Trading Metrics calculated at close of trading on 28-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,341.00 |
1,351.50 |
10.50 |
0.8% |
1,318.25 |
High |
1,354.25 |
1,358.50 |
4.25 |
0.3% |
1,337.75 |
Low |
1,340.25 |
1,346.75 |
6.50 |
0.5% |
1,290.50 |
Close |
1,351.00 |
1,355.00 |
4.00 |
0.3% |
1,331.00 |
Range |
14.00 |
11.75 |
-2.25 |
-16.1% |
47.25 |
ATR |
15.74 |
15.46 |
-0.29 |
-1.8% |
0.00 |
Volume |
1,384,727 |
1,705,011 |
320,284 |
23.1% |
6,924,502 |
|
Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,388.75 |
1,383.50 |
1,361.50 |
|
R3 |
1,377.00 |
1,371.75 |
1,358.25 |
|
R2 |
1,365.25 |
1,365.25 |
1,357.25 |
|
R1 |
1,360.00 |
1,360.00 |
1,356.00 |
1,362.50 |
PP |
1,353.50 |
1,353.50 |
1,353.50 |
1,354.75 |
S1 |
1,348.25 |
1,348.25 |
1,354.00 |
1,351.00 |
S2 |
1,341.75 |
1,341.75 |
1,352.75 |
|
S3 |
1,330.00 |
1,336.50 |
1,351.75 |
|
S4 |
1,318.25 |
1,324.75 |
1,348.50 |
|
|
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 |
1,358.50 |
1,327.25 |
31.25 |
2.3% |
12.25 |
0.9% |
89% |
True |
False |
1,404,116 |
10 |
1,358.50 |
1,290.50 |
68.00 |
5.0% |
15.50 |
1.2% |
95% |
True |
False |
1,632,964 |
20 |
1,358.50 |
1,290.50 |
68.00 |
5.0% |
13.75 |
1.0% |
95% |
True |
False |
1,676,514 |
40 |
1,358.50 |
1,241.25 |
117.25 |
8.7% |
17.75 |
1.3% |
97% |
True |
False |
1,667,613 |
60 |
1,358.50 |
1,241.25 |
117.25 |
8.7% |
16.75 |
1.2% |
97% |
True |
False |
1,113,302 |
80 |
1,358.50 |
1,241.25 |
117.25 |
8.7% |
16.25 |
1.2% |
97% |
True |
False |
835,284 |
100 |
1,358.50 |
1,207.00 |
151.50 |
11.2% |
14.75 |
1.1% |
98% |
True |
False |
668,290 |
120 |
1,358.50 |
1,161.50 |
197.00 |
14.5% |
14.75 |
1.1% |
98% |
True |
False |
556,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,408.50 |
2.618 |
1,389.25 |
1.618 |
1,377.50 |
1.000 |
1,370.25 |
0.618 |
1,365.75 |
HIGH |
1,358.50 |
0.618 |
1,354.00 |
0.500 |
1,352.50 |
0.382 |
1,351.25 |
LOW |
1,346.75 |
0.618 |
1,339.50 |
1.000 |
1,335.00 |
1.618 |
1,327.75 |
2.618 |
1,316.00 |
4.250 |
1,296.75 |
|
|
Fisher Pivots for day following 28-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,354.25 |
1,351.00 |
PP |
1,353.50 |
1,347.25 |
S1 |
1,352.50 |
1,343.25 |
|