Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,502.0 |
1,510.7 |
8.7 |
0.6% |
1,488.0 |
High |
1,509.6 |
1,519.2 |
9.6 |
0.6% |
1,509.6 |
Low |
1,500.4 |
1,502.2 |
1.8 |
0.1% |
1,477.8 |
Close |
1,503.8 |
1,509.1 |
5.3 |
0.4% |
1,503.8 |
Range |
9.2 |
17.0 |
7.8 |
84.8% |
31.8 |
ATR |
17.3 |
17.3 |
0.0 |
-0.1% |
0.0 |
Volume |
112,875 |
127,269 |
14,394 |
12.8% |
562,914 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,561.2 |
1,552.1 |
1,518.5 |
|
R3 |
1,544.2 |
1,535.1 |
1,513.8 |
|
R2 |
1,527.2 |
1,527.2 |
1,512.2 |
|
R1 |
1,518.1 |
1,518.1 |
1,510.7 |
1,514.2 |
PP |
1,510.2 |
1,510.2 |
1,510.2 |
1,508.2 |
S1 |
1,501.1 |
1,501.1 |
1,507.5 |
1,497.2 |
S2 |
1,493.2 |
1,493.2 |
1,506.0 |
|
S3 |
1,476.2 |
1,484.1 |
1,504.4 |
|
S4 |
1,459.2 |
1,467.1 |
1,499.8 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,592.5 |
1,579.9 |
1,521.3 |
|
R3 |
1,560.7 |
1,548.1 |
1,512.5 |
|
R2 |
1,528.9 |
1,528.9 |
1,509.6 |
|
R1 |
1,516.3 |
1,516.3 |
1,506.7 |
1,522.6 |
PP |
1,497.1 |
1,497.1 |
1,497.1 |
1,500.2 |
S1 |
1,484.5 |
1,484.5 |
1,500.9 |
1,490.8 |
S2 |
1,465.3 |
1,465.3 |
1,498.0 |
|
S3 |
1,433.5 |
1,452.7 |
1,495.1 |
|
S4 |
1,401.7 |
1,420.9 |
1,486.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,519.2 |
1,477.8 |
41.4 |
2.7% |
14.4 |
1.0% |
76% |
True |
False |
138,036 |
10 |
1,519.2 |
1,445.0 |
74.2 |
4.9% |
16.5 |
1.1% |
86% |
True |
False |
135,583 |
20 |
1,519.2 |
1,411.5 |
107.7 |
7.1% |
17.1 |
1.1% |
91% |
True |
False |
128,751 |
40 |
1,519.2 |
1,382.4 |
136.8 |
9.1% |
18.1 |
1.2% |
93% |
True |
False |
74,536 |
60 |
1,519.2 |
1,310.9 |
208.3 |
13.8% |
18.0 |
1.2% |
95% |
True |
False |
51,404 |
80 |
1,519.2 |
1,310.9 |
208.3 |
13.8% |
18.2 |
1.2% |
95% |
True |
False |
39,373 |
100 |
1,519.2 |
1,310.9 |
208.3 |
13.8% |
18.1 |
1.2% |
95% |
True |
False |
31,927 |
120 |
1,519.2 |
1,310.9 |
208.3 |
13.8% |
19.2 |
1.3% |
95% |
True |
False |
27,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,591.5 |
2.618 |
1,563.7 |
1.618 |
1,546.7 |
1.000 |
1,536.2 |
0.618 |
1,529.7 |
HIGH |
1,519.2 |
0.618 |
1,512.7 |
0.500 |
1,510.7 |
0.382 |
1,508.7 |
LOW |
1,502.2 |
0.618 |
1,491.7 |
1.000 |
1,485.2 |
1.618 |
1,474.7 |
2.618 |
1,457.7 |
4.250 |
1,430.0 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,510.7 |
1,508.2 |
PP |
1,510.2 |
1,507.4 |
S1 |
1,509.6 |
1,506.5 |
|