Trading Metrics calculated at close of trading on 27-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
7,306.5 |
7,385.5 |
79.0 |
1.1% |
7,198.0 |
High |
7,393.0 |
7,479.0 |
86.0 |
1.2% |
7,334.5 |
Low |
7,291.5 |
7,373.5 |
82.0 |
1.1% |
7,009.0 |
Close |
7,372.0 |
7,418.0 |
46.0 |
0.6% |
7,313.0 |
Range |
101.5 |
105.5 |
4.0 |
3.9% |
325.5 |
ATR |
107.9 |
107.8 |
-0.1 |
-0.1% |
0.0 |
Volume |
90,374 |
109,498 |
19,124 |
21.2% |
349,709 |
|
Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,740.0 |
7,684.5 |
7,476.0 |
|
R3 |
7,634.5 |
7,579.0 |
7,447.0 |
|
R2 |
7,529.0 |
7,529.0 |
7,437.3 |
|
R1 |
7,473.5 |
7,473.5 |
7,427.7 |
7,501.3 |
PP |
7,423.5 |
7,423.5 |
7,423.5 |
7,437.4 |
S1 |
7,368.0 |
7,368.0 |
7,408.3 |
7,395.8 |
S2 |
7,318.0 |
7,318.0 |
7,398.7 |
|
S3 |
7,212.5 |
7,262.5 |
7,389.0 |
|
S4 |
7,107.0 |
7,157.0 |
7,360.0 |
|
|
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 |
7,479.0 |
7,043.5 |
435.5 |
5.9% |
91.3 |
1.2% |
86% |
True |
False |
109,916 |
10 |
7,479.0 |
7,009.0 |
470.0 |
6.3% |
96.2 |
1.3% |
87% |
True |
False |
97,749 |
20 |
7,479.0 |
6,885.0 |
594.0 |
8.0% |
84.9 |
1.1% |
90% |
True |
False |
106,038 |
40 |
7,479.0 |
6,436.0 |
1,043.0 |
14.1% |
108.5 |
1.5% |
94% |
True |
False |
90,817 |
60 |
7,479.0 |
6,436.0 |
1,043.0 |
14.1% |
97.6 |
1.3% |
94% |
True |
False |
60,893 |
80 |
7,479.0 |
6,436.0 |
1,043.0 |
14.1% |
92.7 |
1.2% |
94% |
True |
False |
45,754 |
100 |
7,479.0 |
6,436.0 |
1,043.0 |
14.1% |
84.3 |
1.1% |
94% |
True |
False |
36,979 |
120 |
7,479.0 |
6,436.0 |
1,043.0 |
14.1% |
85.0 |
1.1% |
94% |
True |
False |
30,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,927.4 |
2.618 |
7,755.2 |
1.618 |
7,649.7 |
1.000 |
7,584.5 |
0.618 |
7,544.2 |
HIGH |
7,479.0 |
0.618 |
7,438.7 |
0.500 |
7,426.3 |
0.382 |
7,413.8 |
LOW |
7,373.5 |
0.618 |
7,308.3 |
1.000 |
7,268.0 |
1.618 |
7,202.8 |
2.618 |
7,097.3 |
4.250 |
6,925.1 |
|
|
Fisher Pivots for day following 27-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
7,426.3 |
7,407.1 |
PP |
7,423.5 |
7,396.2 |
S1 |
7,420.8 |
7,385.3 |
|