Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,486.3 |
1,493.3 |
7.0 |
0.5% |
1,476.0 |
High |
1,497.3 |
1,499.5 |
2.2 |
0.1% |
1,487.5 |
Low |
1,477.5 |
1,489.0 |
11.5 |
0.8% |
1,444.4 |
Close |
1,492.3 |
1,494.5 |
2.2 |
0.1% |
1,485.3 |
Range |
19.8 |
10.5 |
-9.3 |
-47.0% |
43.1 |
ATR |
18.0 |
17.5 |
-0.5 |
-3.0% |
0.0 |
Volume |
644 |
168 |
-476 |
-73.9% |
1,633 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,525.8 |
1,520.7 |
1,500.3 |
|
R3 |
1,515.3 |
1,510.2 |
1,497.4 |
|
R2 |
1,504.8 |
1,504.8 |
1,496.4 |
|
R1 |
1,499.7 |
1,499.7 |
1,495.5 |
1,502.3 |
PP |
1,494.3 |
1,494.3 |
1,494.3 |
1,495.6 |
S1 |
1,489.2 |
1,489.2 |
1,493.5 |
1,491.8 |
S2 |
1,483.8 |
1,483.8 |
1,492.6 |
|
S3 |
1,473.3 |
1,478.7 |
1,491.6 |
|
S4 |
1,462.8 |
1,468.2 |
1,488.7 |
|
|
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 |
1,499.5 |
1,452.7 |
46.8 |
3.1% |
15.2 |
1.0% |
89% |
True |
False |
367 |
10 |
1,499.5 |
1,444.4 |
55.1 |
3.7% |
15.2 |
1.0% |
91% |
True |
False |
493 |
20 |
1,499.5 |
1,410.1 |
89.4 |
6.0% |
17.0 |
1.1% |
94% |
True |
False |
41,213 |
40 |
1,499.5 |
1,380.7 |
118.8 |
7.9% |
18.3 |
1.2% |
96% |
True |
False |
90,832 |
60 |
1,499.5 |
1,309.1 |
190.4 |
12.7% |
18.5 |
1.2% |
97% |
True |
False |
96,416 |
80 |
1,499.5 |
1,309.1 |
190.4 |
12.7% |
18.5 |
1.2% |
97% |
True |
False |
76,792 |
100 |
1,499.5 |
1,309.1 |
190.4 |
12.7% |
18.6 |
1.2% |
97% |
True |
False |
62,336 |
120 |
1,499.5 |
1,309.1 |
190.4 |
12.7% |
19.5 |
1.3% |
97% |
True |
False |
52,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,544.1 |
2.618 |
1,527.0 |
1.618 |
1,516.5 |
1.000 |
1,510.0 |
0.618 |
1,506.0 |
HIGH |
1,499.5 |
0.618 |
1,495.5 |
0.500 |
1,494.3 |
0.382 |
1,493.0 |
LOW |
1,489.0 |
0.618 |
1,482.5 |
1.000 |
1,478.5 |
1.618 |
1,472.0 |
2.618 |
1,461.5 |
4.250 |
1,444.4 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,494.4 |
1,491.8 |
PP |
1,494.3 |
1,489.1 |
S1 |
1,494.3 |
1,486.4 |
|