Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
9,750 |
9,635 |
-115 |
-1.2% |
9,850 |
High |
9,815 |
9,635 |
-180 |
-1.8% |
9,850 |
Low |
9,620 |
9,495 |
-125 |
-1.3% |
9,420 |
Close |
9,650 |
9,520 |
-130 |
-1.3% |
9,730 |
Range |
195 |
140 |
-55 |
-28.2% |
430 |
ATR |
250 |
243 |
-7 |
-2.7% |
0 |
Volume |
12,294 |
10,030 |
-2,264 |
-18.4% |
51,071 |
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,970 |
9,885 |
9,597 |
|
R3 |
9,830 |
9,745 |
9,559 |
|
R2 |
9,690 |
9,690 |
9,546 |
|
R1 |
9,605 |
9,605 |
9,533 |
9,578 |
PP |
9,550 |
9,550 |
9,550 |
9,536 |
S1 |
9,465 |
9,465 |
9,507 |
9,438 |
S2 |
9,410 |
9,410 |
9,494 |
|
S3 |
9,270 |
9,325 |
9,482 |
|
S4 |
9,130 |
9,185 |
9,443 |
|
|
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 |
4.2% |
218 |
2.3% |
25% |
False |
False |
11,591 |
10 |
9,860 |
9,420 |
440 |
4.6% |
199 |
2.1% |
23% |
False |
False |
10,371 |
20 |
9,860 |
8,200 |
1,660 |
17.4% |
281 |
2.9% |
80% |
False |
False |
14,999 |
40 |
10,855 |
8,200 |
2,655 |
27.9% |
247 |
2.6% |
50% |
False |
False |
12,561 |
60 |
10,855 |
8,200 |
2,655 |
27.9% |
167 |
1.8% |
50% |
False |
False |
8,381 |
80 |
10,855 |
8,200 |
2,655 |
27.9% |
125 |
1.3% |
50% |
False |
False |
6,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,230 |
2.618 |
10,002 |
1.618 |
9,862 |
1.000 |
9,775 |
0.618 |
9,722 |
HIGH |
9,635 |
0.618 |
9,582 |
0.500 |
9,565 |
0.382 |
9,549 |
LOW |
9,495 |
0.618 |
9,409 |
1.000 |
9,355 |
1.618 |
9,269 |
2.618 |
9,129 |
4.250 |
8,900 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
9,565 |
9,658 |
PP |
9,550 |
9,612 |
S1 |
9,535 |
9,566 |
|