Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
7,172.0 |
7,198.0 |
26.0 |
0.4% |
7,224.0 |
High |
7,212.0 |
7,201.5 |
-10.5 |
-0.1% |
7,245.0 |
Low |
7,160.5 |
7,009.0 |
-151.5 |
-2.1% |
7,109.0 |
Close |
7,192.0 |
7,046.5 |
-145.5 |
-2.0% |
7,192.0 |
Range |
51.5 |
192.5 |
141.0 |
273.8% |
136.0 |
ATR |
98.3 |
105.1 |
6.7 |
6.8% |
0.0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,663.2 |
7,547.3 |
7,152.4 |
|
R3 |
7,470.7 |
7,354.8 |
7,099.4 |
|
R2 |
7,278.2 |
7,278.2 |
7,081.8 |
|
R1 |
7,162.3 |
7,162.3 |
7,064.1 |
7,124.0 |
PP |
7,085.7 |
7,085.7 |
7,085.7 |
7,066.5 |
S1 |
6,969.8 |
6,969.8 |
7,028.9 |
6,931.5 |
S2 |
6,893.2 |
6,893.2 |
7,011.2 |
|
S3 |
6,700.7 |
6,777.3 |
6,993.6 |
|
S4 |
6,508.2 |
6,584.8 |
6,940.6 |
|
|
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 |
7,222.5 |
7,009.0 |
213.5 |
3.0% |
101.1 |
1.4% |
18% |
False |
True |
85,582 |
10 |
7,262.5 |
7,009.0 |
253.5 |
3.6% |
86.6 |
1.2% |
15% |
False |
True |
100,607 |
20 |
7,262.5 |
6,738.5 |
524.0 |
7.4% |
85.7 |
1.2% |
59% |
False |
False |
112,765 |
40 |
7,383.0 |
6,436.0 |
947.0 |
13.4% |
111.2 |
1.6% |
64% |
False |
False |
77,372 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.7% |
95.7 |
1.4% |
59% |
False |
False |
51,762 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.7% |
90.9 |
1.3% |
59% |
False |
False |
38,905 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.7% |
86.3 |
1.2% |
59% |
False |
False |
31,499 |
120 |
7,470.0 |
6,436.0 |
1,034.0 |
14.7% |
83.9 |
1.2% |
59% |
False |
False |
26,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,019.6 |
2.618 |
7,705.5 |
1.618 |
7,513.0 |
1.000 |
7,394.0 |
0.618 |
7,320.5 |
HIGH |
7,201.5 |
0.618 |
7,128.0 |
0.500 |
7,105.3 |
0.382 |
7,082.5 |
LOW |
7,009.0 |
0.618 |
6,890.0 |
1.000 |
6,816.5 |
1.618 |
6,697.5 |
2.618 |
6,505.0 |
4.250 |
6,190.9 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
7,105.3 |
7,110.5 |
PP |
7,085.7 |
7,089.2 |
S1 |
7,066.1 |
7,067.8 |
|