Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,476.3 |
1,465.2 |
-11.1 |
-0.8% |
1,430.0 |
High |
1,478.0 |
1,468.5 |
-9.5 |
-0.6% |
1,476.4 |
Low |
1,460.2 |
1,445.0 |
-15.2 |
-1.0% |
1,429.1 |
Close |
1,468.1 |
1,453.6 |
-14.5 |
-1.0% |
1,474.1 |
Range |
17.8 |
23.5 |
5.7 |
32.0% |
47.3 |
ATR |
18.4 |
18.8 |
0.4 |
2.0% |
0.0 |
Volume |
104,543 |
172,709 |
68,166 |
65.2% |
566,876 |
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,526.2 |
1,513.4 |
1,466.5 |
|
R3 |
1,502.7 |
1,489.9 |
1,460.1 |
|
R2 |
1,479.2 |
1,479.2 |
1,457.9 |
|
R1 |
1,466.4 |
1,466.4 |
1,455.8 |
1,461.1 |
PP |
1,455.7 |
1,455.7 |
1,455.7 |
1,453.0 |
S1 |
1,442.9 |
1,442.9 |
1,451.4 |
1,437.6 |
S2 |
1,432.2 |
1,432.2 |
1,449.3 |
|
S3 |
1,408.7 |
1,419.4 |
1,447.1 |
|
S4 |
1,385.2 |
1,395.9 |
1,440.7 |
|
|
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 |
1,445.0 |
33.0 |
2.3% |
16.8 |
1.2% |
26% |
False |
True |
122,156 |
10 |
1,478.0 |
1,413.1 |
64.9 |
4.5% |
18.5 |
1.3% |
62% |
False |
False |
127,307 |
20 |
1,478.0 |
1,388.4 |
89.6 |
6.2% |
17.7 |
1.2% |
73% |
False |
False |
85,955 |
40 |
1,478.0 |
1,363.1 |
114.9 |
7.9% |
18.3 |
1.3% |
79% |
False |
False |
48,709 |
60 |
1,478.0 |
1,310.9 |
167.1 |
11.5% |
18.6 |
1.3% |
85% |
False |
False |
33,927 |
80 |
1,478.0 |
1,310.9 |
167.1 |
11.5% |
18.0 |
1.2% |
85% |
False |
False |
26,033 |
100 |
1,478.0 |
1,310.9 |
167.1 |
11.5% |
18.4 |
1.3% |
85% |
False |
False |
21,422 |
120 |
1,478.0 |
1,310.9 |
167.1 |
11.5% |
19.4 |
1.3% |
85% |
False |
False |
18,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,568.4 |
2.618 |
1,530.0 |
1.618 |
1,506.5 |
1.000 |
1,492.0 |
0.618 |
1,483.0 |
HIGH |
1,468.5 |
0.618 |
1,459.5 |
0.500 |
1,456.8 |
0.382 |
1,454.0 |
LOW |
1,445.0 |
0.618 |
1,430.5 |
1.000 |
1,421.5 |
1.618 |
1,407.0 |
2.618 |
1,383.5 |
4.250 |
1,345.1 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,456.8 |
1,461.5 |
PP |
1,455.7 |
1,458.9 |
S1 |
1,454.7 |
1,456.2 |
|