Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,510.7 |
1,507.2 |
-3.5 |
-0.2% |
1,488.0 |
High |
1,519.2 |
1,508.5 |
-10.7 |
-0.7% |
1,509.6 |
Low |
1,502.2 |
1,492.0 |
-10.2 |
-0.7% |
1,477.8 |
Close |
1,509.1 |
1,503.5 |
-5.6 |
-0.4% |
1,503.8 |
Range |
17.0 |
16.5 |
-0.5 |
-2.9% |
31.8 |
ATR |
17.3 |
17.2 |
0.0 |
-0.1% |
0.0 |
Volume |
127,269 |
134,887 |
7,618 |
6.0% |
562,914 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,550.8 |
1,543.7 |
1,512.6 |
|
R3 |
1,534.3 |
1,527.2 |
1,508.0 |
|
R2 |
1,517.8 |
1,517.8 |
1,506.5 |
|
R1 |
1,510.7 |
1,510.7 |
1,505.0 |
1,506.0 |
PP |
1,501.3 |
1,501.3 |
1,501.3 |
1,499.0 |
S1 |
1,494.2 |
1,494.2 |
1,502.0 |
1,489.5 |
S2 |
1,484.8 |
1,484.8 |
1,500.5 |
|
S3 |
1,468.3 |
1,477.7 |
1,499.0 |
|
S4 |
1,451.8 |
1,461.2 |
1,494.4 |
|
|
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 |
1,488.2 |
31.0 |
2.1% |
13.5 |
0.9% |
49% |
False |
False |
127,273 |
10 |
1,519.2 |
1,445.0 |
74.2 |
4.9% |
16.3 |
1.1% |
79% |
False |
False |
138,617 |
20 |
1,519.2 |
1,412.1 |
107.1 |
7.1% |
16.9 |
1.1% |
85% |
False |
False |
130,527 |
40 |
1,519.2 |
1,382.4 |
136.8 |
9.1% |
18.3 |
1.2% |
89% |
False |
False |
77,744 |
60 |
1,519.2 |
1,325.3 |
193.9 |
12.9% |
17.6 |
1.2% |
92% |
False |
False |
53,518 |
80 |
1,519.2 |
1,310.9 |
208.3 |
13.9% |
18.3 |
1.2% |
92% |
False |
False |
41,043 |
100 |
1,519.2 |
1,310.9 |
208.3 |
13.9% |
18.2 |
1.2% |
92% |
False |
False |
33,243 |
120 |
1,519.2 |
1,310.9 |
208.3 |
13.9% |
19.2 |
1.3% |
92% |
False |
False |
28,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,578.6 |
2.618 |
1,551.7 |
1.618 |
1,535.2 |
1.000 |
1,525.0 |
0.618 |
1,518.7 |
HIGH |
1,508.5 |
0.618 |
1,502.2 |
0.500 |
1,500.3 |
0.382 |
1,498.3 |
LOW |
1,492.0 |
0.618 |
1,481.8 |
1.000 |
1,475.5 |
1.618 |
1,465.3 |
2.618 |
1,448.8 |
4.250 |
1,421.9 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,502.4 |
1,505.6 |
PP |
1,501.3 |
1,504.9 |
S1 |
1,500.3 |
1,504.2 |
|