Trading Metrics calculated at close of trading on 11-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,461.0 |
1,477.4 |
16.4 |
1.1% |
1,432.2 |
High |
1,477.7 |
1,478.2 |
0.5 |
0.0% |
1,477.7 |
Low |
1,459.6 |
1,461.7 |
2.1 |
0.1% |
1,431.4 |
Close |
1,475.4 |
1,469.3 |
-6.1 |
-0.4% |
1,475.4 |
Range |
18.1 |
16.5 |
-1.6 |
-8.8% |
46.3 |
ATR |
16.7 |
16.7 |
0.0 |
-0.1% |
0.0 |
Volume |
7,851 |
1,764 |
-6,087 |
-77.5% |
24,222 |
|
Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,519.2 |
1,510.8 |
1,478.4 |
|
R3 |
1,502.7 |
1,494.3 |
1,473.8 |
|
R2 |
1,486.2 |
1,486.2 |
1,472.3 |
|
R1 |
1,477.8 |
1,477.8 |
1,470.8 |
1,473.8 |
PP |
1,469.7 |
1,469.7 |
1,469.7 |
1,467.7 |
S1 |
1,461.3 |
1,461.3 |
1,467.8 |
1,457.3 |
S2 |
1,453.2 |
1,453.2 |
1,466.3 |
|
S3 |
1,436.7 |
1,444.8 |
1,464.8 |
|
S4 |
1,420.2 |
1,428.3 |
1,460.2 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,600.4 |
1,584.2 |
1,500.9 |
|
R3 |
1,554.1 |
1,537.9 |
1,488.1 |
|
R2 |
1,507.8 |
1,507.8 |
1,483.9 |
|
R1 |
1,491.6 |
1,491.6 |
1,479.6 |
1,499.7 |
PP |
1,461.5 |
1,461.5 |
1,461.5 |
1,465.6 |
S1 |
1,445.3 |
1,445.3 |
1,471.2 |
1,453.4 |
S2 |
1,415.2 |
1,415.2 |
1,466.9 |
|
S3 |
1,368.9 |
1,399.0 |
1,462.7 |
|
S4 |
1,322.6 |
1,352.7 |
1,449.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,478.2 |
1,433.1 |
45.1 |
3.1% |
16.3 |
1.1% |
80% |
True |
False |
4,970 |
10 |
1,478.2 |
1,414.5 |
63.7 |
4.3% |
15.9 |
1.1% |
86% |
True |
False |
3,521 |
20 |
1,478.2 |
1,389.8 |
88.4 |
6.0% |
16.7 |
1.1% |
90% |
True |
False |
2,723 |
40 |
1,478.2 |
1,358.0 |
120.2 |
8.2% |
15.4 |
1.0% |
93% |
True |
False |
2,103 |
60 |
1,478.2 |
1,314.2 |
164.0 |
11.2% |
16.1 |
1.1% |
95% |
True |
False |
1,821 |
80 |
1,478.2 |
1,314.2 |
164.0 |
11.2% |
15.1 |
1.0% |
95% |
True |
False |
1,475 |
100 |
1,478.2 |
1,314.2 |
164.0 |
11.2% |
15.1 |
1.0% |
95% |
True |
False |
1,256 |
120 |
1,478.2 |
1,314.2 |
164.0 |
11.2% |
14.7 |
1.0% |
95% |
True |
False |
1,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,548.3 |
2.618 |
1,521.4 |
1.618 |
1,504.9 |
1.000 |
1,494.7 |
0.618 |
1,488.4 |
HIGH |
1,478.2 |
0.618 |
1,471.9 |
0.500 |
1,470.0 |
0.382 |
1,468.0 |
LOW |
1,461.7 |
0.618 |
1,451.5 |
1.000 |
1,445.2 |
1.618 |
1,435.0 |
2.618 |
1,418.5 |
4.250 |
1,391.6 |
|
|
Fisher Pivots for day following 11-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,470.0 |
1,468.6 |
PP |
1,469.7 |
1,467.9 |
S1 |
1,469.5 |
1,467.2 |
|