Trading Metrics calculated at close of trading on 28-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
7,385.5 |
7,484.5 |
99.0 |
1.3% |
7,198.0 |
High |
7,479.0 |
7,516.0 |
37.0 |
0.5% |
7,334.5 |
Low |
7,373.5 |
7,442.5 |
69.0 |
0.9% |
7,009.0 |
Close |
7,418.0 |
7,494.5 |
76.5 |
1.0% |
7,313.0 |
Range |
105.5 |
73.5 |
-32.0 |
-30.3% |
325.5 |
ATR |
107.8 |
107.1 |
-0.7 |
-0.7% |
0.0 |
Volume |
109,498 |
112,835 |
3,337 |
3.0% |
349,709 |
|
Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,704.8 |
7,673.2 |
7,534.9 |
|
R3 |
7,631.3 |
7,599.7 |
7,514.7 |
|
R2 |
7,557.8 |
7,557.8 |
7,508.0 |
|
R1 |
7,526.2 |
7,526.2 |
7,501.2 |
7,542.0 |
PP |
7,484.3 |
7,484.3 |
7,484.3 |
7,492.3 |
S1 |
7,452.7 |
7,452.7 |
7,487.8 |
7,468.5 |
S2 |
7,410.8 |
7,410.8 |
7,481.0 |
|
S3 |
7,337.3 |
7,379.2 |
7,474.3 |
|
S4 |
7,263.8 |
7,305.7 |
7,454.1 |
|
|
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 |
7,516.0 |
7,128.0 |
388.0 |
5.2% |
95.1 |
1.3% |
94% |
True |
False |
111,141 |
10 |
7,516.0 |
7,009.0 |
507.0 |
6.8% |
94.4 |
1.3% |
96% |
True |
False |
94,387 |
20 |
7,516.0 |
7,009.0 |
507.0 |
6.8% |
83.9 |
1.1% |
96% |
True |
False |
104,930 |
40 |
7,516.0 |
6,436.0 |
1,080.0 |
14.4% |
105.7 |
1.4% |
98% |
True |
False |
93,624 |
60 |
7,516.0 |
6,436.0 |
1,080.0 |
14.4% |
97.3 |
1.3% |
98% |
True |
False |
62,763 |
80 |
7,516.0 |
6,436.0 |
1,080.0 |
14.4% |
92.8 |
1.2% |
98% |
True |
False |
47,162 |
100 |
7,516.0 |
6,436.0 |
1,080.0 |
14.4% |
84.6 |
1.1% |
98% |
True |
False |
38,105 |
120 |
7,516.0 |
6,436.0 |
1,080.0 |
14.4% |
85.1 |
1.1% |
98% |
True |
False |
31,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,828.4 |
2.618 |
7,708.4 |
1.618 |
7,634.9 |
1.000 |
7,589.5 |
0.618 |
7,561.4 |
HIGH |
7,516.0 |
0.618 |
7,487.9 |
0.500 |
7,479.3 |
0.382 |
7,470.6 |
LOW |
7,442.5 |
0.618 |
7,397.1 |
1.000 |
7,369.0 |
1.618 |
7,323.6 |
2.618 |
7,250.1 |
4.250 |
7,130.1 |
|
|
Fisher Pivots for day following 28-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
7,489.4 |
7,464.3 |
PP |
7,484.3 |
7,434.0 |
S1 |
7,479.3 |
7,403.8 |
|