Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,310.50 |
1,318.25 |
7.75 |
0.6% |
1,325.75 |
High |
1,319.25 |
1,318.75 |
-0.50 |
0.0% |
1,330.25 |
Low |
1,305.75 |
1,290.50 |
-15.25 |
-1.2% |
1,298.25 |
Close |
1,318.75 |
1,301.00 |
-17.75 |
-1.3% |
1,318.75 |
Range |
13.50 |
28.25 |
14.75 |
109.3% |
32.00 |
ATR |
15.55 |
16.45 |
0.91 |
5.8% |
0.00 |
Volume |
1,633,383 |
2,255,340 |
621,957 |
38.1% |
9,155,675 |
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,388.25 |
1,372.75 |
1,316.50 |
|
R3 |
1,360.00 |
1,344.50 |
1,308.75 |
|
R2 |
1,331.75 |
1,331.75 |
1,306.25 |
|
R1 |
1,316.25 |
1,316.25 |
1,303.50 |
1,310.00 |
PP |
1,303.50 |
1,303.50 |
1,303.50 |
1,300.25 |
S1 |
1,288.00 |
1,288.00 |
1,298.50 |
1,281.50 |
S2 |
1,275.25 |
1,275.25 |
1,295.75 |
|
S3 |
1,247.00 |
1,259.75 |
1,293.25 |
|
S4 |
1,218.75 |
1,231.50 |
1,285.50 |
|
|
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 |
1,320.50 |
1,290.50 |
30.00 |
2.3% |
17.25 |
1.3% |
35% |
False |
True |
1,976,709 |
10 |
1,336.50 |
1,290.50 |
46.00 |
3.5% |
15.00 |
1.2% |
23% |
False |
True |
1,866,077 |
20 |
1,336.50 |
1,279.00 |
57.50 |
4.4% |
13.75 |
1.1% |
38% |
False |
False |
1,709,639 |
40 |
1,337.50 |
1,241.25 |
96.25 |
7.4% |
19.25 |
1.5% |
62% |
False |
False |
1,408,963 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.4% |
17.00 |
1.3% |
62% |
False |
False |
939,815 |
80 |
1,337.75 |
1,241.00 |
96.75 |
7.4% |
15.50 |
1.2% |
62% |
False |
False |
705,076 |
100 |
1,337.75 |
1,163.00 |
174.75 |
13.4% |
15.00 |
1.2% |
79% |
False |
False |
564,107 |
120 |
1,337.75 |
1,158.25 |
179.50 |
13.8% |
14.75 |
1.1% |
80% |
False |
False |
470,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,438.75 |
2.618 |
1,392.75 |
1.618 |
1,364.50 |
1.000 |
1,347.00 |
0.618 |
1,336.25 |
HIGH |
1,318.75 |
0.618 |
1,308.00 |
0.500 |
1,304.50 |
0.382 |
1,301.25 |
LOW |
1,290.50 |
0.618 |
1,273.00 |
1.000 |
1,262.25 |
1.618 |
1,244.75 |
2.618 |
1,216.50 |
4.250 |
1,170.50 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,304.50 |
1,305.00 |
PP |
1,303.50 |
1,303.50 |
S1 |
1,302.25 |
1,302.25 |
|