Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,477.6 |
1,486.3 |
8.7 |
0.6% |
1,476.0 |
High |
1,487.5 |
1,497.3 |
9.8 |
0.7% |
1,487.5 |
Low |
1,473.2 |
1,477.5 |
4.3 |
0.3% |
1,444.4 |
Close |
1,485.3 |
1,492.3 |
7.0 |
0.5% |
1,485.3 |
Range |
14.3 |
19.8 |
5.5 |
38.5% |
43.1 |
ATR |
17.9 |
18.0 |
0.1 |
0.8% |
0.0 |
Volume |
293 |
644 |
351 |
119.8% |
1,633 |
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,548.4 |
1,540.2 |
1,503.2 |
|
R3 |
1,528.6 |
1,520.4 |
1,497.7 |
|
R2 |
1,508.8 |
1,508.8 |
1,495.9 |
|
R1 |
1,500.6 |
1,500.6 |
1,494.1 |
1,504.7 |
PP |
1,489.0 |
1,489.0 |
1,489.0 |
1,491.1 |
S1 |
1,480.8 |
1,480.8 |
1,490.5 |
1,484.9 |
S2 |
1,469.2 |
1,469.2 |
1,488.7 |
|
S3 |
1,449.4 |
1,461.0 |
1,486.9 |
|
S4 |
1,429.6 |
1,441.2 |
1,481.4 |
|
|
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 |
1,497.3 |
1,444.4 |
52.9 |
3.5% |
17.6 |
1.2% |
91% |
True |
False |
402 |
10 |
1,497.3 |
1,430.3 |
67.0 |
4.5% |
16.9 |
1.1% |
93% |
True |
False |
677 |
20 |
1,497.3 |
1,410.1 |
87.2 |
5.8% |
17.1 |
1.1% |
94% |
True |
False |
46,656 |
40 |
1,497.3 |
1,380.7 |
116.6 |
7.8% |
18.6 |
1.2% |
96% |
True |
False |
90,828 |
60 |
1,497.3 |
1,309.1 |
188.2 |
12.6% |
18.7 |
1.3% |
97% |
True |
False |
96,826 |
80 |
1,497.3 |
1,309.1 |
188.2 |
12.6% |
18.6 |
1.2% |
97% |
True |
False |
76,808 |
100 |
1,497.3 |
1,309.1 |
188.2 |
12.6% |
18.6 |
1.2% |
97% |
True |
False |
62,423 |
120 |
1,497.3 |
1,309.1 |
188.2 |
12.6% |
19.6 |
1.3% |
97% |
True |
False |
52,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,581.5 |
2.618 |
1,549.1 |
1.618 |
1,529.3 |
1.000 |
1,517.1 |
0.618 |
1,509.5 |
HIGH |
1,497.3 |
0.618 |
1,489.7 |
0.500 |
1,487.4 |
0.382 |
1,485.1 |
LOW |
1,477.5 |
0.618 |
1,465.3 |
1.000 |
1,457.7 |
1.618 |
1,445.5 |
2.618 |
1,425.7 |
4.250 |
1,393.4 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,490.7 |
1,486.5 |
PP |
1,489.0 |
1,480.8 |
S1 |
1,487.4 |
1,475.0 |
|