Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4,828.0 |
4,907.0 |
79.0 |
1.6% |
4,967.0 |
High |
4,872.0 |
4,930.0 |
58.0 |
1.2% |
5,001.0 |
Low |
4,825.0 |
4,901.0 |
76.0 |
1.6% |
4,862.0 |
Close |
4,865.0 |
4,922.0 |
57.0 |
1.2% |
4,862.0 |
Range |
47.0 |
29.0 |
-18.0 |
-38.3% |
139.0 |
ATR |
53.6 |
54.4 |
0.8 |
1.5% |
0.0 |
Volume |
33,380 |
25,974 |
-7,406 |
-22.2% |
174,967 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,004.7 |
4,992.3 |
4,938.0 |
|
R3 |
4,975.7 |
4,963.3 |
4,930.0 |
|
R2 |
4,946.7 |
4,946.7 |
4,927.3 |
|
R1 |
4,934.3 |
4,934.3 |
4,924.7 |
4,940.5 |
PP |
4,917.7 |
4,917.7 |
4,917.7 |
4,920.8 |
S1 |
4,905.3 |
4,905.3 |
4,919.3 |
4,911.5 |
S2 |
4,888.7 |
4,888.7 |
4,916.7 |
|
S3 |
4,859.7 |
4,876.3 |
4,914.0 |
|
S4 |
4,830.7 |
4,847.3 |
4,906.1 |
|
|
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 |
4,930.0 |
4,793.0 |
137.0 |
2.8% |
40.2 |
0.8% |
94% |
True |
False |
31,486 |
10 |
5,001.0 |
4,793.0 |
208.0 |
4.2% |
46.9 |
1.0% |
62% |
False |
False |
33,515 |
20 |
5,001.0 |
4,739.0 |
262.0 |
5.3% |
42.5 |
0.9% |
70% |
False |
False |
31,165 |
40 |
5,001.0 |
4,484.0 |
517.0 |
10.5% |
47.9 |
1.0% |
85% |
False |
False |
27,079 |
60 |
5,001.0 |
4,484.0 |
517.0 |
10.5% |
34.4 |
0.7% |
85% |
False |
False |
18,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,053.3 |
2.618 |
5,005.9 |
1.618 |
4,976.9 |
1.000 |
4,959.0 |
0.618 |
4,947.9 |
HIGH |
4,930.0 |
0.618 |
4,918.9 |
0.500 |
4,915.5 |
0.382 |
4,912.1 |
LOW |
4,901.0 |
0.618 |
4,883.1 |
1.000 |
4,872.0 |
1.618 |
4,854.1 |
2.618 |
4,825.1 |
4.250 |
4,777.8 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4,919.8 |
4,901.8 |
PP |
4,917.7 |
4,881.7 |
S1 |
4,915.5 |
4,861.5 |
|