Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
7,198.0 |
7,051.0 |
-147.0 |
-2.0% |
7,224.0 |
High |
7,201.5 |
7,098.0 |
-103.5 |
-1.4% |
7,245.0 |
Low |
7,009.0 |
7,043.5 |
34.5 |
0.5% |
7,109.0 |
Close |
7,046.5 |
7,049.0 |
2.5 |
0.0% |
7,192.0 |
Range |
192.5 |
54.5 |
-138.0 |
-71.7% |
136.0 |
ATR |
105.1 |
101.4 |
-3.6 |
-3.4% |
0.0 |
Volume |
0 |
106,707 |
106,707 |
|
536,931 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,227.0 |
7,192.5 |
7,079.0 |
|
R3 |
7,172.5 |
7,138.0 |
7,064.0 |
|
R2 |
7,118.0 |
7,118.0 |
7,059.0 |
|
R1 |
7,083.5 |
7,083.5 |
7,054.0 |
7,073.5 |
PP |
7,063.5 |
7,063.5 |
7,063.5 |
7,058.5 |
S1 |
7,029.0 |
7,029.0 |
7,044.0 |
7,019.0 |
S2 |
7,009.0 |
7,009.0 |
7,039.0 |
|
S3 |
6,954.5 |
6,974.5 |
7,034.0 |
|
S4 |
6,900.0 |
6,920.0 |
7,019.0 |
|
|
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% |
93.7 |
1.3% |
19% |
False |
False |
77,633 |
10 |
7,262.5 |
7,009.0 |
253.5 |
3.6% |
85.1 |
1.2% |
16% |
False |
False |
100,579 |
20 |
7,262.5 |
6,738.5 |
524.0 |
7.4% |
85.4 |
1.2% |
59% |
False |
False |
111,549 |
40 |
7,383.0 |
6,436.0 |
947.0 |
13.4% |
110.1 |
1.6% |
65% |
False |
False |
79,889 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.7% |
95.8 |
1.4% |
59% |
False |
False |
53,536 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.7% |
90.1 |
1.3% |
59% |
False |
False |
40,231 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.7% |
85.9 |
1.2% |
59% |
False |
False |
32,565 |
120 |
7,470.0 |
6,436.0 |
1,034.0 |
14.7% |
84.0 |
1.2% |
59% |
False |
False |
27,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,329.6 |
2.618 |
7,240.7 |
1.618 |
7,186.2 |
1.000 |
7,152.5 |
0.618 |
7,131.7 |
HIGH |
7,098.0 |
0.618 |
7,077.2 |
0.500 |
7,070.8 |
0.382 |
7,064.3 |
LOW |
7,043.5 |
0.618 |
7,009.8 |
1.000 |
6,989.0 |
1.618 |
6,955.3 |
2.618 |
6,900.8 |
4.250 |
6,811.9 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
7,070.8 |
7,110.5 |
PP |
7,063.5 |
7,090.0 |
S1 |
7,056.3 |
7,069.5 |
|