Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4,908.0 |
4,882.0 |
-26.0 |
-0.5% |
4,945.0 |
High |
4,924.0 |
4,891.0 |
-33.0 |
-0.7% |
4,951.0 |
Low |
4,872.0 |
4,796.0 |
-76.0 |
-1.6% |
4,796.0 |
Close |
4,872.0 |
4,808.0 |
-64.0 |
-1.3% |
4,808.0 |
Range |
52.0 |
95.0 |
43.0 |
82.7% |
155.0 |
ATR |
55.9 |
58.7 |
2.8 |
5.0% |
0.0 |
Volume |
25,492 |
42,131 |
16,639 |
65.3% |
99,477 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,116.7 |
5,057.3 |
4,860.3 |
|
R3 |
5,021.7 |
4,962.3 |
4,834.1 |
|
R2 |
4,926.7 |
4,926.7 |
4,825.4 |
|
R1 |
4,867.3 |
4,867.3 |
4,816.7 |
4,849.5 |
PP |
4,831.7 |
4,831.7 |
4,831.7 |
4,822.8 |
S1 |
4,772.3 |
4,772.3 |
4,799.3 |
4,754.5 |
S2 |
4,736.7 |
4,736.7 |
4,790.6 |
|
S3 |
4,641.7 |
4,677.3 |
4,781.9 |
|
S4 |
4,546.7 |
4,582.3 |
4,755.8 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,316.7 |
5,217.3 |
4,893.3 |
|
R3 |
5,161.7 |
5,062.3 |
4,850.6 |
|
R2 |
5,006.7 |
5,006.7 |
4,836.4 |
|
R1 |
4,907.3 |
4,907.3 |
4,822.2 |
4,879.5 |
PP |
4,851.7 |
4,851.7 |
4,851.7 |
4,837.8 |
S1 |
4,752.3 |
4,752.3 |
4,793.8 |
4,724.5 |
S2 |
4,696.7 |
4,696.7 |
4,779.6 |
|
S3 |
4,541.7 |
4,597.3 |
4,765.4 |
|
S4 |
4,386.7 |
4,442.3 |
4,722.8 |
|
|
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 |
4,796.0 |
155.0 |
3.2% |
60.6 |
1.3% |
8% |
False |
True |
31,766 |
10 |
4,951.0 |
4,793.0 |
158.0 |
3.3% |
52.3 |
1.1% |
9% |
False |
False |
32,533 |
20 |
5,001.0 |
4,793.0 |
208.0 |
4.3% |
48.0 |
1.0% |
7% |
False |
False |
32,008 |
40 |
5,001.0 |
4,484.0 |
517.0 |
10.8% |
51.6 |
1.1% |
63% |
False |
False |
29,558 |
60 |
5,001.0 |
4,484.0 |
517.0 |
10.8% |
38.1 |
0.8% |
63% |
False |
False |
19,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,294.8 |
2.618 |
5,139.7 |
1.618 |
5,044.7 |
1.000 |
4,986.0 |
0.618 |
4,949.7 |
HIGH |
4,891.0 |
0.618 |
4,854.7 |
0.500 |
4,843.5 |
0.382 |
4,832.3 |
LOW |
4,796.0 |
0.618 |
4,737.3 |
1.000 |
4,701.0 |
1.618 |
4,642.3 |
2.618 |
4,547.3 |
4.250 |
4,392.3 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4,843.5 |
4,873.5 |
PP |
4,831.7 |
4,851.7 |
S1 |
4,819.8 |
4,829.8 |
|