Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,503.9 |
1,510.7 |
6.8 |
0.5% |
1,488.0 |
High |
1,510.2 |
1,519.7 |
9.5 |
0.6% |
1,510.2 |
Low |
1,502.4 |
1,503.8 |
1.4 |
0.1% |
1,479.0 |
Close |
1,505.0 |
1,510.3 |
5.3 |
0.4% |
1,505.0 |
Range |
7.8 |
15.9 |
8.1 |
103.8% |
31.2 |
ATR |
16.1 |
16.1 |
0.0 |
-0.1% |
0.0 |
Volume |
8,943 |
11,151 |
2,208 |
24.7% |
19,061 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,559.0 |
1,550.5 |
1,519.0 |
|
R3 |
1,543.1 |
1,534.6 |
1,514.7 |
|
R2 |
1,527.2 |
1,527.2 |
1,513.2 |
|
R1 |
1,518.7 |
1,518.7 |
1,511.8 |
1,515.0 |
PP |
1,511.3 |
1,511.3 |
1,511.3 |
1,509.4 |
S1 |
1,502.8 |
1,502.8 |
1,508.8 |
1,499.1 |
S2 |
1,495.4 |
1,495.4 |
1,507.4 |
|
S3 |
1,479.5 |
1,486.9 |
1,505.9 |
|
S4 |
1,463.6 |
1,471.0 |
1,501.6 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,591.7 |
1,579.5 |
1,522.2 |
|
R3 |
1,560.5 |
1,548.3 |
1,513.6 |
|
R2 |
1,529.3 |
1,529.3 |
1,510.7 |
|
R1 |
1,517.1 |
1,517.1 |
1,507.9 |
1,523.2 |
PP |
1,498.1 |
1,498.1 |
1,498.1 |
1,501.1 |
S1 |
1,485.9 |
1,485.9 |
1,502.1 |
1,492.0 |
S2 |
1,466.9 |
1,466.9 |
1,499.3 |
|
S3 |
1,435.7 |
1,454.7 |
1,496.4 |
|
S4 |
1,404.5 |
1,423.5 |
1,487.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,519.7 |
1,479.0 |
40.7 |
2.7% |
13.6 |
0.9% |
77% |
True |
False |
6,042 |
10 |
1,519.7 |
1,446.2 |
73.5 |
4.9% |
15.7 |
1.0% |
87% |
True |
False |
5,778 |
20 |
1,519.7 |
1,413.5 |
106.2 |
7.0% |
15.8 |
1.0% |
91% |
True |
False |
4,739 |
40 |
1,519.7 |
1,389.8 |
129.9 |
8.6% |
16.3 |
1.1% |
93% |
True |
False |
3,260 |
60 |
1,519.7 |
1,314.2 |
205.5 |
13.6% |
15.8 |
1.0% |
95% |
True |
False |
2,613 |
80 |
1,519.7 |
1,314.2 |
205.5 |
13.6% |
16.0 |
1.1% |
95% |
True |
False |
2,142 |
100 |
1,519.7 |
1,314.2 |
205.5 |
13.6% |
15.1 |
1.0% |
95% |
True |
False |
1,788 |
120 |
1,519.7 |
1,314.2 |
205.5 |
13.6% |
15.7 |
1.0% |
95% |
True |
False |
1,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,587.3 |
2.618 |
1,561.3 |
1.618 |
1,545.4 |
1.000 |
1,535.6 |
0.618 |
1,529.5 |
HIGH |
1,519.7 |
0.618 |
1,513.6 |
0.500 |
1,511.8 |
0.382 |
1,509.9 |
LOW |
1,503.8 |
0.618 |
1,494.0 |
1.000 |
1,487.9 |
1.618 |
1,478.1 |
2.618 |
1,462.2 |
4.250 |
1,436.2 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,511.8 |
1,509.3 |
PP |
1,511.3 |
1,508.4 |
S1 |
1,510.8 |
1,507.4 |
|