Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,528.9 |
1,537.8 |
8.9 |
0.6% |
1,510.7 |
High |
1,540.0 |
1,570.0 |
30.0 |
1.9% |
1,570.0 |
Low |
1,525.5 |
1,533.8 |
8.3 |
0.5% |
1,494.5 |
Close |
1,532.5 |
1,557.7 |
25.2 |
1.6% |
1,557.7 |
Range |
14.5 |
36.2 |
21.7 |
149.7% |
75.5 |
ATR |
17.2 |
18.7 |
1.4 |
8.4% |
0.0 |
Volume |
7,681 |
5,894 |
-1,787 |
-23.3% |
34,527 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,662.4 |
1,646.3 |
1,577.6 |
|
R3 |
1,626.2 |
1,610.1 |
1,567.7 |
|
R2 |
1,590.0 |
1,590.0 |
1,564.3 |
|
R1 |
1,573.9 |
1,573.9 |
1,561.0 |
1,582.0 |
PP |
1,553.8 |
1,553.8 |
1,553.8 |
1,557.9 |
S1 |
1,537.7 |
1,537.7 |
1,554.4 |
1,545.8 |
S2 |
1,517.6 |
1,517.6 |
1,551.1 |
|
S3 |
1,481.4 |
1,501.5 |
1,547.7 |
|
S4 |
1,445.2 |
1,465.3 |
1,537.8 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,767.2 |
1,738.0 |
1,599.2 |
|
R3 |
1,691.7 |
1,662.5 |
1,578.5 |
|
R2 |
1,616.2 |
1,616.2 |
1,571.5 |
|
R1 |
1,587.0 |
1,587.0 |
1,564.6 |
1,601.6 |
PP |
1,540.7 |
1,540.7 |
1,540.7 |
1,548.1 |
S1 |
1,511.5 |
1,511.5 |
1,550.8 |
1,526.1 |
S2 |
1,465.2 |
1,465.2 |
1,543.9 |
|
S3 |
1,389.7 |
1,436.0 |
1,536.9 |
|
S4 |
1,314.2 |
1,360.5 |
1,516.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,570.0 |
1,494.5 |
75.5 |
4.8% |
21.5 |
1.4% |
84% |
True |
False |
6,905 |
10 |
1,570.0 |
1,473.5 |
96.5 |
6.2% |
17.6 |
1.1% |
87% |
True |
False |
5,591 |
20 |
1,570.0 |
1,415.5 |
154.5 |
9.9% |
17.3 |
1.1% |
92% |
True |
False |
5,323 |
40 |
1,570.0 |
1,389.8 |
180.2 |
11.6% |
16.9 |
1.1% |
93% |
True |
False |
3,690 |
60 |
1,570.0 |
1,328.7 |
241.3 |
15.5% |
15.9 |
1.0% |
95% |
True |
False |
2,946 |
80 |
1,570.0 |
1,314.2 |
255.8 |
16.4% |
16.2 |
1.0% |
95% |
True |
False |
2,416 |
100 |
1,570.0 |
1,314.2 |
255.8 |
16.4% |
15.6 |
1.0% |
95% |
True |
False |
1,995 |
120 |
1,570.0 |
1,314.2 |
255.8 |
16.4% |
15.8 |
1.0% |
95% |
True |
False |
1,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,723.9 |
2.618 |
1,664.8 |
1.618 |
1,628.6 |
1.000 |
1,606.2 |
0.618 |
1,592.4 |
HIGH |
1,570.0 |
0.618 |
1,556.2 |
0.500 |
1,551.9 |
0.382 |
1,547.6 |
LOW |
1,533.8 |
0.618 |
1,511.4 |
1.000 |
1,497.6 |
1.618 |
1,475.2 |
2.618 |
1,439.0 |
4.250 |
1,380.0 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,555.8 |
1,551.0 |
PP |
1,553.8 |
1,544.3 |
S1 |
1,551.9 |
1,537.6 |
|