Trading Metrics calculated at close of trading on 11-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,459.8 |
1,476.3 |
16.5 |
1.1% |
1,430.0 |
High |
1,476.4 |
1,478.0 |
1.6 |
0.1% |
1,476.4 |
Low |
1,457.7 |
1,460.2 |
2.5 |
0.2% |
1,429.1 |
Close |
1,474.1 |
1,468.1 |
-6.0 |
-0.4% |
1,474.1 |
Range |
18.7 |
17.8 |
-0.9 |
-4.8% |
47.3 |
ATR |
18.5 |
18.4 |
0.0 |
-0.3% |
0.0 |
Volume |
112,008 |
104,543 |
-7,465 |
-6.7% |
566,876 |
|
Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,522.2 |
1,512.9 |
1,477.9 |
|
R3 |
1,504.4 |
1,495.1 |
1,473.0 |
|
R2 |
1,486.6 |
1,486.6 |
1,471.4 |
|
R1 |
1,477.3 |
1,477.3 |
1,469.7 |
1,473.1 |
PP |
1,468.8 |
1,468.8 |
1,468.8 |
1,466.6 |
S1 |
1,459.5 |
1,459.5 |
1,466.5 |
1,455.3 |
S2 |
1,451.0 |
1,451.0 |
1,464.8 |
|
S3 |
1,433.2 |
1,441.7 |
1,463.2 |
|
S4 |
1,415.4 |
1,423.9 |
1,458.3 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,601.8 |
1,585.2 |
1,500.1 |
|
R3 |
1,554.5 |
1,537.9 |
1,487.1 |
|
R2 |
1,507.2 |
1,507.2 |
1,482.8 |
|
R1 |
1,490.6 |
1,490.6 |
1,478.4 |
1,498.9 |
PP |
1,459.9 |
1,459.9 |
1,459.9 |
1,464.0 |
S1 |
1,443.3 |
1,443.3 |
1,469.8 |
1,451.6 |
S2 |
1,412.6 |
1,412.6 |
1,465.4 |
|
S3 |
1,365.3 |
1,396.0 |
1,461.1 |
|
S4 |
1,318.0 |
1,348.7 |
1,448.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,478.0 |
1,431.0 |
47.0 |
3.2% |
17.6 |
1.2% |
79% |
True |
False |
118,574 |
10 |
1,478.0 |
1,412.1 |
65.9 |
4.5% |
17.4 |
1.2% |
85% |
True |
False |
122,438 |
20 |
1,478.0 |
1,382.4 |
95.6 |
6.5% |
18.9 |
1.3% |
90% |
True |
False |
78,601 |
40 |
1,478.0 |
1,356.0 |
122.0 |
8.3% |
18.0 |
1.2% |
92% |
True |
False |
44,482 |
60 |
1,478.0 |
1,310.9 |
167.1 |
11.4% |
18.5 |
1.3% |
94% |
True |
False |
31,139 |
80 |
1,478.0 |
1,310.9 |
167.1 |
11.4% |
18.0 |
1.2% |
94% |
True |
False |
23,930 |
100 |
1,478.0 |
1,310.9 |
167.1 |
11.4% |
18.3 |
1.2% |
94% |
True |
False |
19,711 |
120 |
1,478.0 |
1,310.9 |
167.1 |
11.4% |
19.3 |
1.3% |
94% |
True |
False |
16,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,553.7 |
2.618 |
1,524.6 |
1.618 |
1,506.8 |
1.000 |
1,495.8 |
0.618 |
1,489.0 |
HIGH |
1,478.0 |
0.618 |
1,471.2 |
0.500 |
1,469.1 |
0.382 |
1,467.0 |
LOW |
1,460.2 |
0.618 |
1,449.2 |
1.000 |
1,442.4 |
1.618 |
1,431.4 |
2.618 |
1,413.6 |
4.250 |
1,384.6 |
|
|
Fisher Pivots for day following 11-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,469.1 |
1,467.4 |
PP |
1,468.8 |
1,466.6 |
S1 |
1,468.4 |
1,465.9 |
|