Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,477.4 |
1,464.6 |
-12.8 |
-0.9% |
1,432.2 |
High |
1,478.2 |
1,469.0 |
-9.2 |
-0.6% |
1,477.7 |
Low |
1,461.7 |
1,446.2 |
-15.5 |
-1.1% |
1,431.4 |
Close |
1,469.3 |
1,454.8 |
-14.5 |
-1.0% |
1,475.4 |
Range |
16.5 |
22.8 |
6.3 |
38.2% |
46.3 |
ATR |
16.7 |
17.2 |
0.5 |
2.7% |
0.0 |
Volume |
1,764 |
8,275 |
6,511 |
369.1% |
24,222 |
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,525.1 |
1,512.7 |
1,467.3 |
|
R3 |
1,502.3 |
1,489.9 |
1,461.1 |
|
R2 |
1,479.5 |
1,479.5 |
1,459.0 |
|
R1 |
1,467.1 |
1,467.1 |
1,456.9 |
1,461.9 |
PP |
1,456.7 |
1,456.7 |
1,456.7 |
1,454.1 |
S1 |
1,444.3 |
1,444.3 |
1,452.7 |
1,439.1 |
S2 |
1,433.9 |
1,433.9 |
1,450.6 |
|
S3 |
1,411.1 |
1,421.5 |
1,448.5 |
|
S4 |
1,388.3 |
1,398.7 |
1,442.3 |
|
|
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 |
1,446.2 |
32.0 |
2.2% |
15.5 |
1.1% |
27% |
False |
True |
6,248 |
10 |
1,478.2 |
1,415.4 |
62.8 |
4.3% |
17.1 |
1.2% |
63% |
False |
False |
3,908 |
20 |
1,478.2 |
1,389.8 |
88.4 |
6.1% |
15.9 |
1.1% |
74% |
False |
False |
3,018 |
40 |
1,478.2 |
1,368.8 |
109.4 |
7.5% |
15.7 |
1.1% |
79% |
False |
False |
2,238 |
60 |
1,478.2 |
1,314.2 |
164.0 |
11.3% |
16.2 |
1.1% |
86% |
False |
False |
1,942 |
80 |
1,478.2 |
1,314.2 |
164.0 |
11.3% |
15.1 |
1.0% |
86% |
False |
False |
1,573 |
100 |
1,478.2 |
1,314.2 |
164.0 |
11.3% |
15.2 |
1.0% |
86% |
False |
False |
1,337 |
120 |
1,478.2 |
1,314.2 |
164.0 |
11.3% |
14.8 |
1.0% |
86% |
False |
False |
1,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,565.9 |
2.618 |
1,528.7 |
1.618 |
1,505.9 |
1.000 |
1,491.8 |
0.618 |
1,483.1 |
HIGH |
1,469.0 |
0.618 |
1,460.3 |
0.500 |
1,457.6 |
0.382 |
1,454.9 |
LOW |
1,446.2 |
0.618 |
1,432.1 |
1.000 |
1,423.4 |
1.618 |
1,409.3 |
2.618 |
1,386.5 |
4.250 |
1,349.3 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,457.6 |
1,462.2 |
PP |
1,456.7 |
1,459.7 |
S1 |
1,455.7 |
1,457.3 |
|