Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
7,305.0 |
7,306.5 |
1.5 |
0.0% |
7,198.0 |
High |
7,334.5 |
7,393.0 |
58.5 |
0.8% |
7,334.5 |
Low |
7,293.0 |
7,291.5 |
-1.5 |
0.0% |
7,009.0 |
Close |
7,313.0 |
7,372.0 |
59.0 |
0.8% |
7,313.0 |
Range |
41.5 |
101.5 |
60.0 |
144.6% |
325.5 |
ATR |
108.4 |
107.9 |
-0.5 |
-0.5% |
0.0 |
Volume |
92,588 |
90,374 |
-2,214 |
-2.4% |
349,709 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,656.7 |
7,615.8 |
7,427.8 |
|
R3 |
7,555.2 |
7,514.3 |
7,399.9 |
|
R2 |
7,453.7 |
7,453.7 |
7,390.6 |
|
R1 |
7,412.8 |
7,412.8 |
7,381.3 |
7,433.3 |
PP |
7,352.2 |
7,352.2 |
7,352.2 |
7,362.4 |
S1 |
7,311.3 |
7,311.3 |
7,362.7 |
7,331.8 |
S2 |
7,250.7 |
7,250.7 |
7,353.4 |
|
S3 |
7,149.2 |
7,209.8 |
7,344.1 |
|
S4 |
7,047.7 |
7,108.3 |
7,316.2 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,195.3 |
8,079.7 |
7,492.0 |
|
R3 |
7,869.8 |
7,754.2 |
7,402.5 |
|
R2 |
7,544.3 |
7,544.3 |
7,372.7 |
|
R1 |
7,428.7 |
7,428.7 |
7,342.8 |
7,486.5 |
PP |
7,218.8 |
7,218.8 |
7,218.8 |
7,247.8 |
S1 |
7,103.2 |
7,103.2 |
7,283.2 |
7,161.0 |
S2 |
6,893.3 |
6,893.3 |
7,253.3 |
|
S3 |
6,567.8 |
6,777.7 |
7,223.5 |
|
S4 |
6,242.3 |
6,452.2 |
7,134.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,393.0 |
7,009.0 |
384.0 |
5.2% |
108.7 |
1.5% |
95% |
True |
False |
88,016 |
10 |
7,393.0 |
7,009.0 |
384.0 |
5.2% |
92.8 |
1.3% |
95% |
True |
False |
97,701 |
20 |
7,393.0 |
6,885.0 |
508.0 |
6.9% |
83.1 |
1.1% |
96% |
True |
False |
106,327 |
40 |
7,393.0 |
6,436.0 |
957.0 |
13.0% |
109.6 |
1.5% |
98% |
True |
False |
88,087 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.0% |
96.9 |
1.3% |
91% |
False |
False |
59,071 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.0% |
92.0 |
1.2% |
91% |
False |
False |
44,390 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.0% |
84.3 |
1.1% |
91% |
False |
False |
35,887 |
120 |
7,470.0 |
6,436.0 |
1,034.0 |
14.0% |
84.7 |
1.1% |
91% |
False |
False |
29,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,824.4 |
2.618 |
7,658.7 |
1.618 |
7,557.2 |
1.000 |
7,494.5 |
0.618 |
7,455.7 |
HIGH |
7,393.0 |
0.618 |
7,354.2 |
0.500 |
7,342.3 |
0.382 |
7,330.3 |
LOW |
7,291.5 |
0.618 |
7,228.8 |
1.000 |
7,190.0 |
1.618 |
7,127.3 |
2.618 |
7,025.8 |
4.250 |
6,860.1 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
7,362.1 |
7,334.8 |
PP |
7,352.2 |
7,297.7 |
S1 |
7,342.3 |
7,260.5 |
|