Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,328.50 |
1,330.50 |
2.00 |
0.2% |
1,318.25 |
High |
1,337.75 |
1,335.25 |
-2.50 |
-0.2% |
1,337.75 |
Low |
1,328.00 |
1,327.25 |
-0.75 |
-0.1% |
1,290.50 |
Close |
1,331.00 |
1,330.75 |
-0.25 |
0.0% |
1,331.00 |
Range |
9.75 |
8.00 |
-1.75 |
-17.9% |
47.25 |
ATR |
16.28 |
15.69 |
-0.59 |
-3.6% |
0.00 |
Volume |
1,271,379 |
1,276,072 |
4,693 |
0.4% |
6,924,502 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.00 |
1,351.00 |
1,335.25 |
|
R3 |
1,347.00 |
1,343.00 |
1,333.00 |
|
R2 |
1,339.00 |
1,339.00 |
1,332.25 |
|
R1 |
1,335.00 |
1,335.00 |
1,331.50 |
1,337.00 |
PP |
1,331.00 |
1,331.00 |
1,331.00 |
1,332.00 |
S1 |
1,327.00 |
1,327.00 |
1,330.00 |
1,329.00 |
S2 |
1,323.00 |
1,323.00 |
1,329.25 |
|
S3 |
1,315.00 |
1,319.00 |
1,328.50 |
|
S4 |
1,307.00 |
1,311.00 |
1,326.25 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,461.50 |
1,443.50 |
1,357.00 |
|
R3 |
1,414.25 |
1,396.25 |
1,344.00 |
|
R2 |
1,367.00 |
1,367.00 |
1,339.75 |
|
R1 |
1,349.00 |
1,349.00 |
1,335.25 |
1,358.00 |
PP |
1,319.75 |
1,319.75 |
1,319.75 |
1,324.25 |
S1 |
1,301.75 |
1,301.75 |
1,326.75 |
1,310.75 |
S2 |
1,272.50 |
1,272.50 |
1,322.25 |
|
S3 |
1,225.25 |
1,254.50 |
1,318.00 |
|
S4 |
1,178.00 |
1,207.25 |
1,305.00 |
|
|
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 |
3.6% |
16.75 |
1.3% |
85% |
False |
False |
1,640,114 |
10 |
1,337.75 |
1,290.50 |
47.25 |
3.6% |
15.50 |
1.2% |
85% |
False |
False |
1,735,624 |
20 |
1,337.75 |
1,290.50 |
47.25 |
3.6% |
13.75 |
1.0% |
85% |
False |
False |
1,664,301 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
18.50 |
1.4% |
93% |
False |
False |
1,556,886 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
17.25 |
1.3% |
93% |
False |
False |
1,038,817 |
80 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
16.00 |
1.2% |
93% |
False |
False |
779,379 |
100 |
1,337.75 |
1,167.25 |
170.50 |
12.8% |
15.00 |
1.1% |
96% |
False |
False |
623,559 |
120 |
1,337.75 |
1,161.50 |
176.25 |
13.2% |
14.75 |
1.1% |
96% |
False |
False |
519,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,369.25 |
2.618 |
1,356.25 |
1.618 |
1,348.25 |
1.000 |
1,343.25 |
0.618 |
1,340.25 |
HIGH |
1,335.25 |
0.618 |
1,332.25 |
0.500 |
1,331.25 |
0.382 |
1,330.25 |
LOW |
1,327.25 |
0.618 |
1,322.25 |
1.000 |
1,319.25 |
1.618 |
1,314.25 |
2.618 |
1,306.25 |
4.250 |
1,293.25 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,331.25 |
1,328.25 |
PP |
1,331.00 |
1,325.75 |
S1 |
1,331.00 |
1,323.00 |
|