Trading Metrics calculated at close of trading on 14-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
9,515 |
9,595 |
80 |
0.8% |
9,850 |
High |
9,685 |
9,685 |
0 |
0.0% |
9,850 |
Low |
9,490 |
9,560 |
70 |
0.7% |
9,420 |
Close |
9,595 |
9,630 |
35 |
0.4% |
9,730 |
Range |
195 |
125 |
-70 |
-35.9% |
430 |
ATR |
240 |
232 |
-8 |
-3.4% |
0 |
Volume |
8,918 |
7,058 |
-1,860 |
-20.9% |
51,071 |
|
Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,000 |
9,940 |
9,699 |
|
R3 |
9,875 |
9,815 |
9,665 |
|
R2 |
9,750 |
9,750 |
9,653 |
|
R1 |
9,690 |
9,690 |
9,642 |
9,720 |
PP |
9,625 |
9,625 |
9,625 |
9,640 |
S1 |
9,565 |
9,565 |
9,619 |
9,595 |
S2 |
9,500 |
9,500 |
9,607 |
|
S3 |
9,375 |
9,440 |
9,596 |
|
S4 |
9,250 |
9,315 |
9,561 |
|
|
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 |
9,490 |
330 |
3.4% |
195 |
2.0% |
42% |
False |
False |
9,982 |
10 |
9,860 |
9,420 |
440 |
4.6% |
184 |
1.9% |
48% |
False |
False |
9,668 |
20 |
9,860 |
8,835 |
1,025 |
10.6% |
216 |
2.2% |
78% |
False |
False |
11,462 |
40 |
10,855 |
8,200 |
2,655 |
27.6% |
255 |
2.7% |
54% |
False |
False |
12,960 |
60 |
10,855 |
8,200 |
2,655 |
27.6% |
173 |
1.8% |
54% |
False |
False |
8,647 |
80 |
10,855 |
8,200 |
2,655 |
27.6% |
129 |
1.3% |
54% |
False |
False |
6,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,216 |
2.618 |
10,012 |
1.618 |
9,887 |
1.000 |
9,810 |
0.618 |
9,762 |
HIGH |
9,685 |
0.618 |
9,637 |
0.500 |
9,623 |
0.382 |
9,608 |
LOW |
9,560 |
0.618 |
9,483 |
1.000 |
9,435 |
1.618 |
9,358 |
2.618 |
9,233 |
4.250 |
9,029 |
|
|
Fisher Pivots for day following 14-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
9,628 |
9,616 |
PP |
9,625 |
9,602 |
S1 |
9,623 |
9,588 |
|