Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,476.6 |
1,488.0 |
11.4 |
0.8% |
1,476.3 |
High |
1,489.1 |
1,498.6 |
9.5 |
0.6% |
1,489.1 |
Low |
1,472.2 |
1,477.8 |
5.6 |
0.4% |
1,445.0 |
Close |
1,486.0 |
1,492.9 |
6.9 |
0.5% |
1,486.0 |
Range |
16.9 |
20.8 |
3.9 |
23.1% |
44.1 |
ATR |
18.5 |
18.6 |
0.2 |
0.9% |
0.0 |
Volume |
132,075 |
188,701 |
56,626 |
42.9% |
665,647 |
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,552.2 |
1,543.3 |
1,504.3 |
|
R3 |
1,531.4 |
1,522.5 |
1,498.6 |
|
R2 |
1,510.6 |
1,510.6 |
1,496.7 |
|
R1 |
1,501.7 |
1,501.7 |
1,494.8 |
1,506.2 |
PP |
1,489.8 |
1,489.8 |
1,489.8 |
1,492.0 |
S1 |
1,480.9 |
1,480.9 |
1,491.0 |
1,485.4 |
S2 |
1,469.0 |
1,469.0 |
1,489.1 |
|
S3 |
1,448.2 |
1,460.1 |
1,487.2 |
|
S4 |
1,427.4 |
1,439.3 |
1,481.5 |
|
|
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 |
1,498.6 |
1,445.0 |
53.6 |
3.6% |
19.1 |
1.3% |
89% |
True |
False |
149,961 |
10 |
1,498.6 |
1,431.0 |
67.6 |
4.5% |
18.4 |
1.2% |
92% |
True |
False |
134,267 |
20 |
1,498.6 |
1,411.5 |
87.1 |
5.8% |
18.0 |
1.2% |
93% |
True |
False |
112,036 |
40 |
1,498.6 |
1,382.4 |
116.2 |
7.8% |
18.8 |
1.3% |
95% |
True |
False |
62,971 |
60 |
1,498.6 |
1,310.9 |
187.7 |
12.6% |
18.7 |
1.3% |
97% |
True |
False |
43,245 |
80 |
1,498.6 |
1,310.9 |
187.7 |
12.6% |
18.3 |
1.2% |
97% |
True |
False |
33,166 |
100 |
1,498.6 |
1,310.9 |
187.7 |
12.6% |
18.4 |
1.2% |
97% |
True |
False |
27,079 |
120 |
1,498.6 |
1,310.9 |
187.7 |
12.6% |
19.4 |
1.3% |
97% |
True |
False |
23,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,587.0 |
2.618 |
1,553.1 |
1.618 |
1,532.3 |
1.000 |
1,519.4 |
0.618 |
1,511.5 |
HIGH |
1,498.6 |
0.618 |
1,490.7 |
0.500 |
1,488.2 |
0.382 |
1,485.7 |
LOW |
1,477.8 |
0.618 |
1,464.9 |
1.000 |
1,457.0 |
1.618 |
1,444.1 |
2.618 |
1,423.3 |
4.250 |
1,389.4 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,491.3 |
1,487.2 |
PP |
1,489.8 |
1,481.6 |
S1 |
1,488.2 |
1,475.9 |
|