Trading Metrics calculated at close of trading on 20-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,496.6 |
1,496.1 |
-0.5 |
0.0% |
1,476.3 |
High |
1,500.5 |
1,506.5 |
6.0 |
0.4% |
1,489.1 |
Low |
1,488.2 |
1,493.8 |
5.6 |
0.4% |
1,445.0 |
Close |
1,495.1 |
1,498.9 |
3.8 |
0.3% |
1,486.0 |
Range |
12.3 |
12.7 |
0.4 |
3.3% |
44.1 |
ATR |
18.2 |
17.8 |
-0.4 |
-2.2% |
0.0 |
Volume |
123,390 |
137,948 |
14,558 |
11.8% |
665,647 |
|
Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,537.8 |
1,531.1 |
1,505.9 |
|
R3 |
1,525.1 |
1,518.4 |
1,502.4 |
|
R2 |
1,512.4 |
1,512.4 |
1,501.2 |
|
R1 |
1,505.7 |
1,505.7 |
1,500.1 |
1,509.1 |
PP |
1,499.7 |
1,499.7 |
1,499.7 |
1,501.4 |
S1 |
1,493.0 |
1,493.0 |
1,497.7 |
1,496.4 |
S2 |
1,487.0 |
1,487.0 |
1,496.6 |
|
S3 |
1,474.3 |
1,480.3 |
1,495.4 |
|
S4 |
1,461.6 |
1,467.6 |
1,491.9 |
|
|
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 |
1,506.5 |
1,453.2 |
53.3 |
3.6% |
17.1 |
1.1% |
86% |
True |
False |
146,094 |
10 |
1,506.5 |
1,445.0 |
61.5 |
4.1% |
17.0 |
1.1% |
88% |
True |
False |
133,116 |
20 |
1,506.5 |
1,411.5 |
95.0 |
6.3% |
17.9 |
1.2% |
92% |
True |
False |
122,796 |
40 |
1,506.5 |
1,382.4 |
124.1 |
8.3% |
18.4 |
1.2% |
94% |
True |
False |
69,389 |
60 |
1,506.5 |
1,310.9 |
195.6 |
13.0% |
18.5 |
1.2% |
96% |
True |
False |
47,512 |
80 |
1,506.5 |
1,310.9 |
195.6 |
13.0% |
18.3 |
1.2% |
96% |
True |
False |
36,395 |
100 |
1,506.5 |
1,310.9 |
195.6 |
13.0% |
18.3 |
1.2% |
96% |
True |
False |
29,610 |
120 |
1,506.5 |
1,310.9 |
195.6 |
13.0% |
19.3 |
1.3% |
96% |
True |
False |
25,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,560.5 |
2.618 |
1,539.7 |
1.618 |
1,527.0 |
1.000 |
1,519.2 |
0.618 |
1,514.3 |
HIGH |
1,506.5 |
0.618 |
1,501.6 |
0.500 |
1,500.2 |
0.382 |
1,498.7 |
LOW |
1,493.8 |
0.618 |
1,486.0 |
1.000 |
1,481.1 |
1.618 |
1,473.3 |
2.618 |
1,460.6 |
4.250 |
1,439.8 |
|
|
Fisher Pivots for day following 20-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,500.2 |
1,496.7 |
PP |
1,499.7 |
1,494.4 |
S1 |
1,499.3 |
1,492.2 |
|