Trading Metrics calculated at close of trading on 27-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4,907.0 |
4,945.0 |
38.0 |
0.8% |
4,882.0 |
High |
4,930.0 |
4,951.0 |
21.0 |
0.4% |
4,930.0 |
Low |
4,901.0 |
4,871.0 |
-30.0 |
-0.6% |
4,793.0 |
Close |
4,922.0 |
4,872.0 |
-50.0 |
-1.0% |
4,922.0 |
Range |
29.0 |
80.0 |
51.0 |
175.9% |
137.0 |
ATR |
54.4 |
56.2 |
1.8 |
3.4% |
0.0 |
Volume |
25,974 |
31,854 |
5,880 |
22.6% |
129,459 |
|
Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,138.0 |
5,085.0 |
4,916.0 |
|
R3 |
5,058.0 |
5,005.0 |
4,894.0 |
|
R2 |
4,978.0 |
4,978.0 |
4,886.7 |
|
R1 |
4,925.0 |
4,925.0 |
4,879.3 |
4,911.5 |
PP |
4,898.0 |
4,898.0 |
4,898.0 |
4,891.3 |
S1 |
4,845.0 |
4,845.0 |
4,864.7 |
4,831.5 |
S2 |
4,818.0 |
4,818.0 |
4,857.3 |
|
S3 |
4,738.0 |
4,765.0 |
4,850.0 |
|
S4 |
4,658.0 |
4,685.0 |
4,828.0 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,292.7 |
5,244.3 |
4,997.4 |
|
R3 |
5,155.7 |
5,107.3 |
4,959.7 |
|
R2 |
5,018.7 |
5,018.7 |
4,947.1 |
|
R1 |
4,970.3 |
4,970.3 |
4,934.6 |
4,994.5 |
PP |
4,881.7 |
4,881.7 |
4,881.7 |
4,893.8 |
S1 |
4,833.3 |
4,833.3 |
4,909.4 |
4,857.5 |
S2 |
4,744.7 |
4,744.7 |
4,896.9 |
|
S3 |
4,607.7 |
4,696.3 |
4,884.3 |
|
S4 |
4,470.7 |
4,559.3 |
4,846.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,951.0 |
4,793.0 |
158.0 |
3.2% |
47.6 |
1.0% |
50% |
True |
False |
32,262 |
10 |
5,001.0 |
4,793.0 |
208.0 |
4.3% |
50.0 |
1.0% |
38% |
False |
False |
33,628 |
20 |
5,001.0 |
4,742.0 |
259.0 |
5.3% |
43.9 |
0.9% |
50% |
False |
False |
31,167 |
40 |
5,001.0 |
4,484.0 |
517.0 |
10.6% |
49.1 |
1.0% |
75% |
False |
False |
27,872 |
60 |
5,001.0 |
4,484.0 |
517.0 |
10.6% |
35.7 |
0.7% |
75% |
False |
False |
18,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,291.0 |
2.618 |
5,160.4 |
1.618 |
5,080.4 |
1.000 |
5,031.0 |
0.618 |
5,000.4 |
HIGH |
4,951.0 |
0.618 |
4,920.4 |
0.500 |
4,911.0 |
0.382 |
4,901.6 |
LOW |
4,871.0 |
0.618 |
4,821.6 |
1.000 |
4,791.0 |
1.618 |
4,741.6 |
2.618 |
4,661.6 |
4.250 |
4,531.0 |
|
|
Fisher Pivots for day following 27-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4,911.0 |
4,888.0 |
PP |
4,898.0 |
4,882.7 |
S1 |
4,885.0 |
4,877.3 |
|