Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,488.0 |
1,497.2 |
9.2 |
0.6% |
1,477.4 |
High |
1,499.2 |
1,501.5 |
2.3 |
0.2% |
1,490.0 |
Low |
1,479.0 |
1,489.5 |
10.5 |
0.7% |
1,446.2 |
Close |
1,493.9 |
1,496.2 |
2.3 |
0.2% |
1,487.0 |
Range |
20.2 |
12.0 |
-8.2 |
-40.6% |
43.8 |
ATR |
17.3 |
16.9 |
-0.4 |
-2.2% |
0.0 |
Volume |
4,655 |
3,754 |
-901 |
-19.4% |
27,569 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,531.7 |
1,526.0 |
1,502.8 |
|
R3 |
1,519.7 |
1,514.0 |
1,499.5 |
|
R2 |
1,507.7 |
1,507.7 |
1,498.4 |
|
R1 |
1,502.0 |
1,502.0 |
1,497.3 |
1,498.9 |
PP |
1,495.7 |
1,495.7 |
1,495.7 |
1,494.2 |
S1 |
1,490.0 |
1,490.0 |
1,495.1 |
1,486.9 |
S2 |
1,483.7 |
1,483.7 |
1,494.0 |
|
S3 |
1,471.7 |
1,478.0 |
1,492.9 |
|
S4 |
1,459.7 |
1,466.0 |
1,489.6 |
|
|
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 |
1,501.5 |
1,453.5 |
48.0 |
3.2% |
16.4 |
1.1% |
89% |
True |
False |
5,187 |
10 |
1,501.5 |
1,446.2 |
55.3 |
3.7% |
16.0 |
1.1% |
90% |
True |
False |
5,717 |
20 |
1,501.5 |
1,413.5 |
88.0 |
5.9% |
16.7 |
1.1% |
94% |
True |
False |
4,037 |
40 |
1,501.5 |
1,389.8 |
111.7 |
7.5% |
16.5 |
1.1% |
95% |
True |
False |
2,772 |
60 |
1,501.5 |
1,314.2 |
187.3 |
12.5% |
16.3 |
1.1% |
97% |
True |
False |
2,285 |
80 |
1,501.5 |
1,314.2 |
187.3 |
12.5% |
15.8 |
1.1% |
97% |
True |
False |
1,879 |
100 |
1,501.5 |
1,314.2 |
187.3 |
12.5% |
15.3 |
1.0% |
97% |
True |
False |
1,578 |
120 |
1,501.5 |
1,314.2 |
187.3 |
12.5% |
15.4 |
1.0% |
97% |
True |
False |
1,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,552.5 |
2.618 |
1,532.9 |
1.618 |
1,520.9 |
1.000 |
1,513.5 |
0.618 |
1,508.9 |
HIGH |
1,501.5 |
0.618 |
1,496.9 |
0.500 |
1,495.5 |
0.382 |
1,494.1 |
LOW |
1,489.5 |
0.618 |
1,482.1 |
1.000 |
1,477.5 |
1.618 |
1,470.1 |
2.618 |
1,458.1 |
4.250 |
1,438.5 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,496.0 |
1,493.3 |
PP |
1,495.7 |
1,490.4 |
S1 |
1,495.5 |
1,487.5 |
|