Trading Metrics calculated at close of trading on 20-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,493.3 |
1,494.0 |
0.7 |
0.0% |
1,476.0 |
High |
1,499.5 |
1,505.3 |
5.8 |
0.4% |
1,487.5 |
Low |
1,489.0 |
1,494.0 |
5.0 |
0.3% |
1,444.4 |
Close |
1,494.5 |
1,498.3 |
3.8 |
0.3% |
1,485.3 |
Range |
10.5 |
11.3 |
0.8 |
7.6% |
43.1 |
ATR |
17.5 |
17.1 |
-0.4 |
-2.5% |
0.0 |
Volume |
168 |
386 |
218 |
129.8% |
1,633 |
|
Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,533.1 |
1,527.0 |
1,504.5 |
|
R3 |
1,521.8 |
1,515.7 |
1,501.4 |
|
R2 |
1,510.5 |
1,510.5 |
1,500.4 |
|
R1 |
1,504.4 |
1,504.4 |
1,499.3 |
1,507.5 |
PP |
1,499.2 |
1,499.2 |
1,499.2 |
1,500.7 |
S1 |
1,493.1 |
1,493.1 |
1,497.3 |
1,496.2 |
S2 |
1,487.9 |
1,487.9 |
1,496.2 |
|
S3 |
1,476.6 |
1,481.8 |
1,495.2 |
|
S4 |
1,465.3 |
1,470.5 |
1,492.1 |
|
|
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 |
1,505.3 |
1,452.7 |
52.6 |
3.5% |
15.8 |
1.1% |
87% |
True |
False |
405 |
10 |
1,505.3 |
1,444.4 |
60.9 |
4.1% |
15.3 |
1.0% |
89% |
True |
False |
441 |
20 |
1,505.3 |
1,410.1 |
95.2 |
6.4% |
16.8 |
1.1% |
93% |
True |
False |
35,233 |
40 |
1,505.3 |
1,380.7 |
124.6 |
8.3% |
18.0 |
1.2% |
94% |
True |
False |
87,407 |
60 |
1,505.3 |
1,309.1 |
196.2 |
13.1% |
18.4 |
1.2% |
96% |
True |
False |
95,330 |
80 |
1,505.3 |
1,309.1 |
196.2 |
13.1% |
18.5 |
1.2% |
96% |
True |
False |
76,776 |
100 |
1,505.3 |
1,309.1 |
196.2 |
13.1% |
18.5 |
1.2% |
96% |
True |
False |
62,296 |
120 |
1,505.3 |
1,309.1 |
196.2 |
13.1% |
19.5 |
1.3% |
96% |
True |
False |
52,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,553.3 |
2.618 |
1,534.9 |
1.618 |
1,523.6 |
1.000 |
1,516.6 |
0.618 |
1,512.3 |
HIGH |
1,505.3 |
0.618 |
1,501.0 |
0.500 |
1,499.7 |
0.382 |
1,498.3 |
LOW |
1,494.0 |
0.618 |
1,487.0 |
1.000 |
1,482.7 |
1.618 |
1,475.7 |
2.618 |
1,464.4 |
4.250 |
1,446.0 |
|
|
Fisher Pivots for day following 20-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,499.7 |
1,496.0 |
PP |
1,499.2 |
1,493.7 |
S1 |
1,498.8 |
1,491.4 |
|