Trading Metrics calculated at close of trading on 28-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,506.9 |
1,527.8 |
20.9 |
1.4% |
1,488.0 |
High |
1,530.7 |
1,538.8 |
8.1 |
0.5% |
1,509.6 |
Low |
1,503.3 |
1,523.9 |
20.6 |
1.4% |
1,477.8 |
Close |
1,517.1 |
1,531.2 |
14.1 |
0.9% |
1,503.8 |
Range |
27.4 |
14.9 |
-12.5 |
-45.6% |
31.8 |
ATR |
18.0 |
18.2 |
0.3 |
1.5% |
0.0 |
Volume |
160,378 |
168,795 |
8,417 |
5.2% |
562,914 |
|
Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,576.0 |
1,568.5 |
1,539.4 |
|
R3 |
1,561.1 |
1,553.6 |
1,535.3 |
|
R2 |
1,546.2 |
1,546.2 |
1,533.9 |
|
R1 |
1,538.7 |
1,538.7 |
1,532.6 |
1,542.5 |
PP |
1,531.3 |
1,531.3 |
1,531.3 |
1,533.2 |
S1 |
1,523.8 |
1,523.8 |
1,529.8 |
1,527.6 |
S2 |
1,516.4 |
1,516.4 |
1,528.5 |
|
S3 |
1,501.5 |
1,508.9 |
1,527.1 |
|
S4 |
1,486.6 |
1,494.0 |
1,523.0 |
|
|
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 |
1,538.8 |
1,492.0 |
46.8 |
3.1% |
17.0 |
1.1% |
84% |
True |
False |
140,840 |
10 |
1,538.8 |
1,453.2 |
85.6 |
5.6% |
17.0 |
1.1% |
91% |
True |
False |
143,467 |
20 |
1,538.8 |
1,413.5 |
125.3 |
8.2% |
17.4 |
1.1% |
94% |
True |
False |
133,246 |
40 |
1,538.8 |
1,382.4 |
156.4 |
10.2% |
18.4 |
1.2% |
95% |
True |
False |
85,345 |
60 |
1,538.8 |
1,327.0 |
211.8 |
13.8% |
17.6 |
1.2% |
96% |
True |
False |
58,790 |
80 |
1,538.8 |
1,310.9 |
227.9 |
14.9% |
18.5 |
1.2% |
97% |
True |
False |
45,130 |
100 |
1,538.8 |
1,310.9 |
227.9 |
14.9% |
18.1 |
1.2% |
97% |
True |
False |
36,482 |
120 |
1,538.8 |
1,310.9 |
227.9 |
14.9% |
18.9 |
1.2% |
97% |
True |
False |
30,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,602.1 |
2.618 |
1,577.8 |
1.618 |
1,562.9 |
1.000 |
1,553.7 |
0.618 |
1,548.0 |
HIGH |
1,538.8 |
0.618 |
1,533.1 |
0.500 |
1,531.4 |
0.382 |
1,529.6 |
LOW |
1,523.9 |
0.618 |
1,514.7 |
1.000 |
1,509.0 |
1.618 |
1,499.8 |
2.618 |
1,484.9 |
4.250 |
1,460.6 |
|
|
Fisher Pivots for day following 28-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,531.4 |
1,525.9 |
PP |
1,531.3 |
1,520.7 |
S1 |
1,531.3 |
1,515.4 |
|