Trading Metrics calculated at close of trading on 13-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
9,635 |
9,515 |
-120 |
-1.2% |
9,850 |
High |
9,635 |
9,685 |
50 |
0.5% |
9,850 |
Low |
9,495 |
9,490 |
-5 |
-0.1% |
9,420 |
Close |
9,520 |
9,595 |
75 |
0.8% |
9,730 |
Range |
140 |
195 |
55 |
39.3% |
430 |
ATR |
243 |
240 |
-3 |
-1.4% |
0 |
Volume |
10,030 |
8,918 |
-1,112 |
-11.1% |
51,071 |
|
Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,175 |
10,080 |
9,702 |
|
R3 |
9,980 |
9,885 |
9,649 |
|
R2 |
9,785 |
9,785 |
9,631 |
|
R1 |
9,690 |
9,690 |
9,613 |
9,738 |
PP |
9,590 |
9,590 |
9,590 |
9,614 |
S1 |
9,495 |
9,495 |
9,577 |
9,543 |
S2 |
9,395 |
9,395 |
9,559 |
|
S3 |
9,200 |
9,300 |
9,542 |
|
S4 |
9,005 |
9,105 |
9,488 |
|
|
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% |
227 |
2.4% |
44% |
False |
False |
11,839 |
10 |
9,860 |
9,420 |
440 |
4.6% |
185 |
1.9% |
40% |
False |
False |
9,681 |
20 |
9,860 |
8,200 |
1,660 |
17.3% |
251 |
2.6% |
84% |
False |
False |
12,964 |
40 |
10,855 |
8,200 |
2,655 |
27.7% |
252 |
2.6% |
53% |
False |
False |
12,783 |
60 |
10,855 |
8,200 |
2,655 |
27.7% |
170 |
1.8% |
53% |
False |
False |
8,529 |
80 |
10,855 |
8,200 |
2,655 |
27.7% |
128 |
1.3% |
53% |
False |
False |
6,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,514 |
2.618 |
10,196 |
1.618 |
10,001 |
1.000 |
9,880 |
0.618 |
9,806 |
HIGH |
9,685 |
0.618 |
9,611 |
0.500 |
9,588 |
0.382 |
9,565 |
LOW |
9,490 |
0.618 |
9,370 |
1.000 |
9,295 |
1.618 |
9,175 |
2.618 |
8,980 |
4.250 |
8,661 |
|
|
Fisher Pivots for day following 13-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
9,593 |
9,653 |
PP |
9,590 |
9,633 |
S1 |
9,588 |
9,614 |
|