Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,488.0 |
1,496.6 |
8.6 |
0.6% |
1,476.3 |
High |
1,498.6 |
1,500.5 |
1.9 |
0.1% |
1,489.1 |
Low |
1,477.8 |
1,488.2 |
10.4 |
0.7% |
1,445.0 |
Close |
1,492.9 |
1,495.1 |
2.2 |
0.1% |
1,486.0 |
Range |
20.8 |
12.3 |
-8.5 |
-40.9% |
44.1 |
ATR |
18.6 |
18.2 |
-0.5 |
-2.4% |
0.0 |
Volume |
188,701 |
123,390 |
-65,311 |
-34.6% |
665,647 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,531.5 |
1,525.6 |
1,501.9 |
|
R3 |
1,519.2 |
1,513.3 |
1,498.5 |
|
R2 |
1,506.9 |
1,506.9 |
1,497.4 |
|
R1 |
1,501.0 |
1,501.0 |
1,496.2 |
1,497.8 |
PP |
1,494.6 |
1,494.6 |
1,494.6 |
1,493.0 |
S1 |
1,488.7 |
1,488.7 |
1,494.0 |
1,485.5 |
S2 |
1,482.3 |
1,482.3 |
1,492.8 |
|
S3 |
1,470.0 |
1,476.4 |
1,491.7 |
|
S4 |
1,457.7 |
1,464.1 |
1,488.3 |
|
|
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 |
1,500.5 |
1,452.0 |
48.5 |
3.2% |
16.9 |
1.1% |
89% |
True |
False |
140,097 |
10 |
1,500.5 |
1,445.0 |
55.5 |
3.7% |
16.8 |
1.1% |
90% |
True |
False |
131,126 |
20 |
1,500.5 |
1,411.5 |
89.0 |
6.0% |
18.0 |
1.2% |
94% |
True |
False |
117,075 |
40 |
1,500.5 |
1,382.4 |
118.1 |
7.9% |
18.6 |
1.2% |
95% |
True |
False |
66,056 |
60 |
1,500.5 |
1,310.9 |
189.6 |
12.7% |
18.5 |
1.2% |
97% |
True |
False |
45,260 |
80 |
1,500.5 |
1,310.9 |
189.6 |
12.7% |
18.3 |
1.2% |
97% |
True |
False |
34,686 |
100 |
1,500.5 |
1,310.9 |
189.6 |
12.7% |
18.4 |
1.2% |
97% |
True |
False |
28,262 |
120 |
1,500.5 |
1,310.9 |
189.6 |
12.7% |
19.3 |
1.3% |
97% |
True |
False |
24,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,552.8 |
2.618 |
1,532.7 |
1.618 |
1,520.4 |
1.000 |
1,512.8 |
0.618 |
1,508.1 |
HIGH |
1,500.5 |
0.618 |
1,495.8 |
0.500 |
1,494.4 |
0.382 |
1,492.9 |
LOW |
1,488.2 |
0.618 |
1,480.6 |
1.000 |
1,475.9 |
1.618 |
1,468.3 |
2.618 |
1,456.0 |
4.250 |
1,435.9 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,494.9 |
1,492.2 |
PP |
1,494.6 |
1,489.3 |
S1 |
1,494.4 |
1,486.4 |
|