Trading Metrics calculated at close of trading on 11-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
7,241.0 |
7,224.0 |
-17.0 |
-0.2% |
7,195.5 |
High |
7,253.0 |
7,245.0 |
-8.0 |
-0.1% |
7,262.5 |
Low |
7,189.0 |
7,173.5 |
-15.5 |
-0.2% |
7,148.0 |
Close |
7,223.0 |
7,226.5 |
3.5 |
0.0% |
7,223.0 |
Range |
64.0 |
71.5 |
7.5 |
11.7% |
114.5 |
ATR |
104.7 |
102.3 |
-2.4 |
-2.3% |
0.0 |
Volume |
93,424 |
109,021 |
15,597 |
16.7% |
554,386 |
|
Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,429.5 |
7,399.5 |
7,265.8 |
|
R3 |
7,358.0 |
7,328.0 |
7,246.2 |
|
R2 |
7,286.5 |
7,286.5 |
7,239.6 |
|
R1 |
7,256.5 |
7,256.5 |
7,233.1 |
7,271.5 |
PP |
7,215.0 |
7,215.0 |
7,215.0 |
7,222.5 |
S1 |
7,185.0 |
7,185.0 |
7,219.9 |
7,200.0 |
S2 |
7,143.5 |
7,143.5 |
7,213.4 |
|
S3 |
7,072.0 |
7,113.5 |
7,206.8 |
|
S4 |
7,000.5 |
7,042.0 |
7,187.2 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,554.7 |
7,503.3 |
7,286.0 |
|
R3 |
7,440.2 |
7,388.8 |
7,254.5 |
|
R2 |
7,325.7 |
7,325.7 |
7,244.0 |
|
R1 |
7,274.3 |
7,274.3 |
7,233.5 |
7,300.0 |
PP |
7,211.2 |
7,211.2 |
7,211.2 |
7,224.0 |
S1 |
7,159.8 |
7,159.8 |
7,212.5 |
7,185.5 |
S2 |
7,096.7 |
7,096.7 |
7,202.0 |
|
S3 |
6,982.2 |
7,045.3 |
7,191.5 |
|
S4 |
6,867.7 |
6,930.8 |
7,160.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,262.5 |
7,148.0 |
114.5 |
1.6% |
72.0 |
1.0% |
69% |
False |
False |
115,632 |
10 |
7,262.5 |
6,885.0 |
377.5 |
5.2% |
73.7 |
1.0% |
90% |
False |
False |
114,328 |
20 |
7,262.5 |
6,436.0 |
826.5 |
11.4% |
110.1 |
1.5% |
96% |
False |
False |
124,846 |
40 |
7,470.0 |
6,436.0 |
1,034.0 |
14.3% |
106.2 |
1.5% |
76% |
False |
False |
66,737 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.3% |
93.8 |
1.3% |
76% |
False |
False |
44,673 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.3% |
87.3 |
1.2% |
76% |
False |
False |
33,622 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.3% |
86.0 |
1.2% |
76% |
False |
False |
27,234 |
120 |
7,470.0 |
6,436.0 |
1,034.0 |
14.3% |
81.7 |
1.1% |
76% |
False |
False |
22,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,548.9 |
2.618 |
7,432.2 |
1.618 |
7,360.7 |
1.000 |
7,316.5 |
0.618 |
7,289.2 |
HIGH |
7,245.0 |
0.618 |
7,217.7 |
0.500 |
7,209.3 |
0.382 |
7,200.8 |
LOW |
7,173.5 |
0.618 |
7,129.3 |
1.000 |
7,102.0 |
1.618 |
7,057.8 |
2.618 |
6,986.3 |
4.250 |
6,869.6 |
|
|
Fisher Pivots for day following 11-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
7,220.8 |
7,223.4 |
PP |
7,215.0 |
7,220.3 |
S1 |
7,209.3 |
7,217.3 |
|