Trading Metrics calculated at close of trading on 14-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,308.25 |
1,309.25 |
1.00 |
0.1% |
1,327.00 |
High |
1,318.75 |
1,313.25 |
-5.50 |
-0.4% |
1,336.50 |
Low |
1,305.00 |
1,298.25 |
-6.75 |
-0.5% |
1,318.75 |
Close |
1,308.75 |
1,310.25 |
1.50 |
0.1% |
1,323.75 |
Range |
13.75 |
15.00 |
1.25 |
9.1% |
17.75 |
ATR |
15.76 |
15.70 |
-0.05 |
-0.3% |
0.00 |
Volume |
1,894,085 |
2,022,559 |
128,474 |
6.8% |
8,521,991 |
|
Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.25 |
1,346.25 |
1,318.50 |
|
R3 |
1,337.25 |
1,331.25 |
1,314.50 |
|
R2 |
1,322.25 |
1,322.25 |
1,313.00 |
|
R1 |
1,316.25 |
1,316.25 |
1,311.50 |
1,319.25 |
PP |
1,307.25 |
1,307.25 |
1,307.25 |
1,308.75 |
S1 |
1,301.25 |
1,301.25 |
1,309.00 |
1,304.25 |
S2 |
1,292.25 |
1,292.25 |
1,307.50 |
|
S3 |
1,277.25 |
1,286.25 |
1,306.00 |
|
S4 |
1,262.25 |
1,271.25 |
1,302.00 |
|
|
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 |
1,298.25 |
37.50 |
2.9% |
14.75 |
1.1% |
32% |
False |
True |
1,875,932 |
10 |
1,336.50 |
1,298.25 |
38.25 |
2.9% |
13.00 |
1.0% |
31% |
False |
True |
1,770,289 |
20 |
1,336.50 |
1,261.50 |
75.00 |
5.7% |
14.00 |
1.1% |
65% |
False |
False |
1,706,386 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.4% |
18.75 |
1.4% |
72% |
False |
False |
1,311,882 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.4% |
17.00 |
1.3% |
72% |
False |
False |
875,014 |
80 |
1,337.75 |
1,236.50 |
101.25 |
7.7% |
15.25 |
1.2% |
73% |
False |
False |
656,484 |
100 |
1,337.75 |
1,163.00 |
174.75 |
13.3% |
15.00 |
1.1% |
84% |
False |
False |
525,220 |
120 |
1,337.75 |
1,158.25 |
179.50 |
13.7% |
14.75 |
1.1% |
85% |
False |
False |
437,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,377.00 |
2.618 |
1,352.50 |
1.618 |
1,337.50 |
1.000 |
1,328.25 |
0.618 |
1,322.50 |
HIGH |
1,313.25 |
0.618 |
1,307.50 |
0.500 |
1,305.75 |
0.382 |
1,304.00 |
LOW |
1,298.25 |
0.618 |
1,289.00 |
1.000 |
1,283.25 |
1.618 |
1,274.00 |
2.618 |
1,259.00 |
4.250 |
1,234.50 |
|
|
Fisher Pivots for day following 14-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,308.75 |
1,310.00 |
PP |
1,307.25 |
1,309.75 |
S1 |
1,305.75 |
1,309.50 |
|