Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,496.1 |
1,502.0 |
5.9 |
0.4% |
1,476.3 |
High |
1,506.5 |
1,509.6 |
3.1 |
0.2% |
1,489.1 |
Low |
1,493.8 |
1,500.4 |
6.6 |
0.4% |
1,445.0 |
Close |
1,498.9 |
1,503.8 |
4.9 |
0.3% |
1,486.0 |
Range |
12.7 |
9.2 |
-3.5 |
-27.6% |
44.1 |
ATR |
17.8 |
17.3 |
-0.5 |
-2.8% |
0.0 |
Volume |
137,948 |
112,875 |
-25,073 |
-18.2% |
665,647 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,532.2 |
1,527.2 |
1,508.9 |
|
R3 |
1,523.0 |
1,518.0 |
1,506.3 |
|
R2 |
1,513.8 |
1,513.8 |
1,505.5 |
|
R1 |
1,508.8 |
1,508.8 |
1,504.6 |
1,511.3 |
PP |
1,504.6 |
1,504.6 |
1,504.6 |
1,505.9 |
S1 |
1,499.6 |
1,499.6 |
1,503.0 |
1,502.1 |
S2 |
1,495.4 |
1,495.4 |
1,502.1 |
|
S3 |
1,486.2 |
1,490.4 |
1,501.3 |
|
S4 |
1,477.0 |
1,481.2 |
1,498.7 |
|
|
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 |
1,509.6 |
1,472.2 |
37.4 |
2.5% |
14.4 |
1.0% |
84% |
True |
False |
138,997 |
10 |
1,509.6 |
1,445.0 |
64.6 |
4.3% |
16.6 |
1.1% |
91% |
True |
False |
134,056 |
20 |
1,509.6 |
1,411.5 |
98.1 |
6.5% |
17.1 |
1.1% |
94% |
True |
False |
126,183 |
40 |
1,509.6 |
1,382.4 |
127.2 |
8.5% |
18.0 |
1.2% |
95% |
True |
False |
71,580 |
60 |
1,509.6 |
1,310.9 |
198.7 |
13.2% |
18.3 |
1.2% |
97% |
True |
False |
49,353 |
80 |
1,509.6 |
1,310.9 |
198.7 |
13.2% |
18.2 |
1.2% |
97% |
True |
False |
37,803 |
100 |
1,509.6 |
1,310.9 |
198.7 |
13.2% |
18.2 |
1.2% |
97% |
True |
False |
30,702 |
120 |
1,509.6 |
1,310.9 |
198.7 |
13.2% |
19.1 |
1.3% |
97% |
True |
False |
26,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,548.7 |
2.618 |
1,533.7 |
1.618 |
1,524.5 |
1.000 |
1,518.8 |
0.618 |
1,515.3 |
HIGH |
1,509.6 |
0.618 |
1,506.1 |
0.500 |
1,505.0 |
0.382 |
1,503.9 |
LOW |
1,500.4 |
0.618 |
1,494.7 |
1.000 |
1,491.2 |
1.618 |
1,485.5 |
2.618 |
1,476.3 |
4.250 |
1,461.3 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,505.0 |
1,502.2 |
PP |
1,504.6 |
1,500.5 |
S1 |
1,504.2 |
1,498.9 |
|