Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,503.7 |
1,513.3 |
9.6 |
0.6% |
1,486.3 |
High |
1,508.3 |
1,518.0 |
9.7 |
0.6% |
1,508.3 |
Low |
1,501.7 |
1,502.8 |
1.1 |
0.1% |
1,477.5 |
Close |
1,503.2 |
1,508.6 |
5.4 |
0.4% |
1,503.2 |
Range |
6.6 |
15.2 |
8.6 |
130.3% |
30.8 |
ATR |
16.6 |
16.5 |
-0.1 |
-0.6% |
0.0 |
Volume |
237 |
233 |
-4 |
-1.7% |
1,435 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,555.4 |
1,547.2 |
1,517.0 |
|
R3 |
1,540.2 |
1,532.0 |
1,512.8 |
|
R2 |
1,525.0 |
1,525.0 |
1,511.4 |
|
R1 |
1,516.8 |
1,516.8 |
1,510.0 |
1,513.3 |
PP |
1,509.8 |
1,509.8 |
1,509.8 |
1,508.1 |
S1 |
1,501.6 |
1,501.6 |
1,507.2 |
1,498.1 |
S2 |
1,494.6 |
1,494.6 |
1,505.8 |
|
S3 |
1,479.4 |
1,486.4 |
1,504.4 |
|
S4 |
1,464.2 |
1,471.2 |
1,500.2 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,588.7 |
1,576.8 |
1,520.1 |
|
R3 |
1,557.9 |
1,546.0 |
1,511.7 |
|
R2 |
1,527.1 |
1,527.1 |
1,508.8 |
|
R1 |
1,515.2 |
1,515.2 |
1,506.0 |
1,521.2 |
PP |
1,496.3 |
1,496.3 |
1,496.3 |
1,499.3 |
S1 |
1,484.4 |
1,484.4 |
1,500.4 |
1,490.4 |
S2 |
1,465.5 |
1,465.5 |
1,497.6 |
|
S3 |
1,434.7 |
1,453.6 |
1,494.7 |
|
S4 |
1,403.9 |
1,422.8 |
1,486.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,518.0 |
1,477.5 |
40.5 |
2.7% |
12.7 |
0.8% |
77% |
True |
False |
333 |
10 |
1,518.0 |
1,444.4 |
73.6 |
4.9% |
14.8 |
1.0% |
87% |
True |
False |
330 |
20 |
1,518.0 |
1,410.1 |
107.9 |
7.2% |
15.8 |
1.0% |
91% |
True |
False |
17,941 |
40 |
1,518.0 |
1,380.7 |
137.3 |
9.1% |
17.6 |
1.2% |
93% |
True |
False |
80,213 |
60 |
1,518.0 |
1,309.1 |
208.9 |
13.8% |
17.8 |
1.2% |
96% |
True |
False |
92,709 |
80 |
1,518.0 |
1,309.1 |
208.9 |
13.8% |
18.3 |
1.2% |
96% |
True |
False |
76,664 |
100 |
1,518.0 |
1,309.1 |
208.9 |
13.8% |
18.3 |
1.2% |
96% |
True |
False |
62,095 |
120 |
1,518.0 |
1,309.1 |
208.9 |
13.8% |
19.3 |
1.3% |
96% |
True |
False |
52,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,582.6 |
2.618 |
1,557.8 |
1.618 |
1,542.6 |
1.000 |
1,533.2 |
0.618 |
1,527.4 |
HIGH |
1,518.0 |
0.618 |
1,512.2 |
0.500 |
1,510.4 |
0.382 |
1,508.6 |
LOW |
1,502.8 |
0.618 |
1,493.4 |
1.000 |
1,487.6 |
1.618 |
1,478.2 |
2.618 |
1,463.0 |
4.250 |
1,438.2 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,510.4 |
1,507.7 |
PP |
1,509.8 |
1,506.9 |
S1 |
1,509.2 |
1,506.0 |
|