Trading Metrics calculated at close of trading on 20-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,301.00 |
1,308.75 |
7.75 |
0.6% |
1,325.75 |
High |
1,309.50 |
1,330.50 |
21.00 |
1.6% |
1,330.25 |
Low |
1,294.00 |
1,308.50 |
14.50 |
1.1% |
1,298.25 |
Close |
1,308.50 |
1,328.25 |
19.75 |
1.5% |
1,318.75 |
Range |
15.50 |
22.00 |
6.50 |
41.9% |
32.00 |
ATR |
16.39 |
16.79 |
0.40 |
2.4% |
0.00 |
Volume |
1,527,562 |
1,870,221 |
342,659 |
22.4% |
9,155,675 |
|
Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,388.50 |
1,380.25 |
1,340.25 |
|
R3 |
1,366.50 |
1,358.25 |
1,334.25 |
|
R2 |
1,344.50 |
1,344.50 |
1,332.25 |
|
R1 |
1,336.25 |
1,336.25 |
1,330.25 |
1,340.50 |
PP |
1,322.50 |
1,322.50 |
1,322.50 |
1,324.50 |
S1 |
1,314.25 |
1,314.25 |
1,326.25 |
1,318.50 |
S2 |
1,300.50 |
1,300.50 |
1,324.25 |
|
S3 |
1,278.50 |
1,292.25 |
1,322.25 |
|
S4 |
1,256.50 |
1,270.25 |
1,316.25 |
|
|
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 |
1,330.50 |
1,290.50 |
40.00 |
3.0% |
18.75 |
1.4% |
94% |
True |
False |
1,861,813 |
10 |
1,335.75 |
1,290.50 |
45.25 |
3.4% |
16.75 |
1.3% |
83% |
False |
False |
1,884,606 |
20 |
1,336.50 |
1,289.25 |
47.25 |
3.6% |
14.25 |
1.1% |
83% |
False |
False |
1,710,523 |
40 |
1,336.50 |
1,241.25 |
95.25 |
7.2% |
19.00 |
1.4% |
91% |
False |
False |
1,493,781 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
17.25 |
1.3% |
90% |
False |
False |
996,418 |
80 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
16.00 |
1.2% |
90% |
False |
False |
747,541 |
100 |
1,337.75 |
1,163.00 |
174.75 |
13.2% |
15.00 |
1.1% |
95% |
False |
False |
598,085 |
120 |
1,337.75 |
1,161.50 |
176.25 |
13.3% |
15.00 |
1.1% |
95% |
False |
False |
498,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,424.00 |
2.618 |
1,388.00 |
1.618 |
1,366.00 |
1.000 |
1,352.50 |
0.618 |
1,344.00 |
HIGH |
1,330.50 |
0.618 |
1,322.00 |
0.500 |
1,319.50 |
0.382 |
1,317.00 |
LOW |
1,308.50 |
0.618 |
1,295.00 |
1.000 |
1,286.50 |
1.618 |
1,273.00 |
2.618 |
1,251.00 |
4.250 |
1,215.00 |
|
|
Fisher Pivots for day following 20-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,325.25 |
1,322.25 |
PP |
1,322.50 |
1,316.50 |
S1 |
1,319.50 |
1,310.50 |
|