Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,318.25 |
1,301.00 |
-17.25 |
-1.3% |
1,325.75 |
High |
1,318.75 |
1,309.50 |
-9.25 |
-0.7% |
1,330.25 |
Low |
1,290.50 |
1,294.00 |
3.50 |
0.3% |
1,298.25 |
Close |
1,301.00 |
1,308.50 |
7.50 |
0.6% |
1,318.75 |
Range |
28.25 |
15.50 |
-12.75 |
-45.1% |
32.00 |
ATR |
16.45 |
16.39 |
-0.07 |
-0.4% |
0.00 |
Volume |
2,255,340 |
1,527,562 |
-727,778 |
-32.3% |
9,155,675 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.50 |
1,345.00 |
1,317.00 |
|
R3 |
1,335.00 |
1,329.50 |
1,312.75 |
|
R2 |
1,319.50 |
1,319.50 |
1,311.25 |
|
R1 |
1,314.00 |
1,314.00 |
1,310.00 |
1,316.75 |
PP |
1,304.00 |
1,304.00 |
1,304.00 |
1,305.50 |
S1 |
1,298.50 |
1,298.50 |
1,307.00 |
1,301.25 |
S2 |
1,288.50 |
1,288.50 |
1,305.75 |
|
S3 |
1,273.00 |
1,283.00 |
1,304.25 |
|
S4 |
1,257.50 |
1,267.50 |
1,300.00 |
|
|
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 |
1,319.25 |
1,290.50 |
28.75 |
2.2% |
17.25 |
1.3% |
63% |
False |
False |
1,866,585 |
10 |
1,336.50 |
1,290.50 |
46.00 |
3.5% |
15.50 |
1.2% |
39% |
False |
False |
1,863,238 |
20 |
1,336.50 |
1,279.00 |
57.50 |
4.4% |
14.00 |
1.1% |
51% |
False |
False |
1,713,927 |
40 |
1,336.50 |
1,241.25 |
95.25 |
7.3% |
19.00 |
1.4% |
71% |
False |
False |
1,447,110 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.4% |
17.25 |
1.3% |
70% |
False |
False |
965,261 |
80 |
1,337.75 |
1,241.00 |
96.75 |
7.4% |
15.75 |
1.2% |
70% |
False |
False |
724,167 |
100 |
1,337.75 |
1,163.00 |
174.75 |
13.4% |
15.00 |
1.1% |
83% |
False |
False |
579,383 |
120 |
1,337.75 |
1,161.50 |
176.25 |
13.5% |
14.75 |
1.1% |
83% |
False |
False |
482,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,375.50 |
2.618 |
1,350.00 |
1.618 |
1,334.50 |
1.000 |
1,325.00 |
0.618 |
1,319.00 |
HIGH |
1,309.50 |
0.618 |
1,303.50 |
0.500 |
1,301.75 |
0.382 |
1,300.00 |
LOW |
1,294.00 |
0.618 |
1,284.50 |
1.000 |
1,278.50 |
1.618 |
1,269.00 |
2.618 |
1,253.50 |
4.250 |
1,228.00 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,306.25 |
1,307.25 |
PP |
1,304.00 |
1,306.00 |
S1 |
1,301.75 |
1,305.00 |
|