Trading Metrics calculated at close of trading on 11-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
9,540 |
9,750 |
210 |
2.2% |
9,850 |
High |
9,820 |
9,815 |
-5 |
-0.1% |
9,850 |
Low |
9,500 |
9,620 |
120 |
1.3% |
9,420 |
Close |
9,730 |
9,650 |
-80 |
-0.8% |
9,730 |
Range |
320 |
195 |
-125 |
-39.1% |
430 |
ATR |
254 |
250 |
-4 |
-1.7% |
0 |
Volume |
11,612 |
12,294 |
682 |
5.9% |
51,071 |
|
Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,280 |
10,160 |
9,757 |
|
R3 |
10,085 |
9,965 |
9,704 |
|
R2 |
9,890 |
9,890 |
9,686 |
|
R1 |
9,770 |
9,770 |
9,668 |
9,733 |
PP |
9,695 |
9,695 |
9,695 |
9,676 |
S1 |
9,575 |
9,575 |
9,632 |
9,538 |
S2 |
9,500 |
9,500 |
9,614 |
|
S3 |
9,305 |
9,380 |
9,597 |
|
S4 |
9,110 |
9,185 |
9,543 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,957 |
10,773 |
9,967 |
|
R3 |
10,527 |
10,343 |
9,848 |
|
R2 |
10,097 |
10,097 |
9,809 |
|
R1 |
9,913 |
9,913 |
9,770 |
9,790 |
PP |
9,667 |
9,667 |
9,667 |
9,605 |
S1 |
9,483 |
9,483 |
9,691 |
9,360 |
S2 |
9,237 |
9,237 |
9,651 |
|
S3 |
8,807 |
9,053 |
9,612 |
|
S4 |
8,377 |
8,623 |
9,494 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,820 |
9,420 |
400 |
4.1% |
222 |
2.3% |
58% |
False |
False |
11,131 |
10 |
9,860 |
9,330 |
530 |
5.5% |
205 |
2.1% |
60% |
False |
False |
10,396 |
20 |
9,860 |
8,200 |
1,660 |
17.2% |
324 |
3.4% |
87% |
False |
False |
17,469 |
40 |
10,855 |
8,200 |
2,655 |
27.5% |
244 |
2.5% |
55% |
False |
False |
12,310 |
60 |
10,855 |
8,200 |
2,655 |
27.5% |
165 |
1.7% |
55% |
False |
False |
8,214 |
80 |
10,855 |
8,200 |
2,655 |
27.5% |
124 |
1.3% |
55% |
False |
False |
6,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,644 |
2.618 |
10,326 |
1.618 |
10,131 |
1.000 |
10,010 |
0.618 |
9,936 |
HIGH |
9,815 |
0.618 |
9,741 |
0.500 |
9,718 |
0.382 |
9,695 |
LOW |
9,620 |
0.618 |
9,500 |
1.000 |
9,425 |
1.618 |
9,305 |
2.618 |
9,110 |
4.250 |
8,791 |
|
|
Fisher Pivots for day following 11-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
9,718 |
9,640 |
PP |
9,695 |
9,630 |
S1 |
9,673 |
9,620 |
|