Trading Metrics calculated at close of trading on 27-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,330.75 |
1,341.00 |
10.25 |
0.8% |
1,318.25 |
High |
1,346.25 |
1,354.25 |
8.00 |
0.6% |
1,337.75 |
Low |
1,328.00 |
1,340.25 |
12.25 |
0.9% |
1,290.50 |
Close |
1,341.00 |
1,351.00 |
10.00 |
0.7% |
1,331.00 |
Range |
18.25 |
14.00 |
-4.25 |
-23.3% |
47.25 |
ATR |
15.87 |
15.74 |
-0.13 |
-0.8% |
0.00 |
Volume |
1,383,391 |
1,384,727 |
1,336 |
0.1% |
6,924,502 |
|
Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,390.50 |
1,384.75 |
1,358.75 |
|
R3 |
1,376.50 |
1,370.75 |
1,354.75 |
|
R2 |
1,362.50 |
1,362.50 |
1,353.50 |
|
R1 |
1,356.75 |
1,356.75 |
1,352.25 |
1,359.50 |
PP |
1,348.50 |
1,348.50 |
1,348.50 |
1,350.00 |
S1 |
1,342.75 |
1,342.75 |
1,349.75 |
1,345.50 |
S2 |
1,334.50 |
1,334.50 |
1,348.50 |
|
S3 |
1,320.50 |
1,328.75 |
1,347.25 |
|
S4 |
1,306.50 |
1,314.75 |
1,343.25 |
|
|
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 |
1,354.25 |
1,308.50 |
45.75 |
3.4% |
14.50 |
1.1% |
93% |
True |
False |
1,437,158 |
10 |
1,354.25 |
1,290.50 |
63.75 |
4.7% |
15.75 |
1.2% |
95% |
True |
False |
1,651,871 |
20 |
1,354.25 |
1,290.50 |
63.75 |
4.7% |
14.00 |
1.0% |
95% |
True |
False |
1,661,380 |
40 |
1,354.25 |
1,241.25 |
113.00 |
8.4% |
18.00 |
1.3% |
97% |
True |
False |
1,625,391 |
60 |
1,354.25 |
1,241.25 |
113.00 |
8.4% |
17.00 |
1.3% |
97% |
True |
False |
1,084,896 |
80 |
1,354.25 |
1,241.25 |
113.00 |
8.4% |
16.25 |
1.2% |
97% |
True |
False |
813,973 |
100 |
1,354.25 |
1,204.00 |
150.25 |
11.1% |
14.75 |
1.1% |
98% |
True |
False |
651,240 |
120 |
1,354.25 |
1,161.50 |
192.75 |
14.3% |
15.00 |
1.1% |
98% |
True |
False |
542,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,413.75 |
2.618 |
1,391.00 |
1.618 |
1,377.00 |
1.000 |
1,368.25 |
0.618 |
1,363.00 |
HIGH |
1,354.25 |
0.618 |
1,349.00 |
0.500 |
1,347.25 |
0.382 |
1,345.50 |
LOW |
1,340.25 |
0.618 |
1,331.50 |
1.000 |
1,326.25 |
1.618 |
1,317.50 |
2.618 |
1,303.50 |
4.250 |
1,280.75 |
|
|
Fisher Pivots for day following 27-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,349.75 |
1,347.50 |
PP |
1,348.50 |
1,344.25 |
S1 |
1,347.25 |
1,340.75 |
|