Trading Metrics calculated at close of trading on 15-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,458.1 |
1,476.6 |
18.5 |
1.3% |
1,476.3 |
High |
1,475.9 |
1,489.1 |
13.2 |
0.9% |
1,489.1 |
Low |
1,453.2 |
1,472.2 |
19.0 |
1.3% |
1,445.0 |
Close |
1,472.4 |
1,486.0 |
13.6 |
0.9% |
1,486.0 |
Range |
22.7 |
16.9 |
-5.8 |
-25.6% |
44.1 |
ATR |
18.6 |
18.5 |
-0.1 |
-0.6% |
0.0 |
Volume |
148,358 |
132,075 |
-16,283 |
-11.0% |
665,647 |
|
Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,533.1 |
1,526.5 |
1,495.3 |
|
R3 |
1,516.2 |
1,509.6 |
1,490.6 |
|
R2 |
1,499.3 |
1,499.3 |
1,489.1 |
|
R1 |
1,492.7 |
1,492.7 |
1,487.5 |
1,496.0 |
PP |
1,482.4 |
1,482.4 |
1,482.4 |
1,484.1 |
S1 |
1,475.8 |
1,475.8 |
1,484.5 |
1,479.1 |
S2 |
1,465.5 |
1,465.5 |
1,482.9 |
|
S3 |
1,448.6 |
1,458.9 |
1,481.4 |
|
S4 |
1,431.7 |
1,442.0 |
1,476.7 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,605.7 |
1,589.9 |
1,510.3 |
|
R3 |
1,561.6 |
1,545.8 |
1,498.1 |
|
R2 |
1,517.5 |
1,517.5 |
1,494.1 |
|
R1 |
1,501.7 |
1,501.7 |
1,490.0 |
1,509.6 |
PP |
1,473.4 |
1,473.4 |
1,473.4 |
1,477.3 |
S1 |
1,457.6 |
1,457.6 |
1,482.0 |
1,465.5 |
S2 |
1,429.3 |
1,429.3 |
1,477.9 |
|
S3 |
1,385.2 |
1,413.5 |
1,473.9 |
|
S4 |
1,341.1 |
1,369.4 |
1,461.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,489.1 |
1,445.0 |
44.1 |
3.0% |
18.5 |
1.2% |
93% |
True |
False |
133,129 |
10 |
1,489.1 |
1,429.1 |
60.0 |
4.0% |
17.4 |
1.2% |
95% |
True |
False |
123,252 |
20 |
1,489.1 |
1,411.5 |
77.6 |
5.2% |
17.6 |
1.2% |
96% |
True |
False |
103,848 |
40 |
1,489.1 |
1,382.4 |
106.7 |
7.2% |
18.6 |
1.3% |
97% |
True |
False |
58,285 |
60 |
1,489.1 |
1,310.9 |
178.2 |
12.0% |
18.5 |
1.2% |
98% |
True |
False |
40,207 |
80 |
1,489.1 |
1,310.9 |
178.2 |
12.0% |
18.2 |
1.2% |
98% |
True |
False |
30,816 |
100 |
1,489.1 |
1,310.9 |
178.2 |
12.0% |
18.4 |
1.2% |
98% |
True |
False |
25,251 |
120 |
1,489.1 |
1,310.9 |
178.2 |
12.0% |
19.3 |
1.3% |
98% |
True |
False |
21,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,560.9 |
2.618 |
1,533.3 |
1.618 |
1,516.4 |
1.000 |
1,506.0 |
0.618 |
1,499.5 |
HIGH |
1,489.1 |
0.618 |
1,482.6 |
0.500 |
1,480.7 |
0.382 |
1,478.7 |
LOW |
1,472.2 |
0.618 |
1,461.8 |
1.000 |
1,455.3 |
1.618 |
1,444.9 |
2.618 |
1,428.0 |
4.250 |
1,400.4 |
|
|
Fisher Pivots for day following 15-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,484.2 |
1,480.9 |
PP |
1,482.4 |
1,475.7 |
S1 |
1,480.7 |
1,470.6 |
|