Trading Metrics calculated at close of trading on 20-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4,816.0 |
4,828.0 |
12.0 |
0.2% |
4,967.0 |
High |
4,831.0 |
4,872.0 |
41.0 |
0.8% |
5,001.0 |
Low |
4,793.0 |
4,825.0 |
32.0 |
0.7% |
4,862.0 |
Close |
4,795.0 |
4,865.0 |
70.0 |
1.5% |
4,862.0 |
Range |
38.0 |
47.0 |
9.0 |
23.7% |
139.0 |
ATR |
51.8 |
53.6 |
1.8 |
3.5% |
0.0 |
Volume |
39,080 |
33,380 |
-5,700 |
-14.6% |
174,967 |
|
Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,995.0 |
4,977.0 |
4,890.9 |
|
R3 |
4,948.0 |
4,930.0 |
4,877.9 |
|
R2 |
4,901.0 |
4,901.0 |
4,873.6 |
|
R1 |
4,883.0 |
4,883.0 |
4,869.3 |
4,892.0 |
PP |
4,854.0 |
4,854.0 |
4,854.0 |
4,858.5 |
S1 |
4,836.0 |
4,836.0 |
4,860.7 |
4,845.0 |
S2 |
4,807.0 |
4,807.0 |
4,856.4 |
|
S3 |
4,760.0 |
4,789.0 |
4,852.1 |
|
S4 |
4,713.0 |
4,742.0 |
4,839.2 |
|
|
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 |
4,918.0 |
4,793.0 |
125.0 |
2.6% |
43.6 |
0.9% |
58% |
False |
False |
32,613 |
10 |
5,001.0 |
4,793.0 |
208.0 |
4.3% |
47.4 |
1.0% |
35% |
False |
False |
33,444 |
20 |
5,001.0 |
4,689.0 |
312.0 |
6.4% |
42.7 |
0.9% |
56% |
False |
False |
31,224 |
40 |
5,001.0 |
4,484.0 |
517.0 |
10.6% |
47.2 |
1.0% |
74% |
False |
False |
26,429 |
60 |
5,001.0 |
4,484.0 |
517.0 |
10.6% |
33.9 |
0.7% |
74% |
False |
False |
17,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,071.8 |
2.618 |
4,995.0 |
1.618 |
4,948.0 |
1.000 |
4,919.0 |
0.618 |
4,901.0 |
HIGH |
4,872.0 |
0.618 |
4,854.0 |
0.500 |
4,848.5 |
0.382 |
4,843.0 |
LOW |
4,825.0 |
0.618 |
4,796.0 |
1.000 |
4,778.0 |
1.618 |
4,749.0 |
2.618 |
4,702.0 |
4.250 |
4,625.3 |
|
|
Fisher Pivots for day following 20-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4,859.5 |
4,858.2 |
PP |
4,854.0 |
4,851.3 |
S1 |
4,848.5 |
4,844.5 |
|