Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,479.6 |
1,488.0 |
8.4 |
0.6% |
1,477.4 |
High |
1,490.0 |
1,499.2 |
9.2 |
0.6% |
1,490.0 |
Low |
1,473.5 |
1,479.0 |
5.5 |
0.4% |
1,446.2 |
Close |
1,487.0 |
1,493.9 |
6.9 |
0.5% |
1,487.0 |
Range |
16.5 |
20.2 |
3.7 |
22.4% |
43.8 |
ATR |
17.1 |
17.3 |
0.2 |
1.3% |
0.0 |
Volume |
2,328 |
4,655 |
2,327 |
100.0% |
27,569 |
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,551.3 |
1,542.8 |
1,505.0 |
|
R3 |
1,531.1 |
1,522.6 |
1,499.5 |
|
R2 |
1,510.9 |
1,510.9 |
1,497.6 |
|
R1 |
1,502.4 |
1,502.4 |
1,495.8 |
1,506.7 |
PP |
1,490.7 |
1,490.7 |
1,490.7 |
1,492.8 |
S1 |
1,482.2 |
1,482.2 |
1,492.0 |
1,486.5 |
S2 |
1,470.5 |
1,470.5 |
1,490.2 |
|
S3 |
1,450.3 |
1,462.0 |
1,488.3 |
|
S4 |
1,430.1 |
1,441.8 |
1,482.8 |
|
|
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 |
1,499.2 |
1,446.2 |
53.0 |
3.5% |
18.6 |
1.2% |
90% |
True |
False |
6,092 |
10 |
1,499.2 |
1,433.1 |
66.1 |
4.4% |
17.4 |
1.2% |
92% |
True |
False |
5,531 |
20 |
1,499.2 |
1,413.5 |
85.7 |
5.7% |
16.6 |
1.1% |
94% |
True |
False |
3,918 |
40 |
1,499.2 |
1,389.8 |
109.4 |
7.3% |
16.6 |
1.1% |
95% |
True |
False |
2,678 |
60 |
1,499.2 |
1,314.2 |
185.0 |
12.4% |
16.4 |
1.1% |
97% |
True |
False |
2,230 |
80 |
1,499.2 |
1,314.2 |
185.0 |
12.4% |
15.8 |
1.1% |
97% |
True |
False |
1,838 |
100 |
1,499.2 |
1,314.2 |
185.0 |
12.4% |
15.2 |
1.0% |
97% |
True |
False |
1,543 |
120 |
1,499.2 |
1,314.2 |
185.0 |
12.4% |
15.3 |
1.0% |
97% |
True |
False |
1,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,585.1 |
2.618 |
1,552.1 |
1.618 |
1,531.9 |
1.000 |
1,519.4 |
0.618 |
1,511.7 |
HIGH |
1,499.2 |
0.618 |
1,491.5 |
0.500 |
1,489.1 |
0.382 |
1,486.7 |
LOW |
1,479.0 |
0.618 |
1,466.5 |
1.000 |
1,458.8 |
1.618 |
1,446.3 |
2.618 |
1,426.1 |
4.250 |
1,393.2 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,492.3 |
1,488.3 |
PP |
1,490.7 |
1,482.6 |
S1 |
1,489.1 |
1,477.0 |
|