Trading Metrics calculated at close of trading on 27-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,509.3 |
1,508.4 |
-0.9 |
-0.1% |
1,488.0 |
High |
1,509.3 |
1,531.4 |
22.1 |
1.5% |
1,510.2 |
Low |
1,494.5 |
1,505.2 |
10.7 |
0.7% |
1,479.0 |
Close |
1,504.7 |
1,518.3 |
13.6 |
0.9% |
1,505.0 |
Range |
14.8 |
26.2 |
11.4 |
77.0% |
31.2 |
ATR |
16.1 |
16.9 |
0.8 |
4.7% |
0.0 |
Volume |
5,339 |
4,462 |
-877 |
-16.4% |
19,061 |
|
Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,596.9 |
1,583.8 |
1,532.7 |
|
R3 |
1,570.7 |
1,557.6 |
1,525.5 |
|
R2 |
1,544.5 |
1,544.5 |
1,523.1 |
|
R1 |
1,531.4 |
1,531.4 |
1,520.7 |
1,538.0 |
PP |
1,518.3 |
1,518.3 |
1,518.3 |
1,521.6 |
S1 |
1,505.2 |
1,505.2 |
1,515.9 |
1,511.8 |
S2 |
1,492.1 |
1,492.1 |
1,513.5 |
|
S3 |
1,465.9 |
1,479.0 |
1,511.1 |
|
S4 |
1,439.7 |
1,452.8 |
1,503.9 |
|
|
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 |
1,531.4 |
1,494.5 |
36.9 |
2.4% |
15.4 |
1.0% |
64% |
True |
False |
6,320 |
10 |
1,531.4 |
1,453.5 |
77.9 |
5.1% |
15.9 |
1.0% |
83% |
True |
False |
5,754 |
20 |
1,531.4 |
1,415.4 |
116.0 |
7.6% |
16.5 |
1.1% |
89% |
True |
False |
4,831 |
40 |
1,531.4 |
1,389.8 |
141.6 |
9.3% |
16.5 |
1.1% |
91% |
True |
False |
3,434 |
60 |
1,531.4 |
1,328.7 |
202.7 |
13.4% |
15.5 |
1.0% |
94% |
True |
False |
2,743 |
80 |
1,531.4 |
1,314.2 |
217.2 |
14.3% |
16.2 |
1.1% |
94% |
True |
False |
2,254 |
100 |
1,531.4 |
1,314.2 |
217.2 |
14.3% |
15.4 |
1.0% |
94% |
True |
False |
1,878 |
120 |
1,531.4 |
1,314.2 |
217.2 |
14.3% |
15.8 |
1.0% |
94% |
True |
False |
1,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,642.8 |
2.618 |
1,600.0 |
1.618 |
1,573.8 |
1.000 |
1,557.6 |
0.618 |
1,547.6 |
HIGH |
1,531.4 |
0.618 |
1,521.4 |
0.500 |
1,518.3 |
0.382 |
1,515.2 |
LOW |
1,505.2 |
0.618 |
1,489.0 |
1.000 |
1,479.0 |
1.618 |
1,462.8 |
2.618 |
1,436.6 |
4.250 |
1,393.9 |
|
|
Fisher Pivots for day following 27-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,518.3 |
1,516.5 |
PP |
1,518.3 |
1,514.7 |
S1 |
1,518.3 |
1,513.0 |
|