Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
7,484.5 |
7,495.5 |
11.0 |
0.1% |
7,306.5 |
High |
7,516.0 |
7,548.5 |
32.5 |
0.4% |
7,548.5 |
Low |
7,442.5 |
7,484.0 |
41.5 |
0.6% |
7,291.5 |
Close |
7,494.5 |
7,529.5 |
35.0 |
0.5% |
7,529.5 |
Range |
73.5 |
64.5 |
-9.0 |
-12.2% |
257.0 |
ATR |
107.1 |
104.1 |
-3.0 |
-2.8% |
0.0 |
Volume |
112,835 |
68,261 |
-44,574 |
-39.5% |
380,968 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,714.2 |
7,686.3 |
7,565.0 |
|
R3 |
7,649.7 |
7,621.8 |
7,547.2 |
|
R2 |
7,585.2 |
7,585.2 |
7,541.3 |
|
R1 |
7,557.3 |
7,557.3 |
7,535.4 |
7,571.3 |
PP |
7,520.7 |
7,520.7 |
7,520.7 |
7,527.6 |
S1 |
7,492.8 |
7,492.8 |
7,523.6 |
7,506.8 |
S2 |
7,456.2 |
7,456.2 |
7,517.7 |
|
S3 |
7,391.7 |
7,428.3 |
7,511.8 |
|
S4 |
7,327.2 |
7,363.8 |
7,494.0 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,227.5 |
8,135.5 |
7,670.9 |
|
R3 |
7,970.5 |
7,878.5 |
7,600.2 |
|
R2 |
7,713.5 |
7,713.5 |
7,576.6 |
|
R1 |
7,621.5 |
7,621.5 |
7,553.1 |
7,667.5 |
PP |
7,456.5 |
7,456.5 |
7,456.5 |
7,479.5 |
S1 |
7,364.5 |
7,364.5 |
7,505.9 |
7,410.5 |
S2 |
7,199.5 |
7,199.5 |
7,482.4 |
|
S3 |
6,942.5 |
7,107.5 |
7,458.8 |
|
S4 |
6,685.5 |
6,850.5 |
7,388.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,548.5 |
7,291.5 |
257.0 |
3.4% |
77.3 |
1.0% |
93% |
True |
False |
94,711 |
10 |
7,548.5 |
7,009.0 |
539.5 |
7.2% |
93.0 |
1.2% |
96% |
True |
False |
87,776 |
20 |
7,548.5 |
7,009.0 |
539.5 |
7.2% |
83.3 |
1.1% |
96% |
True |
False |
102,595 |
40 |
7,548.5 |
6,436.0 |
1,112.5 |
14.8% |
105.3 |
1.4% |
98% |
True |
False |
95,284 |
60 |
7,548.5 |
6,436.0 |
1,112.5 |
14.8% |
97.4 |
1.3% |
98% |
True |
False |
63,893 |
80 |
7,548.5 |
6,436.0 |
1,112.5 |
14.8% |
92.2 |
1.2% |
98% |
True |
False |
48,012 |
100 |
7,548.5 |
6,436.0 |
1,112.5 |
14.8% |
84.8 |
1.1% |
98% |
True |
False |
38,784 |
120 |
7,548.5 |
6,436.0 |
1,112.5 |
14.8% |
85.3 |
1.1% |
98% |
True |
False |
32,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,822.6 |
2.618 |
7,717.4 |
1.618 |
7,652.9 |
1.000 |
7,613.0 |
0.618 |
7,588.4 |
HIGH |
7,548.5 |
0.618 |
7,523.9 |
0.500 |
7,516.3 |
0.382 |
7,508.6 |
LOW |
7,484.0 |
0.618 |
7,444.1 |
1.000 |
7,419.5 |
1.618 |
7,379.6 |
2.618 |
7,315.1 |
4.250 |
7,209.9 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
7,525.1 |
7,506.7 |
PP |
7,520.7 |
7,483.8 |
S1 |
7,516.3 |
7,461.0 |
|