Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4,890.0 |
4,882.0 |
-8.0 |
-0.2% |
4,967.0 |
High |
4,905.0 |
4,896.0 |
-9.0 |
-0.2% |
5,001.0 |
Low |
4,862.0 |
4,852.0 |
-10.0 |
-0.2% |
4,862.0 |
Close |
4,862.0 |
4,866.0 |
4.0 |
0.1% |
4,862.0 |
Range |
43.0 |
44.0 |
1.0 |
2.3% |
139.0 |
ATR |
50.6 |
50.2 |
-0.5 |
-0.9% |
0.0 |
Volume |
27,972 |
31,025 |
3,053 |
10.9% |
174,967 |
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,003.3 |
4,978.7 |
4,890.2 |
|
R3 |
4,959.3 |
4,934.7 |
4,878.1 |
|
R2 |
4,915.3 |
4,915.3 |
4,874.1 |
|
R1 |
4,890.7 |
4,890.7 |
4,870.0 |
4,881.0 |
PP |
4,871.3 |
4,871.3 |
4,871.3 |
4,866.5 |
S1 |
4,846.7 |
4,846.7 |
4,862.0 |
4,837.0 |
S2 |
4,827.3 |
4,827.3 |
4,857.9 |
|
S3 |
4,783.3 |
4,802.7 |
4,853.9 |
|
S4 |
4,739.3 |
4,758.7 |
4,841.8 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,325.3 |
5,232.7 |
4,938.5 |
|
R3 |
5,186.3 |
5,093.7 |
4,900.2 |
|
R2 |
5,047.3 |
5,047.3 |
4,887.5 |
|
R1 |
4,954.7 |
4,954.7 |
4,874.7 |
4,931.5 |
PP |
4,908.3 |
4,908.3 |
4,908.3 |
4,896.8 |
S1 |
4,815.7 |
4,815.7 |
4,849.3 |
4,792.5 |
S2 |
4,769.3 |
4,769.3 |
4,836.5 |
|
S3 |
4,630.3 |
4,676.7 |
4,823.8 |
|
S4 |
4,491.3 |
4,537.7 |
4,785.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,984.0 |
4,852.0 |
132.0 |
2.7% |
52.6 |
1.1% |
11% |
False |
True |
34,119 |
10 |
5,001.0 |
4,852.0 |
149.0 |
3.1% |
44.5 |
0.9% |
9% |
False |
True |
32,092 |
20 |
5,001.0 |
4,653.0 |
348.0 |
7.2% |
42.2 |
0.9% |
61% |
False |
False |
30,493 |
40 |
5,001.0 |
4,484.0 |
517.0 |
10.6% |
45.2 |
0.9% |
74% |
False |
False |
24,621 |
60 |
5,001.0 |
4,484.0 |
517.0 |
10.6% |
32.5 |
0.7% |
74% |
False |
False |
16,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,083.0 |
2.618 |
5,011.2 |
1.618 |
4,967.2 |
1.000 |
4,940.0 |
0.618 |
4,923.2 |
HIGH |
4,896.0 |
0.618 |
4,879.2 |
0.500 |
4,874.0 |
0.382 |
4,868.8 |
LOW |
4,852.0 |
0.618 |
4,824.8 |
1.000 |
4,808.0 |
1.618 |
4,780.8 |
2.618 |
4,736.8 |
4.250 |
4,665.0 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4,874.0 |
4,885.0 |
PP |
4,871.3 |
4,878.7 |
S1 |
4,868.7 |
4,872.3 |
|