Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,496.5 |
1,503.9 |
7.4 |
0.5% |
1,477.4 |
High |
1,507.2 |
1,510.2 |
3.0 |
0.2% |
1,490.0 |
Low |
1,495.1 |
1,502.4 |
7.3 |
0.5% |
1,446.2 |
Close |
1,500.0 |
1,505.0 |
5.0 |
0.3% |
1,487.0 |
Range |
12.1 |
7.8 |
-4.3 |
-35.5% |
43.8 |
ATR |
16.6 |
16.1 |
-0.5 |
-2.8% |
0.0 |
Volume |
1,709 |
8,943 |
7,234 |
423.3% |
27,569 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,529.3 |
1,524.9 |
1,509.3 |
|
R3 |
1,521.5 |
1,517.1 |
1,507.1 |
|
R2 |
1,513.7 |
1,513.7 |
1,506.4 |
|
R1 |
1,509.3 |
1,509.3 |
1,505.7 |
1,511.5 |
PP |
1,505.9 |
1,505.9 |
1,505.9 |
1,507.0 |
S1 |
1,501.5 |
1,501.5 |
1,504.3 |
1,503.7 |
S2 |
1,498.1 |
1,498.1 |
1,503.6 |
|
S3 |
1,490.3 |
1,493.7 |
1,502.9 |
|
S4 |
1,482.5 |
1,485.9 |
1,500.7 |
|
|
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 |
1,510.2 |
1,473.5 |
36.7 |
2.4% |
13.7 |
0.9% |
86% |
True |
False |
4,277 |
10 |
1,510.2 |
1,446.2 |
64.0 |
4.3% |
16.0 |
1.1% |
92% |
True |
False |
5,448 |
20 |
1,510.2 |
1,413.5 |
96.7 |
6.4% |
15.8 |
1.1% |
95% |
True |
False |
4,420 |
40 |
1,510.2 |
1,389.8 |
120.4 |
8.0% |
16.1 |
1.1% |
96% |
True |
False |
2,991 |
60 |
1,510.2 |
1,314.2 |
196.0 |
13.0% |
16.1 |
1.1% |
97% |
True |
False |
2,437 |
80 |
1,510.2 |
1,314.2 |
196.0 |
13.0% |
15.9 |
1.1% |
97% |
True |
False |
2,005 |
100 |
1,510.2 |
1,314.2 |
196.0 |
13.0% |
15.2 |
1.0% |
97% |
True |
False |
1,679 |
120 |
1,510.2 |
1,314.2 |
196.0 |
13.0% |
15.6 |
1.0% |
97% |
True |
False |
1,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,543.4 |
2.618 |
1,530.6 |
1.618 |
1,522.8 |
1.000 |
1,518.0 |
0.618 |
1,515.0 |
HIGH |
1,510.2 |
0.618 |
1,507.2 |
0.500 |
1,506.3 |
0.382 |
1,505.4 |
LOW |
1,502.4 |
0.618 |
1,497.6 |
1.000 |
1,494.6 |
1.618 |
1,489.8 |
2.618 |
1,482.0 |
4.250 |
1,469.3 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,506.3 |
1,503.3 |
PP |
1,505.9 |
1,501.6 |
S1 |
1,505.4 |
1,499.9 |
|