Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,494.0 |
1,503.7 |
9.7 |
0.6% |
1,476.0 |
High |
1,505.3 |
1,508.3 |
3.0 |
0.2% |
1,487.5 |
Low |
1,494.0 |
1,501.7 |
7.7 |
0.5% |
1,444.4 |
Close |
1,498.3 |
1,503.2 |
4.9 |
0.3% |
1,485.3 |
Range |
11.3 |
6.6 |
-4.7 |
-41.6% |
43.1 |
ATR |
17.1 |
16.6 |
-0.5 |
-3.0% |
0.0 |
Volume |
386 |
237 |
-149 |
-38.6% |
1,633 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,524.2 |
1,520.3 |
1,506.8 |
|
R3 |
1,517.6 |
1,513.7 |
1,505.0 |
|
R2 |
1,511.0 |
1,511.0 |
1,504.4 |
|
R1 |
1,507.1 |
1,507.1 |
1,503.8 |
1,505.8 |
PP |
1,504.4 |
1,504.4 |
1,504.4 |
1,503.7 |
S1 |
1,500.5 |
1,500.5 |
1,502.6 |
1,499.2 |
S2 |
1,497.8 |
1,497.8 |
1,502.0 |
|
S3 |
1,491.2 |
1,493.9 |
1,501.4 |
|
S4 |
1,484.6 |
1,487.3 |
1,499.6 |
|
|
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 |
1,508.3 |
1,473.2 |
35.1 |
2.3% |
12.5 |
0.8% |
85% |
True |
False |
345 |
10 |
1,508.3 |
1,444.4 |
63.9 |
4.3% |
15.1 |
1.0% |
92% |
True |
False |
447 |
20 |
1,508.3 |
1,410.1 |
98.2 |
6.5% |
15.9 |
1.1% |
95% |
True |
False |
26,577 |
40 |
1,508.3 |
1,380.7 |
127.6 |
8.5% |
17.5 |
1.2% |
96% |
True |
False |
83,015 |
60 |
1,508.3 |
1,309.1 |
199.2 |
13.3% |
18.2 |
1.2% |
97% |
True |
False |
94,129 |
80 |
1,508.3 |
1,309.1 |
199.2 |
13.3% |
18.2 |
1.2% |
97% |
True |
False |
76,762 |
100 |
1,508.3 |
1,309.1 |
199.2 |
13.3% |
18.4 |
1.2% |
97% |
True |
False |
62,185 |
120 |
1,508.3 |
1,309.1 |
199.2 |
13.3% |
19.3 |
1.3% |
97% |
True |
False |
52,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,536.4 |
2.618 |
1,525.6 |
1.618 |
1,519.0 |
1.000 |
1,514.9 |
0.618 |
1,512.4 |
HIGH |
1,508.3 |
0.618 |
1,505.8 |
0.500 |
1,505.0 |
0.382 |
1,504.2 |
LOW |
1,501.7 |
0.618 |
1,497.6 |
1.000 |
1,495.1 |
1.618 |
1,491.0 |
2.618 |
1,484.4 |
4.250 |
1,473.7 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,505.0 |
1,501.7 |
PP |
1,504.4 |
1,500.2 |
S1 |
1,503.8 |
1,498.7 |
|