Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,510.7 |
1,509.3 |
-1.4 |
-0.1% |
1,488.0 |
High |
1,519.7 |
1,509.3 |
-10.4 |
-0.7% |
1,510.2 |
Low |
1,503.8 |
1,494.5 |
-9.3 |
-0.6% |
1,479.0 |
Close |
1,510.3 |
1,504.7 |
-5.6 |
-0.4% |
1,505.0 |
Range |
15.9 |
14.8 |
-1.1 |
-6.9% |
31.2 |
ATR |
16.1 |
16.1 |
0.0 |
-0.1% |
0.0 |
Volume |
11,151 |
5,339 |
-5,812 |
-52.1% |
19,061 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,547.2 |
1,540.8 |
1,512.8 |
|
R3 |
1,532.4 |
1,526.0 |
1,508.8 |
|
R2 |
1,517.6 |
1,517.6 |
1,507.4 |
|
R1 |
1,511.2 |
1,511.2 |
1,506.1 |
1,507.0 |
PP |
1,502.8 |
1,502.8 |
1,502.8 |
1,500.8 |
S1 |
1,496.4 |
1,496.4 |
1,503.3 |
1,492.2 |
S2 |
1,488.0 |
1,488.0 |
1,502.0 |
|
S3 |
1,473.2 |
1,481.6 |
1,500.6 |
|
S4 |
1,458.4 |
1,466.8 |
1,496.6 |
|
|
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 |
1,489.5 |
30.2 |
2.0% |
12.5 |
0.8% |
50% |
False |
False |
6,179 |
10 |
1,519.7 |
1,446.2 |
73.5 |
4.9% |
15.6 |
1.0% |
80% |
False |
False |
6,135 |
20 |
1,519.7 |
1,414.5 |
105.2 |
7.0% |
15.8 |
1.0% |
86% |
False |
False |
4,828 |
40 |
1,519.7 |
1,389.8 |
129.9 |
8.6% |
16.4 |
1.1% |
88% |
False |
False |
3,370 |
60 |
1,519.7 |
1,328.2 |
191.5 |
12.7% |
15.4 |
1.0% |
92% |
False |
False |
2,678 |
80 |
1,519.7 |
1,314.2 |
205.5 |
13.7% |
16.1 |
1.1% |
93% |
False |
False |
2,202 |
100 |
1,519.7 |
1,314.2 |
205.5 |
13.7% |
15.3 |
1.0% |
93% |
False |
False |
1,838 |
120 |
1,519.7 |
1,314.2 |
205.5 |
13.7% |
15.8 |
1.1% |
93% |
False |
False |
1,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,572.2 |
2.618 |
1,548.0 |
1.618 |
1,533.2 |
1.000 |
1,524.1 |
0.618 |
1,518.4 |
HIGH |
1,509.3 |
0.618 |
1,503.6 |
0.500 |
1,501.9 |
0.382 |
1,500.2 |
LOW |
1,494.5 |
0.618 |
1,485.4 |
1.000 |
1,479.7 |
1.618 |
1,470.6 |
2.618 |
1,455.8 |
4.250 |
1,431.6 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,503.8 |
1,507.1 |
PP |
1,502.8 |
1,506.3 |
S1 |
1,501.9 |
1,505.5 |
|