Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,527.8 |
1,535.3 |
7.5 |
0.5% |
1,510.7 |
High |
1,538.8 |
1,569.8 |
31.0 |
2.0% |
1,569.8 |
Low |
1,523.9 |
1,532.1 |
8.2 |
0.5% |
1,492.0 |
Close |
1,531.2 |
1,556.4 |
25.2 |
1.6% |
1,556.4 |
Range |
14.9 |
37.7 |
22.8 |
153.0% |
77.8 |
ATR |
18.2 |
19.7 |
1.5 |
8.0% |
0.0 |
Volume |
168,795 |
149,270 |
-19,525 |
-11.6% |
740,599 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,665.9 |
1,648.8 |
1,577.1 |
|
R3 |
1,628.2 |
1,611.1 |
1,566.8 |
|
R2 |
1,590.5 |
1,590.5 |
1,563.3 |
|
R1 |
1,573.4 |
1,573.4 |
1,559.9 |
1,582.0 |
PP |
1,552.8 |
1,552.8 |
1,552.8 |
1,557.0 |
S1 |
1,535.7 |
1,535.7 |
1,552.9 |
1,544.3 |
S2 |
1,515.1 |
1,515.1 |
1,549.5 |
|
S3 |
1,477.4 |
1,498.0 |
1,546.0 |
|
S4 |
1,439.7 |
1,460.3 |
1,535.7 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,772.8 |
1,742.4 |
1,599.2 |
|
R3 |
1,695.0 |
1,664.6 |
1,577.8 |
|
R2 |
1,617.2 |
1,617.2 |
1,570.7 |
|
R1 |
1,586.8 |
1,586.8 |
1,563.5 |
1,602.0 |
PP |
1,539.4 |
1,539.4 |
1,539.4 |
1,547.0 |
S1 |
1,509.0 |
1,509.0 |
1,549.3 |
1,524.2 |
S2 |
1,461.6 |
1,461.6 |
1,542.1 |
|
S3 |
1,383.8 |
1,431.2 |
1,535.0 |
|
S4 |
1,306.0 |
1,353.4 |
1,513.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,569.8 |
1,492.0 |
77.8 |
5.0% |
22.7 |
1.5% |
83% |
True |
False |
148,119 |
10 |
1,569.8 |
1,472.2 |
97.6 |
6.3% |
18.5 |
1.2% |
86% |
True |
False |
143,558 |
20 |
1,569.8 |
1,413.5 |
156.3 |
10.0% |
18.3 |
1.2% |
91% |
True |
False |
134,733 |
40 |
1,569.8 |
1,382.4 |
187.4 |
12.0% |
18.6 |
1.2% |
93% |
True |
False |
88,646 |
60 |
1,569.8 |
1,327.0 |
242.8 |
15.6% |
18.0 |
1.2% |
94% |
True |
False |
61,190 |
80 |
1,569.8 |
1,310.9 |
258.9 |
16.6% |
18.4 |
1.2% |
95% |
True |
False |
46,973 |
100 |
1,569.8 |
1,310.9 |
258.9 |
16.6% |
18.3 |
1.2% |
95% |
True |
False |
37,947 |
120 |
1,569.8 |
1,310.9 |
258.9 |
16.6% |
19.0 |
1.2% |
95% |
True |
False |
32,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,730.0 |
2.618 |
1,668.5 |
1.618 |
1,630.8 |
1.000 |
1,607.5 |
0.618 |
1,593.1 |
HIGH |
1,569.8 |
0.618 |
1,555.4 |
0.500 |
1,551.0 |
0.382 |
1,546.5 |
LOW |
1,532.1 |
0.618 |
1,508.8 |
1.000 |
1,494.4 |
1.618 |
1,471.1 |
2.618 |
1,433.4 |
4.250 |
1,371.9 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,554.6 |
1,549.8 |
PP |
1,552.8 |
1,543.2 |
S1 |
1,551.0 |
1,536.6 |
|