Trading Metrics calculated at close of trading on 15-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,458.3 |
1,479.6 |
21.3 |
1.5% |
1,477.4 |
High |
1,477.6 |
1,490.0 |
12.4 |
0.8% |
1,490.0 |
Low |
1,454.7 |
1,473.5 |
18.8 |
1.3% |
1,446.2 |
Close |
1,473.5 |
1,487.0 |
13.5 |
0.9% |
1,487.0 |
Range |
22.9 |
16.5 |
-6.4 |
-27.9% |
43.8 |
ATR |
17.1 |
17.1 |
0.0 |
-0.3% |
0.0 |
Volume |
13,110 |
2,328 |
-10,782 |
-82.2% |
27,569 |
|
Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,533.0 |
1,526.5 |
1,496.1 |
|
R3 |
1,516.5 |
1,510.0 |
1,491.5 |
|
R2 |
1,500.0 |
1,500.0 |
1,490.0 |
|
R1 |
1,493.5 |
1,493.5 |
1,488.5 |
1,496.8 |
PP |
1,483.5 |
1,483.5 |
1,483.5 |
1,485.1 |
S1 |
1,477.0 |
1,477.0 |
1,485.5 |
1,480.3 |
S2 |
1,467.0 |
1,467.0 |
1,484.0 |
|
S3 |
1,450.5 |
1,460.5 |
1,482.5 |
|
S4 |
1,434.0 |
1,444.0 |
1,477.9 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,605.8 |
1,590.2 |
1,511.1 |
|
R3 |
1,562.0 |
1,546.4 |
1,499.0 |
|
R2 |
1,518.2 |
1,518.2 |
1,495.0 |
|
R1 |
1,502.6 |
1,502.6 |
1,491.0 |
1,510.4 |
PP |
1,474.4 |
1,474.4 |
1,474.4 |
1,478.3 |
S1 |
1,458.8 |
1,458.8 |
1,483.0 |
1,466.6 |
S2 |
1,430.6 |
1,430.6 |
1,479.0 |
|
S3 |
1,386.8 |
1,415.0 |
1,475.0 |
|
S4 |
1,343.0 |
1,371.2 |
1,462.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,490.0 |
1,446.2 |
43.8 |
2.9% |
17.9 |
1.2% |
93% |
True |
False |
5,513 |
10 |
1,490.0 |
1,431.4 |
58.6 |
3.9% |
16.4 |
1.1% |
95% |
True |
False |
5,179 |
20 |
1,490.0 |
1,413.5 |
76.5 |
5.1% |
16.1 |
1.1% |
96% |
True |
False |
3,758 |
40 |
1,490.0 |
1,385.6 |
104.4 |
7.0% |
16.3 |
1.1% |
97% |
True |
False |
2,591 |
60 |
1,490.0 |
1,314.2 |
175.8 |
11.8% |
16.2 |
1.1% |
98% |
True |
False |
2,165 |
80 |
1,490.0 |
1,314.2 |
175.8 |
11.8% |
15.6 |
1.0% |
98% |
True |
False |
1,780 |
100 |
1,490.0 |
1,314.2 |
175.8 |
11.8% |
15.3 |
1.0% |
98% |
True |
False |
1,499 |
120 |
1,490.0 |
1,314.2 |
175.8 |
11.8% |
15.2 |
1.0% |
98% |
True |
False |
1,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,560.1 |
2.618 |
1,533.2 |
1.618 |
1,516.7 |
1.000 |
1,506.5 |
0.618 |
1,500.2 |
HIGH |
1,490.0 |
0.618 |
1,483.7 |
0.500 |
1,481.8 |
0.382 |
1,479.8 |
LOW |
1,473.5 |
0.618 |
1,463.3 |
1.000 |
1,457.0 |
1.618 |
1,446.8 |
2.618 |
1,430.3 |
4.250 |
1,403.4 |
|
|
Fisher Pivots for day following 15-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,485.3 |
1,481.9 |
PP |
1,483.5 |
1,476.8 |
S1 |
1,481.8 |
1,471.8 |
|