Trading Metrics calculated at close of trading on 28-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,508.4 |
1,528.9 |
20.5 |
1.4% |
1,488.0 |
High |
1,531.4 |
1,540.0 |
8.6 |
0.6% |
1,510.2 |
Low |
1,505.2 |
1,525.5 |
20.3 |
1.3% |
1,479.0 |
Close |
1,518.3 |
1,532.5 |
14.2 |
0.9% |
1,505.0 |
Range |
26.2 |
14.5 |
-11.7 |
-44.7% |
31.2 |
ATR |
16.9 |
17.2 |
0.3 |
2.1% |
0.0 |
Volume |
4,462 |
7,681 |
3,219 |
72.1% |
19,061 |
|
Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,576.2 |
1,568.8 |
1,540.5 |
|
R3 |
1,561.7 |
1,554.3 |
1,536.5 |
|
R2 |
1,547.2 |
1,547.2 |
1,535.2 |
|
R1 |
1,539.8 |
1,539.8 |
1,533.8 |
1,543.5 |
PP |
1,532.7 |
1,532.7 |
1,532.7 |
1,534.5 |
S1 |
1,525.3 |
1,525.3 |
1,531.2 |
1,529.0 |
S2 |
1,518.2 |
1,518.2 |
1,529.8 |
|
S3 |
1,503.7 |
1,510.8 |
1,528.5 |
|
S4 |
1,489.2 |
1,496.3 |
1,524.5 |
|
|
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 |
1,540.0 |
1,494.5 |
45.5 |
3.0% |
15.8 |
1.0% |
84% |
True |
False |
7,515 |
10 |
1,540.0 |
1,454.7 |
85.3 |
5.6% |
16.3 |
1.1% |
91% |
True |
False |
6,313 |
20 |
1,540.0 |
1,415.5 |
124.5 |
8.1% |
16.4 |
1.1% |
94% |
True |
False |
5,124 |
40 |
1,540.0 |
1,389.8 |
150.2 |
9.8% |
16.6 |
1.1% |
95% |
True |
False |
3,579 |
60 |
1,540.0 |
1,328.7 |
211.3 |
13.8% |
15.5 |
1.0% |
96% |
True |
False |
2,859 |
80 |
1,540.0 |
1,314.2 |
225.8 |
14.7% |
16.3 |
1.1% |
97% |
True |
False |
2,344 |
100 |
1,540.0 |
1,314.2 |
225.8 |
14.7% |
15.4 |
1.0% |
97% |
True |
False |
1,948 |
120 |
1,540.0 |
1,314.2 |
225.8 |
14.7% |
15.6 |
1.0% |
97% |
True |
False |
1,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,601.6 |
2.618 |
1,578.0 |
1.618 |
1,563.5 |
1.000 |
1,554.5 |
0.618 |
1,549.0 |
HIGH |
1,540.0 |
0.618 |
1,534.5 |
0.500 |
1,532.8 |
0.382 |
1,531.0 |
LOW |
1,525.5 |
0.618 |
1,516.5 |
1.000 |
1,511.0 |
1.618 |
1,502.0 |
2.618 |
1,487.5 |
4.250 |
1,463.9 |
|
|
Fisher Pivots for day following 28-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,532.8 |
1,527.4 |
PP |
1,532.7 |
1,522.3 |
S1 |
1,532.6 |
1,517.3 |
|