Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,513.3 |
1,501.5 |
-11.8 |
-0.8% |
1,486.3 |
High |
1,518.0 |
1,506.3 |
-11.7 |
-0.8% |
1,508.3 |
Low |
1,502.8 |
1,495.0 |
-7.8 |
-0.5% |
1,477.5 |
Close |
1,508.6 |
1,503.0 |
-5.6 |
-0.4% |
1,503.2 |
Range |
15.2 |
11.3 |
-3.9 |
-25.7% |
30.8 |
ATR |
16.5 |
16.3 |
-0.2 |
-1.2% |
0.0 |
Volume |
233 |
223 |
-10 |
-4.3% |
1,435 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,535.3 |
1,530.5 |
1,509.2 |
|
R3 |
1,524.0 |
1,519.2 |
1,506.1 |
|
R2 |
1,512.7 |
1,512.7 |
1,505.1 |
|
R1 |
1,507.9 |
1,507.9 |
1,504.0 |
1,510.3 |
PP |
1,501.4 |
1,501.4 |
1,501.4 |
1,502.7 |
S1 |
1,496.6 |
1,496.6 |
1,502.0 |
1,499.0 |
S2 |
1,490.1 |
1,490.1 |
1,500.9 |
|
S3 |
1,478.8 |
1,485.3 |
1,499.9 |
|
S4 |
1,467.5 |
1,474.0 |
1,496.8 |
|
|
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 |
1,489.0 |
29.0 |
1.9% |
11.0 |
0.7% |
48% |
False |
False |
249 |
10 |
1,518.0 |
1,444.4 |
73.6 |
4.9% |
14.3 |
1.0% |
80% |
False |
False |
326 |
20 |
1,518.0 |
1,411.0 |
107.0 |
7.1% |
15.4 |
1.0% |
86% |
False |
False |
9,736 |
40 |
1,518.0 |
1,380.7 |
137.3 |
9.1% |
17.6 |
1.2% |
89% |
False |
False |
77,539 |
60 |
1,518.0 |
1,323.6 |
194.4 |
12.9% |
17.3 |
1.2% |
92% |
False |
False |
89,617 |
80 |
1,518.0 |
1,309.1 |
208.9 |
13.9% |
18.3 |
1.2% |
93% |
False |
False |
76,626 |
100 |
1,518.0 |
1,309.1 |
208.9 |
13.9% |
18.2 |
1.2% |
93% |
False |
False |
62,060 |
120 |
1,518.0 |
1,309.1 |
208.9 |
13.9% |
19.4 |
1.3% |
93% |
False |
False |
52,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,554.3 |
2.618 |
1,535.9 |
1.618 |
1,524.6 |
1.000 |
1,517.6 |
0.618 |
1,513.3 |
HIGH |
1,506.3 |
0.618 |
1,502.0 |
0.500 |
1,500.7 |
0.382 |
1,499.3 |
LOW |
1,495.0 |
0.618 |
1,488.0 |
1.000 |
1,483.7 |
1.618 |
1,476.7 |
2.618 |
1,465.4 |
4.250 |
1,447.0 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,502.2 |
1,506.5 |
PP |
1,501.4 |
1,505.3 |
S1 |
1,500.7 |
1,504.2 |
|