Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
7,136.0 |
7,305.0 |
169.0 |
2.4% |
7,224.0 |
High |
7,281.5 |
7,334.5 |
53.0 |
0.7% |
7,245.0 |
Low |
7,128.0 |
7,293.0 |
165.0 |
2.3% |
7,109.0 |
Close |
7,257.5 |
7,313.0 |
55.5 |
0.8% |
7,192.0 |
Range |
153.5 |
41.5 |
-112.0 |
-73.0% |
136.0 |
ATR |
110.8 |
108.4 |
-2.4 |
-2.2% |
0.0 |
Volume |
150,414 |
92,588 |
-57,826 |
-38.4% |
536,931 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,438.0 |
7,417.0 |
7,335.8 |
|
R3 |
7,396.5 |
7,375.5 |
7,324.4 |
|
R2 |
7,355.0 |
7,355.0 |
7,320.6 |
|
R1 |
7,334.0 |
7,334.0 |
7,316.8 |
7,344.5 |
PP |
7,313.5 |
7,313.5 |
7,313.5 |
7,318.8 |
S1 |
7,292.5 |
7,292.5 |
7,309.2 |
7,303.0 |
S2 |
7,272.0 |
7,272.0 |
7,305.4 |
|
S3 |
7,230.5 |
7,251.0 |
7,301.6 |
|
S4 |
7,189.0 |
7,209.5 |
7,290.2 |
|
|
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 |
7,334.5 |
7,009.0 |
325.5 |
4.5% |
98.7 |
1.3% |
93% |
True |
False |
69,941 |
10 |
7,334.5 |
7,009.0 |
325.5 |
4.5% |
89.1 |
1.2% |
93% |
True |
False |
98,006 |
20 |
7,334.5 |
6,885.0 |
449.5 |
6.1% |
81.3 |
1.1% |
95% |
True |
False |
107,532 |
40 |
7,383.0 |
6,436.0 |
947.0 |
12.9% |
108.7 |
1.5% |
93% |
False |
False |
85,839 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.1% |
96.8 |
1.3% |
85% |
False |
False |
57,575 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.1% |
91.9 |
1.3% |
85% |
False |
False |
43,267 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.1% |
84.8 |
1.2% |
85% |
False |
False |
34,988 |
120 |
7,470.0 |
6,436.0 |
1,034.0 |
14.1% |
84.4 |
1.2% |
85% |
False |
False |
29,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,510.9 |
2.618 |
7,443.1 |
1.618 |
7,401.6 |
1.000 |
7,376.0 |
0.618 |
7,360.1 |
HIGH |
7,334.5 |
0.618 |
7,318.6 |
0.500 |
7,313.8 |
0.382 |
7,308.9 |
LOW |
7,293.0 |
0.618 |
7,267.4 |
1.000 |
7,251.5 |
1.618 |
7,225.9 |
2.618 |
7,184.4 |
4.250 |
7,116.6 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
7,313.8 |
7,271.7 |
PP |
7,313.5 |
7,230.3 |
S1 |
7,313.3 |
7,189.0 |
|