Trading Metrics calculated at close of trading on 15-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
9,595 |
9,640 |
45 |
0.5% |
9,750 |
High |
9,685 |
9,665 |
-20 |
-0.2% |
9,815 |
Low |
9,560 |
9,565 |
5 |
0.1% |
9,490 |
Close |
9,630 |
9,600 |
-30 |
-0.3% |
9,600 |
Range |
125 |
100 |
-25 |
-20.0% |
325 |
ATR |
232 |
222 |
-9 |
-4.1% |
0 |
Volume |
7,058 |
6,518 |
-540 |
-7.7% |
44,818 |
|
Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,910 |
9,855 |
9,655 |
|
R3 |
9,810 |
9,755 |
9,628 |
|
R2 |
9,710 |
9,710 |
9,618 |
|
R1 |
9,655 |
9,655 |
9,609 |
9,633 |
PP |
9,610 |
9,610 |
9,610 |
9,599 |
S1 |
9,555 |
9,555 |
9,591 |
9,533 |
S2 |
9,510 |
9,510 |
9,582 |
|
S3 |
9,410 |
9,455 |
9,573 |
|
S4 |
9,310 |
9,355 |
9,545 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,610 |
10,430 |
9,779 |
|
R3 |
10,285 |
10,105 |
9,690 |
|
R2 |
9,960 |
9,960 |
9,660 |
|
R1 |
9,780 |
9,780 |
9,630 |
9,708 |
PP |
9,635 |
9,635 |
9,635 |
9,599 |
S1 |
9,455 |
9,455 |
9,570 |
9,383 |
S2 |
9,310 |
9,310 |
9,541 |
|
S3 |
8,985 |
9,130 |
9,511 |
|
S4 |
8,660 |
8,805 |
9,421 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,815 |
9,490 |
325 |
3.4% |
151 |
1.6% |
34% |
False |
False |
8,963 |
10 |
9,850 |
9,420 |
430 |
4.5% |
180 |
1.9% |
42% |
False |
False |
9,588 |
20 |
9,860 |
9,270 |
590 |
6.1% |
196 |
2.0% |
56% |
False |
False |
10,741 |
40 |
10,850 |
8,200 |
2,650 |
27.6% |
258 |
2.7% |
53% |
False |
False |
13,122 |
60 |
10,855 |
8,200 |
2,655 |
27.7% |
174 |
1.8% |
53% |
False |
False |
8,756 |
80 |
10,855 |
8,200 |
2,655 |
27.7% |
131 |
1.4% |
53% |
False |
False |
6,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,090 |
2.618 |
9,927 |
1.618 |
9,827 |
1.000 |
9,765 |
0.618 |
9,727 |
HIGH |
9,665 |
0.618 |
9,627 |
0.500 |
9,615 |
0.382 |
9,603 |
LOW |
9,565 |
0.618 |
9,503 |
1.000 |
9,465 |
1.618 |
9,403 |
2.618 |
9,303 |
4.250 |
9,140 |
|
|
Fisher Pivots for day following 15-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
9,615 |
9,596 |
PP |
9,610 |
9,592 |
S1 |
9,605 |
9,588 |
|