Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4,882.0 |
4,816.0 |
-66.0 |
-1.4% |
4,967.0 |
High |
4,896.0 |
4,831.0 |
-65.0 |
-1.3% |
5,001.0 |
Low |
4,852.0 |
4,793.0 |
-59.0 |
-1.2% |
4,862.0 |
Close |
4,866.0 |
4,795.0 |
-71.0 |
-1.5% |
4,862.0 |
Range |
44.0 |
38.0 |
-6.0 |
-13.6% |
139.0 |
ATR |
50.2 |
51.8 |
1.6 |
3.2% |
0.0 |
Volume |
31,025 |
39,080 |
8,055 |
26.0% |
174,967 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,920.3 |
4,895.7 |
4,815.9 |
|
R3 |
4,882.3 |
4,857.7 |
4,805.5 |
|
R2 |
4,844.3 |
4,844.3 |
4,802.0 |
|
R1 |
4,819.7 |
4,819.7 |
4,798.5 |
4,813.0 |
PP |
4,806.3 |
4,806.3 |
4,806.3 |
4,803.0 |
S1 |
4,781.7 |
4,781.7 |
4,791.5 |
4,775.0 |
S2 |
4,768.3 |
4,768.3 |
4,788.0 |
|
S3 |
4,730.3 |
4,743.7 |
4,784.6 |
|
S4 |
4,692.3 |
4,705.7 |
4,774.1 |
|
|
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 |
4,935.0 |
4,793.0 |
142.0 |
3.0% |
44.0 |
0.9% |
1% |
False |
True |
33,301 |
10 |
5,001.0 |
4,793.0 |
208.0 |
4.3% |
46.3 |
1.0% |
1% |
False |
True |
33,223 |
20 |
5,001.0 |
4,653.0 |
348.0 |
7.3% |
41.9 |
0.9% |
41% |
False |
False |
30,906 |
40 |
5,001.0 |
4,484.0 |
517.0 |
10.8% |
46.0 |
1.0% |
60% |
False |
False |
25,595 |
60 |
5,001.0 |
4,484.0 |
517.0 |
10.8% |
33.1 |
0.7% |
60% |
False |
False |
17,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,992.5 |
2.618 |
4,930.5 |
1.618 |
4,892.5 |
1.000 |
4,869.0 |
0.618 |
4,854.5 |
HIGH |
4,831.0 |
0.618 |
4,816.5 |
0.500 |
4,812.0 |
0.382 |
4,807.5 |
LOW |
4,793.0 |
0.618 |
4,769.5 |
1.000 |
4,755.0 |
1.618 |
4,731.5 |
2.618 |
4,693.5 |
4.250 |
4,631.5 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4,812.0 |
4,849.0 |
PP |
4,806.3 |
4,831.0 |
S1 |
4,800.7 |
4,813.0 |
|