Trading Metrics calculated at close of trading on 28-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4,945.0 |
4,908.0 |
-37.0 |
-0.7% |
4,882.0 |
High |
4,951.0 |
4,924.0 |
-27.0 |
-0.5% |
4,930.0 |
Low |
4,871.0 |
4,872.0 |
1.0 |
0.0% |
4,793.0 |
Close |
4,872.0 |
4,872.0 |
0.0 |
0.0% |
4,922.0 |
Range |
80.0 |
52.0 |
-28.0 |
-35.0% |
137.0 |
ATR |
56.2 |
55.9 |
-0.3 |
-0.5% |
0.0 |
Volume |
31,854 |
25,492 |
-6,362 |
-20.0% |
129,459 |
|
Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,045.3 |
5,010.7 |
4,900.6 |
|
R3 |
4,993.3 |
4,958.7 |
4,886.3 |
|
R2 |
4,941.3 |
4,941.3 |
4,881.5 |
|
R1 |
4,906.7 |
4,906.7 |
4,876.8 |
4,898.0 |
PP |
4,889.3 |
4,889.3 |
4,889.3 |
4,885.0 |
S1 |
4,854.7 |
4,854.7 |
4,867.2 |
4,846.0 |
S2 |
4,837.3 |
4,837.3 |
4,862.5 |
|
S3 |
4,785.3 |
4,802.7 |
4,857.7 |
|
S4 |
4,733.3 |
4,750.7 |
4,843.4 |
|
|
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% |
49.2 |
1.0% |
50% |
False |
False |
31,156 |
10 |
4,984.0 |
4,793.0 |
191.0 |
3.9% |
50.9 |
1.0% |
41% |
False |
False |
32,637 |
20 |
5,001.0 |
4,742.0 |
259.0 |
5.3% |
45.3 |
0.9% |
50% |
False |
False |
31,412 |
40 |
5,001.0 |
4,484.0 |
517.0 |
10.6% |
49.8 |
1.0% |
75% |
False |
False |
28,506 |
60 |
5,001.0 |
4,484.0 |
517.0 |
10.6% |
36.5 |
0.7% |
75% |
False |
False |
19,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,145.0 |
2.618 |
5,060.1 |
1.618 |
5,008.1 |
1.000 |
4,976.0 |
0.618 |
4,956.1 |
HIGH |
4,924.0 |
0.618 |
4,904.1 |
0.500 |
4,898.0 |
0.382 |
4,891.9 |
LOW |
4,872.0 |
0.618 |
4,839.9 |
1.000 |
4,820.0 |
1.618 |
4,787.9 |
2.618 |
4,735.9 |
4.250 |
4,651.0 |
|
|
Fisher Pivots for day following 28-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4,898.0 |
4,911.0 |
PP |
4,889.3 |
4,898.0 |
S1 |
4,880.7 |
4,885.0 |
|