Trading Metrics calculated at close of trading on 15-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,309.25 |
1,310.50 |
1.25 |
0.1% |
1,325.75 |
High |
1,313.25 |
1,319.25 |
6.00 |
0.5% |
1,330.25 |
Low |
1,298.25 |
1,305.75 |
7.50 |
0.6% |
1,298.25 |
Close |
1,310.25 |
1,318.75 |
8.50 |
0.6% |
1,318.75 |
Range |
15.00 |
13.50 |
-1.50 |
-10.0% |
32.00 |
ATR |
15.70 |
15.55 |
-0.16 |
-1.0% |
0.00 |
Volume |
2,022,559 |
1,633,383 |
-389,176 |
-19.2% |
9,155,675 |
|
Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.00 |
1,350.50 |
1,326.25 |
|
R3 |
1,341.50 |
1,337.00 |
1,322.50 |
|
R2 |
1,328.00 |
1,328.00 |
1,321.25 |
|
R1 |
1,323.50 |
1,323.50 |
1,320.00 |
1,325.75 |
PP |
1,314.50 |
1,314.50 |
1,314.50 |
1,315.75 |
S1 |
1,310.00 |
1,310.00 |
1,317.50 |
1,312.25 |
S2 |
1,301.00 |
1,301.00 |
1,316.25 |
|
S3 |
1,287.50 |
1,296.50 |
1,315.00 |
|
S4 |
1,274.00 |
1,283.00 |
1,311.25 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,411.75 |
1,397.25 |
1,336.25 |
|
R3 |
1,379.75 |
1,365.25 |
1,327.50 |
|
R2 |
1,347.75 |
1,347.75 |
1,324.50 |
|
R1 |
1,333.25 |
1,333.25 |
1,321.75 |
1,324.50 |
PP |
1,315.75 |
1,315.75 |
1,315.75 |
1,311.50 |
S1 |
1,301.25 |
1,301.25 |
1,315.75 |
1,292.50 |
S2 |
1,283.75 |
1,283.75 |
1,313.00 |
|
S3 |
1,251.75 |
1,269.25 |
1,310.00 |
|
S4 |
1,219.75 |
1,237.25 |
1,301.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,330.25 |
1,298.25 |
32.00 |
2.4% |
14.25 |
1.1% |
64% |
False |
False |
1,831,135 |
10 |
1,336.50 |
1,298.25 |
38.25 |
2.9% |
13.00 |
1.0% |
54% |
False |
False |
1,767,766 |
20 |
1,336.50 |
1,274.75 |
61.75 |
4.7% |
13.50 |
1.0% |
71% |
False |
False |
1,671,242 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
18.75 |
1.4% |
80% |
False |
False |
1,352,684 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
17.00 |
1.3% |
80% |
False |
False |
902,230 |
80 |
1,337.75 |
1,241.00 |
96.75 |
7.3% |
15.25 |
1.2% |
80% |
False |
False |
676,890 |
100 |
1,337.75 |
1,163.00 |
174.75 |
13.3% |
15.00 |
1.1% |
89% |
False |
False |
541,554 |
120 |
1,337.75 |
1,158.25 |
179.50 |
13.6% |
14.75 |
1.1% |
89% |
False |
False |
451,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.50 |
2.618 |
1,354.50 |
1.618 |
1,341.00 |
1.000 |
1,332.75 |
0.618 |
1,327.50 |
HIGH |
1,319.25 |
0.618 |
1,314.00 |
0.500 |
1,312.50 |
0.382 |
1,311.00 |
LOW |
1,305.75 |
0.618 |
1,297.50 |
1.000 |
1,292.25 |
1.618 |
1,284.00 |
2.618 |
1,270.50 |
4.250 |
1,248.50 |
|
|
Fisher Pivots for day following 15-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,316.75 |
1,315.50 |
PP |
1,314.50 |
1,312.00 |
S1 |
1,312.50 |
1,308.75 |
|