Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
7,224.0 |
7,175.0 |
-49.0 |
-0.7% |
7,195.5 |
High |
7,245.0 |
7,200.5 |
-44.5 |
-0.6% |
7,262.5 |
Low |
7,173.5 |
7,109.0 |
-64.5 |
-0.9% |
7,148.0 |
Close |
7,226.5 |
7,128.0 |
-98.5 |
-1.4% |
7,223.0 |
Range |
71.5 |
91.5 |
20.0 |
28.0% |
114.5 |
ATR |
102.3 |
103.4 |
1.1 |
1.1% |
0.0 |
Volume |
109,021 |
146,448 |
37,427 |
34.3% |
554,386 |
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,420.3 |
7,365.7 |
7,178.3 |
|
R3 |
7,328.8 |
7,274.2 |
7,153.2 |
|
R2 |
7,237.3 |
7,237.3 |
7,144.8 |
|
R1 |
7,182.7 |
7,182.7 |
7,136.4 |
7,164.3 |
PP |
7,145.8 |
7,145.8 |
7,145.8 |
7,136.6 |
S1 |
7,091.2 |
7,091.2 |
7,119.6 |
7,072.8 |
S2 |
7,054.3 |
7,054.3 |
7,111.2 |
|
S3 |
6,962.8 |
6,999.7 |
7,102.8 |
|
S4 |
6,871.3 |
6,908.2 |
7,077.7 |
|
|
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 |
7,109.0 |
153.5 |
2.2% |
76.5 |
1.1% |
12% |
False |
True |
123,524 |
10 |
7,262.5 |
7,015.0 |
247.5 |
3.5% |
73.3 |
1.0% |
46% |
False |
False |
115,473 |
20 |
7,262.5 |
6,436.0 |
826.5 |
11.6% |
103.0 |
1.4% |
84% |
False |
False |
126,938 |
40 |
7,470.0 |
6,436.0 |
1,034.0 |
14.5% |
107.6 |
1.5% |
67% |
False |
False |
70,388 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.5% |
94.1 |
1.3% |
67% |
False |
False |
47,111 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.5% |
87.7 |
1.2% |
67% |
False |
False |
35,409 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.5% |
86.3 |
1.2% |
67% |
False |
False |
28,696 |
120 |
7,470.0 |
6,436.0 |
1,034.0 |
14.5% |
82.3 |
1.2% |
67% |
False |
False |
23,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,589.4 |
2.618 |
7,440.0 |
1.618 |
7,348.5 |
1.000 |
7,292.0 |
0.618 |
7,257.0 |
HIGH |
7,200.5 |
0.618 |
7,165.5 |
0.500 |
7,154.8 |
0.382 |
7,144.0 |
LOW |
7,109.0 |
0.618 |
7,052.5 |
1.000 |
7,017.5 |
1.618 |
6,961.0 |
2.618 |
6,869.5 |
4.250 |
6,720.1 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
7,154.8 |
7,181.0 |
PP |
7,145.8 |
7,163.3 |
S1 |
7,136.9 |
7,145.7 |
|