Trading Metrics calculated at close of trading on 27-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,507.2 |
1,506.9 |
-0.3 |
0.0% |
1,488.0 |
High |
1,508.5 |
1,530.7 |
22.2 |
1.5% |
1,509.6 |
Low |
1,492.0 |
1,503.3 |
11.3 |
0.8% |
1,477.8 |
Close |
1,503.5 |
1,517.1 |
13.6 |
0.9% |
1,503.8 |
Range |
16.5 |
27.4 |
10.9 |
66.1% |
31.8 |
ATR |
17.2 |
18.0 |
0.7 |
4.2% |
0.0 |
Volume |
134,887 |
160,378 |
25,491 |
18.9% |
562,914 |
|
Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,599.2 |
1,585.6 |
1,532.2 |
|
R3 |
1,571.8 |
1,558.2 |
1,524.6 |
|
R2 |
1,544.4 |
1,544.4 |
1,522.1 |
|
R1 |
1,530.8 |
1,530.8 |
1,519.6 |
1,537.6 |
PP |
1,517.0 |
1,517.0 |
1,517.0 |
1,520.5 |
S1 |
1,503.4 |
1,503.4 |
1,514.6 |
1,510.2 |
S2 |
1,489.6 |
1,489.6 |
1,512.1 |
|
S3 |
1,462.2 |
1,476.0 |
1,509.6 |
|
S4 |
1,434.8 |
1,448.6 |
1,502.0 |
|
|
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 |
1,530.7 |
1,492.0 |
38.7 |
2.6% |
16.6 |
1.1% |
65% |
True |
False |
134,671 |
10 |
1,530.7 |
1,452.0 |
78.7 |
5.2% |
16.7 |
1.1% |
83% |
True |
False |
137,384 |
20 |
1,530.7 |
1,413.1 |
117.6 |
7.8% |
17.6 |
1.2% |
88% |
True |
False |
132,345 |
40 |
1,530.7 |
1,382.4 |
148.3 |
9.8% |
18.3 |
1.2% |
91% |
True |
False |
81,330 |
60 |
1,530.7 |
1,327.0 |
203.7 |
13.4% |
17.7 |
1.2% |
93% |
True |
False |
56,062 |
80 |
1,530.7 |
1,310.9 |
219.8 |
14.5% |
18.4 |
1.2% |
94% |
True |
False |
43,034 |
100 |
1,530.7 |
1,310.9 |
219.8 |
14.5% |
18.3 |
1.2% |
94% |
True |
False |
34,821 |
120 |
1,530.7 |
1,310.9 |
219.8 |
14.5% |
19.1 |
1.3% |
94% |
True |
False |
29,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,647.2 |
2.618 |
1,602.4 |
1.618 |
1,575.0 |
1.000 |
1,558.1 |
0.618 |
1,547.6 |
HIGH |
1,530.7 |
0.618 |
1,520.2 |
0.500 |
1,517.0 |
0.382 |
1,513.8 |
LOW |
1,503.3 |
0.618 |
1,486.4 |
1.000 |
1,475.9 |
1.618 |
1,459.0 |
2.618 |
1,431.6 |
4.250 |
1,386.9 |
|
|
Fisher Pivots for day following 27-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,517.1 |
1,515.2 |
PP |
1,517.0 |
1,513.3 |
S1 |
1,517.0 |
1,511.4 |
|