Trading Metrics calculated at close of trading on 20-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,497.2 |
1,496.5 |
-0.7 |
0.0% |
1,477.4 |
High |
1,501.5 |
1,507.2 |
5.7 |
0.4% |
1,490.0 |
Low |
1,489.5 |
1,495.1 |
5.6 |
0.4% |
1,446.2 |
Close |
1,496.2 |
1,500.0 |
3.8 |
0.3% |
1,487.0 |
Range |
12.0 |
12.1 |
0.1 |
0.8% |
43.8 |
ATR |
16.9 |
16.6 |
-0.3 |
-2.0% |
0.0 |
Volume |
3,754 |
1,709 |
-2,045 |
-54.5% |
27,569 |
|
Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,537.1 |
1,530.6 |
1,506.7 |
|
R3 |
1,525.0 |
1,518.5 |
1,503.3 |
|
R2 |
1,512.9 |
1,512.9 |
1,502.2 |
|
R1 |
1,506.4 |
1,506.4 |
1,501.1 |
1,509.7 |
PP |
1,500.8 |
1,500.8 |
1,500.8 |
1,502.4 |
S1 |
1,494.3 |
1,494.3 |
1,498.9 |
1,497.6 |
S2 |
1,488.7 |
1,488.7 |
1,497.8 |
|
S3 |
1,476.6 |
1,482.2 |
1,496.7 |
|
S4 |
1,464.5 |
1,470.1 |
1,493.3 |
|
|
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 |
1,507.2 |
1,454.7 |
52.5 |
3.5% |
16.7 |
1.1% |
86% |
True |
False |
5,111 |
10 |
1,507.2 |
1,446.2 |
61.0 |
4.1% |
16.2 |
1.1% |
88% |
True |
False |
4,742 |
20 |
1,507.2 |
1,413.5 |
93.7 |
6.2% |
16.6 |
1.1% |
92% |
True |
False |
4,037 |
40 |
1,507.2 |
1,389.8 |
117.4 |
7.8% |
16.4 |
1.1% |
94% |
True |
False |
2,809 |
60 |
1,507.2 |
1,314.2 |
193.0 |
12.9% |
16.3 |
1.1% |
96% |
True |
False |
2,302 |
80 |
1,507.2 |
1,314.2 |
193.0 |
12.9% |
15.9 |
1.1% |
96% |
True |
False |
1,895 |
100 |
1,507.2 |
1,314.2 |
193.0 |
12.9% |
15.2 |
1.0% |
96% |
True |
False |
1,591 |
120 |
1,507.2 |
1,314.2 |
193.0 |
12.9% |
15.5 |
1.0% |
96% |
True |
False |
1,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,558.6 |
2.618 |
1,538.9 |
1.618 |
1,526.8 |
1.000 |
1,519.3 |
0.618 |
1,514.7 |
HIGH |
1,507.2 |
0.618 |
1,502.6 |
0.500 |
1,501.2 |
0.382 |
1,499.7 |
LOW |
1,495.1 |
0.618 |
1,487.6 |
1.000 |
1,483.0 |
1.618 |
1,475.5 |
2.618 |
1,463.4 |
4.250 |
1,443.7 |
|
|
Fisher Pivots for day following 20-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,501.2 |
1,497.7 |
PP |
1,500.8 |
1,495.4 |
S1 |
1,500.4 |
1,493.1 |
|