False |
52,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,548.3 |
2.618 |
1,524.9 |
1.618 |
1,510.6 |
1.000 |
1,501.8 |
0.618 |
1,496.3 |
HIGH |
1,487.5 |
0.618 |
1,482.0 |
0.500 |
1,480.4 |
0.382 |
1,478.7 |
LOW |
1,473.2 |
0.618 |
1,464.4 |
1.000 |
1,458.9 |
1.618 |
1,450.1 |
2.618 |
1,435.8 |
4.250 |
1,412.4 |
|
|
Fisher Pivots for day following 15-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,483.7 |
1,480.2 |
PP |
1,482.0 |
1,475.2 |
S1 |
1,480.4 |
1,470.1 |
|