Trading Metrics calculated at close of trading on 15-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
7,190.0 |
7,172.0 |
-18.0 |
-0.3% |
7,224.0 |
High |
7,205.0 |
7,212.0 |
7.0 |
0.1% |
7,245.0 |
Low |
7,114.0 |
7,160.5 |
46.5 |
0.7% |
7,109.0 |
Close |
7,168.5 |
7,192.0 |
23.5 |
0.3% |
7,192.0 |
Range |
91.0 |
51.5 |
-39.5 |
-43.4% |
136.0 |
ATR |
101.9 |
98.3 |
-3.6 |
-3.5% |
0.0 |
Volume |
147,091 |
0 |
-147,091 |
-100.0% |
536,931 |
|
Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,342.7 |
7,318.8 |
7,220.3 |
|
R3 |
7,291.2 |
7,267.3 |
7,206.2 |
|
R2 |
7,239.7 |
7,239.7 |
7,201.4 |
|
R1 |
7,215.8 |
7,215.8 |
7,196.7 |
7,227.8 |
PP |
7,188.2 |
7,188.2 |
7,188.2 |
7,194.1 |
S1 |
7,164.3 |
7,164.3 |
7,187.3 |
7,176.3 |
S2 |
7,136.7 |
7,136.7 |
7,182.6 |
|
S3 |
7,085.2 |
7,112.8 |
7,177.8 |
|
S4 |
7,033.7 |
7,061.3 |
7,163.7 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,590.0 |
7,527.0 |
7,266.8 |
|
R3 |
7,454.0 |
7,391.0 |
7,229.4 |
|
R2 |
7,318.0 |
7,318.0 |
7,216.9 |
|
R1 |
7,255.0 |
7,255.0 |
7,204.5 |
7,218.5 |
PP |
7,182.0 |
7,182.0 |
7,182.0 |
7,163.8 |
S1 |
7,119.0 |
7,119.0 |
7,179.5 |
7,082.5 |
S2 |
7,046.0 |
7,046.0 |
7,167.1 |
|
S3 |
6,910.0 |
6,983.0 |
7,154.6 |
|
S4 |
6,774.0 |
6,847.0 |
7,117.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,245.0 |
7,109.0 |
136.0 |
1.9% |
76.9 |
1.1% |
61% |
False |
False |
107,386 |
10 |
7,262.5 |
7,109.0 |
153.5 |
2.1% |
71.1 |
1.0% |
54% |
False |
False |
109,131 |
20 |
7,262.5 |
6,733.0 |
529.5 |
7.4% |
81.9 |
1.1% |
87% |
False |
False |
119,669 |
40 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
109.7 |
1.5% |
73% |
False |
False |
77,400 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
93.7 |
1.3% |
73% |
False |
False |
51,766 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
88.8 |
1.2% |
73% |
False |
False |
38,919 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
84.9 |
1.2% |
73% |
False |
False |
31,499 |
120 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
82.8 |
1.2% |
73% |
False |
False |
26,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,430.9 |
2.618 |
7,346.8 |
1.618 |
7,295.3 |
1.000 |
7,263.5 |
0.618 |
7,243.8 |
HIGH |
7,212.0 |
0.618 |
7,192.3 |
0.500 |
7,186.3 |
0.382 |
7,180.2 |
LOW |
7,160.5 |
0.618 |
7,128.7 |
1.000 |
7,109.0 |
1.618 |
7,077.2 |
2.618 |
7,025.7 |
4.250 |
6,941.6 |
|
|
Fisher Pivots for day following 15-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
7,190.1 |
7,184.1 |
PP |
7,188.2 |
7,176.2 |
S1 |
7,186.3 |
7,168.3 |
|