Trading Metrics calculated at close of trading on 13-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
7,175.0 |
7,152.0 |
-23.0 |
-0.3% |
7,195.5 |
High |
7,200.5 |
7,222.5 |
22.0 |
0.3% |
7,262.5 |
Low |
7,109.0 |
7,143.5 |
34.5 |
0.5% |
7,148.0 |
Close |
7,128.0 |
7,201.5 |
73.5 |
1.0% |
7,223.0 |
Range |
91.5 |
79.0 |
-12.5 |
-13.7% |
114.5 |
ATR |
103.4 |
102.8 |
-0.6 |
-0.6% |
0.0 |
Volume |
146,448 |
134,371 |
-12,077 |
-8.2% |
554,386 |
|
Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,426.2 |
7,392.8 |
7,245.0 |
|
R3 |
7,347.2 |
7,313.8 |
7,223.2 |
|
R2 |
7,268.2 |
7,268.2 |
7,216.0 |
|
R1 |
7,234.8 |
7,234.8 |
7,208.7 |
7,251.5 |
PP |
7,189.2 |
7,189.2 |
7,189.2 |
7,197.5 |
S1 |
7,155.8 |
7,155.8 |
7,194.3 |
7,172.5 |
S2 |
7,110.2 |
7,110.2 |
7,187.0 |
|
S3 |
7,031.2 |
7,076.8 |
7,179.8 |
|
S4 |
6,952.2 |
6,997.8 |
7,158.1 |
|
|
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 |
7,261.0 |
7,109.0 |
152.0 |
2.1% |
74.9 |
1.0% |
61% |
False |
False |
123,497 |
10 |
7,262.5 |
7,056.0 |
206.5 |
2.9% |
73.6 |
1.0% |
70% |
False |
False |
117,414 |
20 |
7,262.5 |
6,538.0 |
724.5 |
10.1% |
90.7 |
1.3% |
92% |
False |
False |
126,593 |
40 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
108.7 |
1.5% |
74% |
False |
False |
73,739 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
93.7 |
1.3% |
74% |
False |
False |
49,326 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
87.7 |
1.2% |
74% |
False |
False |
37,087 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
86.0 |
1.2% |
74% |
False |
False |
30,038 |
120 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
82.6 |
1.1% |
74% |
False |
False |
25,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,558.3 |
2.618 |
7,429.3 |
1.618 |
7,350.3 |
1.000 |
7,301.5 |
0.618 |
7,271.3 |
HIGH |
7,222.5 |
0.618 |
7,192.3 |
0.500 |
7,183.0 |
0.382 |
7,173.7 |
LOW |
7,143.5 |
0.618 |
7,094.7 |
1.000 |
7,064.5 |
1.618 |
7,015.7 |
2.618 |
6,936.7 |
4.250 |
6,807.8 |
|
|
Fisher Pivots for day following 13-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
7,195.3 |
7,193.3 |
PP |
7,189.2 |
7,185.2 |
S1 |
7,183.0 |
7,177.0 |
|