Trading Metrics calculated at close of trading on 11-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,328.50 |
1,325.75 |
-2.75 |
-0.2% |
1,327.00 |
High |
1,335.75 |
1,330.25 |
-5.50 |
-0.4% |
1,336.50 |
Low |
1,318.75 |
1,317.00 |
-1.75 |
-0.1% |
1,318.75 |
Close |
1,323.75 |
1,319.50 |
-4.25 |
-0.3% |
1,323.75 |
Range |
17.00 |
13.25 |
-3.75 |
-22.1% |
17.75 |
ATR |
16.17 |
15.96 |
-0.21 |
-1.3% |
0.00 |
Volume |
1,857,370 |
1,527,470 |
-329,900 |
-17.8% |
8,521,991 |
|
Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.00 |
1,354.00 |
1,326.75 |
|
R3 |
1,348.75 |
1,340.75 |
1,323.25 |
|
R2 |
1,335.50 |
1,335.50 |
1,322.00 |
|
R1 |
1,327.50 |
1,327.50 |
1,320.75 |
1,325.00 |
PP |
1,322.25 |
1,322.25 |
1,322.25 |
1,321.00 |
S1 |
1,314.25 |
1,314.25 |
1,318.25 |
1,311.50 |
S2 |
1,309.00 |
1,309.00 |
1,317.00 |
|
S3 |
1,295.75 |
1,301.00 |
1,315.75 |
|
S4 |
1,282.50 |
1,287.75 |
1,312.25 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.50 |
1,369.50 |
1,333.50 |
|
R3 |
1,361.75 |
1,351.75 |
1,328.75 |
|
R2 |
1,344.00 |
1,344.00 |
1,327.00 |
|
R1 |
1,334.00 |
1,334.00 |
1,325.50 |
1,330.00 |
PP |
1,326.25 |
1,326.25 |
1,326.25 |
1,324.50 |
S1 |
1,316.25 |
1,316.25 |
1,322.00 |
1,312.50 |
S2 |
1,308.50 |
1,308.50 |
1,320.50 |
|
S3 |
1,290.75 |
1,298.50 |
1,318.75 |
|
S4 |
1,273.00 |
1,280.75 |
1,314.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,336.50 |
1,317.00 |
19.50 |
1.5% |
13.00 |
1.0% |
13% |
False |
True |
1,755,445 |
10 |
1,336.50 |
1,300.25 |
36.25 |
2.7% |
12.25 |
0.9% |
53% |
False |
False |
1,617,877 |
20 |
1,336.50 |
1,241.25 |
95.25 |
7.2% |
17.75 |
1.3% |
82% |
False |
False |
1,953,811 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
18.25 |
1.4% |
81% |
False |
False |
1,162,144 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
17.00 |
1.3% |
81% |
False |
False |
775,208 |
80 |
1,337.75 |
1,224.00 |
113.75 |
8.6% |
15.00 |
1.1% |
84% |
False |
False |
581,565 |
100 |
1,337.75 |
1,163.00 |
174.75 |
13.2% |
15.00 |
1.1% |
90% |
False |
False |
465,272 |
120 |
1,337.75 |
1,150.50 |
187.25 |
14.2% |
14.75 |
1.1% |
90% |
False |
False |
387,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,386.50 |
2.618 |
1,365.00 |
1.618 |
1,351.75 |
1.000 |
1,343.50 |
0.618 |
1,338.50 |
HIGH |
1,330.25 |
0.618 |
1,325.25 |
0.500 |
1,323.50 |
0.382 |
1,322.00 |
LOW |
1,317.00 |
0.618 |
1,308.75 |
1.000 |
1,303.75 |
1.618 |
1,295.50 |
2.618 |
1,282.25 |
4.250 |
1,260.75 |
|
|
Fisher Pivots for day following 11-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,323.50 |
1,326.50 |
PP |
1,322.25 |
1,324.00 |
S1 |
1,321.00 |
1,321.75 |
|