Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,308.75 |
1,328.50 |
19.75 |
1.5% |
1,325.75 |
High |
1,330.50 |
1,337.75 |
7.25 |
0.5% |
1,330.25 |
Low |
1,308.50 |
1,328.00 |
19.50 |
1.5% |
1,298.25 |
Close |
1,328.25 |
1,331.00 |
2.75 |
0.2% |
1,318.75 |
Range |
22.00 |
9.75 |
-12.25 |
-55.7% |
32.00 |
ATR |
16.79 |
16.28 |
-0.50 |
-3.0% |
0.00 |
Volume |
1,870,221 |
1,271,379 |
-598,842 |
-32.0% |
9,155,675 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.50 |
1,356.00 |
1,336.25 |
|
R3 |
1,351.75 |
1,346.25 |
1,333.75 |
|
R2 |
1,342.00 |
1,342.00 |
1,332.75 |
|
R1 |
1,336.50 |
1,336.50 |
1,332.00 |
1,339.25 |
PP |
1,332.25 |
1,332.25 |
1,332.25 |
1,333.50 |
S1 |
1,326.75 |
1,326.75 |
1,330.00 |
1,329.50 |
S2 |
1,322.50 |
1,322.50 |
1,329.25 |
|
S3 |
1,312.75 |
1,317.00 |
1,328.25 |
|
S4 |
1,303.00 |
1,307.25 |
1,325.75 |
|
|
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 |
1,337.75 |
1,290.50 |
47.25 |
3.5% |
17.75 |
1.3% |
86% |
True |
False |
1,711,577 |
10 |
1,337.75 |
1,290.50 |
47.25 |
3.5% |
16.25 |
1.2% |
86% |
True |
False |
1,793,754 |
20 |
1,337.75 |
1,290.50 |
47.25 |
3.5% |
14.00 |
1.0% |
86% |
True |
False |
1,682,663 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
18.75 |
1.4% |
93% |
True |
False |
1,525,423 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
17.25 |
1.3% |
93% |
True |
False |
1,017,590 |
80 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
16.00 |
1.2% |
93% |
True |
False |
763,432 |
100 |
1,337.75 |
1,163.75 |
174.00 |
13.1% |
15.00 |
1.1% |
96% |
True |
False |
610,799 |
120 |
1,337.75 |
1,161.50 |
176.25 |
13.2% |
15.00 |
1.1% |
96% |
True |
False |
509,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,379.25 |
2.618 |
1,363.25 |
1.618 |
1,353.50 |
1.000 |
1,347.50 |
0.618 |
1,343.75 |
HIGH |
1,337.75 |
0.618 |
1,334.00 |
0.500 |
1,333.00 |
0.382 |
1,331.75 |
LOW |
1,328.00 |
0.618 |
1,322.00 |
1.000 |
1,318.25 |
1.618 |
1,312.25 |
2.618 |
1,302.50 |
4.250 |
1,286.50 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,333.00 |
1,326.00 |
PP |
1,332.25 |
1,321.00 |
S1 |
1,331.50 |
1,316.00 |
|