Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,325.75 |
1,320.25 |
-5.50 |
-0.4% |
1,327.00 |
High |
1,330.25 |
1,320.50 |
-9.75 |
-0.7% |
1,336.50 |
Low |
1,317.00 |
1,305.25 |
-11.75 |
-0.9% |
1,318.75 |
Close |
1,319.50 |
1,308.25 |
-11.25 |
-0.9% |
1,323.75 |
Range |
13.25 |
15.25 |
2.00 |
15.1% |
17.75 |
ATR |
15.96 |
15.91 |
-0.05 |
-0.3% |
0.00 |
Volume |
1,527,470 |
2,078,178 |
550,708 |
36.1% |
8,521,991 |
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,357.00 |
1,348.00 |
1,316.75 |
|
R3 |
1,341.75 |
1,332.75 |
1,312.50 |
|
R2 |
1,326.50 |
1,326.50 |
1,311.00 |
|
R1 |
1,317.50 |
1,317.50 |
1,309.75 |
1,314.50 |
PP |
1,311.25 |
1,311.25 |
1,311.25 |
1,309.75 |
S1 |
1,302.25 |
1,302.25 |
1,306.75 |
1,299.00 |
S2 |
1,296.00 |
1,296.00 |
1,305.50 |
|
S3 |
1,280.75 |
1,287.00 |
1,304.00 |
|
S4 |
1,265.50 |
1,271.75 |
1,299.75 |
|
|
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 |
1,305.25 |
31.25 |
2.4% |
13.75 |
1.1% |
10% |
False |
True |
1,859,891 |
10 |
1,336.50 |
1,305.25 |
31.25 |
2.4% |
12.00 |
0.9% |
10% |
False |
True |
1,670,889 |
20 |
1,336.50 |
1,241.25 |
95.25 |
7.3% |
16.25 |
1.2% |
70% |
False |
False |
1,858,336 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.4% |
18.50 |
1.4% |
69% |
False |
False |
1,214,041 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.4% |
17.00 |
1.3% |
69% |
False |
False |
809,805 |
80 |
1,337.75 |
1,229.50 |
108.25 |
8.3% |
15.00 |
1.2% |
73% |
False |
False |
607,541 |
100 |
1,337.75 |
1,163.00 |
174.75 |
13.4% |
15.00 |
1.1% |
83% |
False |
False |
486,054 |
120 |
1,337.75 |
1,157.75 |
180.00 |
13.8% |
14.75 |
1.1% |
84% |
False |
False |
405,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,385.25 |
2.618 |
1,360.50 |
1.618 |
1,345.25 |
1.000 |
1,335.75 |
0.618 |
1,330.00 |
HIGH |
1,320.50 |
0.618 |
1,314.75 |
0.500 |
1,313.00 |
0.382 |
1,311.00 |
LOW |
1,305.25 |
0.618 |
1,295.75 |
1.000 |
1,290.00 |
1.618 |
1,280.50 |
2.618 |
1,265.25 |
4.250 |
1,240.50 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,313.00 |
1,320.50 |
PP |
1,311.25 |
1,316.50 |
S1 |
1,309.75 |
1,312.25 |
|