Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,330.50 |
1,330.75 |
0.25 |
0.0% |
1,318.25 |
High |
1,335.25 |
1,346.25 |
11.00 |
0.8% |
1,337.75 |
Low |
1,327.25 |
1,328.00 |
0.75 |
0.1% |
1,290.50 |
Close |
1,330.75 |
1,341.00 |
10.25 |
0.8% |
1,331.00 |
Range |
8.00 |
18.25 |
10.25 |
128.1% |
47.25 |
ATR |
15.69 |
15.87 |
0.18 |
1.2% |
0.00 |
Volume |
1,276,072 |
1,383,391 |
107,319 |
8.4% |
6,924,502 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,393.25 |
1,385.25 |
1,351.00 |
|
R3 |
1,375.00 |
1,367.00 |
1,346.00 |
|
R2 |
1,356.75 |
1,356.75 |
1,344.25 |
|
R1 |
1,348.75 |
1,348.75 |
1,342.75 |
1,352.75 |
PP |
1,338.50 |
1,338.50 |
1,338.50 |
1,340.50 |
S1 |
1,330.50 |
1,330.50 |
1,339.25 |
1,334.50 |
S2 |
1,320.25 |
1,320.25 |
1,337.75 |
|
S3 |
1,302.00 |
1,312.25 |
1,336.00 |
|
S4 |
1,283.75 |
1,294.00 |
1,331.00 |
|
|
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 |
1,346.25 |
1,294.00 |
52.25 |
3.9% |
14.75 |
1.1% |
90% |
True |
False |
1,465,725 |
10 |
1,346.25 |
1,290.50 |
55.75 |
4.2% |
16.00 |
1.2% |
91% |
True |
False |
1,721,217 |
20 |
1,346.25 |
1,290.50 |
55.75 |
4.2% |
14.00 |
1.0% |
91% |
True |
False |
1,669,547 |
40 |
1,346.25 |
1,241.25 |
105.00 |
7.8% |
18.50 |
1.4% |
95% |
True |
False |
1,591,144 |
60 |
1,346.25 |
1,241.25 |
105.00 |
7.8% |
17.25 |
1.3% |
95% |
True |
False |
1,061,863 |
80 |
1,346.25 |
1,241.25 |
105.00 |
7.8% |
16.25 |
1.2% |
95% |
True |
False |
796,670 |
100 |
1,346.25 |
1,193.25 |
153.00 |
11.4% |
14.75 |
1.1% |
97% |
True |
False |
637,393 |
120 |
1,346.25 |
1,161.50 |
184.75 |
13.8% |
15.00 |
1.1% |
97% |
True |
False |
531,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,423.75 |
2.618 |
1,394.00 |
1.618 |
1,375.75 |
1.000 |
1,364.50 |
0.618 |
1,357.50 |
HIGH |
1,346.25 |
0.618 |
1,339.25 |
0.500 |
1,337.00 |
0.382 |
1,335.00 |
LOW |
1,328.00 |
0.618 |
1,316.75 |
1.000 |
1,309.75 |
1.618 |
1,298.50 |
2.618 |
1,280.25 |
4.250 |
1,250.50 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,339.75 |
1,339.50 |
PP |
1,338.50 |
1,338.25 |
S1 |
1,337.00 |
1,336.75 |
|