Trading Metrics calculated at close of trading on 13-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,320.25 |
1,308.25 |
-12.00 |
-0.9% |
1,327.00 |
High |
1,320.50 |
1,318.75 |
-1.75 |
-0.1% |
1,336.50 |
Low |
1,305.25 |
1,305.00 |
-0.25 |
0.0% |
1,318.75 |
Close |
1,308.25 |
1,308.75 |
0.50 |
0.0% |
1,323.75 |
Range |
15.25 |
13.75 |
-1.50 |
-9.8% |
17.75 |
ATR |
15.91 |
15.76 |
-0.15 |
-1.0% |
0.00 |
Volume |
2,078,178 |
1,894,085 |
-184,093 |
-8.9% |
8,521,991 |
|
Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.00 |
1,344.25 |
1,316.25 |
|
R3 |
1,338.25 |
1,330.50 |
1,312.50 |
|
R2 |
1,324.50 |
1,324.50 |
1,311.25 |
|
R1 |
1,316.75 |
1,316.75 |
1,310.00 |
1,320.50 |
PP |
1,310.75 |
1,310.75 |
1,310.75 |
1,312.75 |
S1 |
1,303.00 |
1,303.00 |
1,307.50 |
1,307.00 |
S2 |
1,297.00 |
1,297.00 |
1,306.25 |
|
S3 |
1,283.25 |
1,289.25 |
1,305.00 |
|
S4 |
1,269.50 |
1,275.50 |
1,301.25 |
|
|
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 |
1,335.75 |
1,305.00 |
30.75 |
2.3% |
14.50 |
1.1% |
12% |
False |
True |
1,907,399 |
10 |
1,336.50 |
1,305.00 |
31.50 |
2.4% |
12.00 |
0.9% |
12% |
False |
True |
1,720,065 |
20 |
1,336.50 |
1,241.25 |
95.25 |
7.3% |
15.00 |
1.1% |
71% |
False |
False |
1,742,970 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.4% |
18.75 |
1.4% |
70% |
False |
False |
1,261,374 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.4% |
17.00 |
1.3% |
70% |
False |
False |
841,347 |
80 |
1,337.75 |
1,229.50 |
108.25 |
8.3% |
15.25 |
1.2% |
73% |
False |
False |
631,213 |
100 |
1,337.75 |
1,163.00 |
174.75 |
13.4% |
15.00 |
1.1% |
83% |
False |
False |
504,995 |
120 |
1,337.75 |
1,158.25 |
179.50 |
13.7% |
14.50 |
1.1% |
84% |
False |
False |
420,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,377.25 |
2.618 |
1,354.75 |
1.618 |
1,341.00 |
1.000 |
1,332.50 |
0.618 |
1,327.25 |
HIGH |
1,318.75 |
0.618 |
1,313.50 |
0.500 |
1,312.00 |
0.382 |
1,310.25 |
LOW |
1,305.00 |
0.618 |
1,296.50 |
1.000 |
1,291.25 |
1.618 |
1,282.75 |
2.618 |
1,269.00 |
4.250 |
1,246.50 |
|
|
Fisher Pivots for day following 13-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,312.00 |
1,317.50 |
PP |
1,310.75 |
1,314.75 |
S1 |
1,309.75 |
1,311.75 |
|