Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
9,640 |
9,600 |
-40 |
-0.4% |
9,750 |
High |
9,665 |
9,620 |
-45 |
-0.5% |
9,815 |
Low |
9,565 |
9,375 |
-190 |
-2.0% |
9,490 |
Close |
9,600 |
9,505 |
-95 |
-1.0% |
9,600 |
Range |
100 |
245 |
145 |
145.0% |
325 |
ATR |
222 |
224 |
2 |
0.7% |
0 |
Volume |
6,518 |
11,208 |
4,690 |
72.0% |
44,818 |
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,235 |
10,115 |
9,640 |
|
R3 |
9,990 |
9,870 |
9,573 |
|
R2 |
9,745 |
9,745 |
9,550 |
|
R1 |
9,625 |
9,625 |
9,528 |
9,563 |
PP |
9,500 |
9,500 |
9,500 |
9,469 |
S1 |
9,380 |
9,380 |
9,483 |
9,318 |
S2 |
9,255 |
9,255 |
9,460 |
|
S3 |
9,010 |
9,135 |
9,438 |
|
S4 |
8,765 |
8,890 |
9,370 |
|
|
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 |
9,685 |
9,375 |
310 |
3.3% |
161 |
1.7% |
42% |
False |
True |
8,746 |
10 |
9,820 |
9,375 |
445 |
4.7% |
192 |
2.0% |
29% |
False |
True |
9,938 |
20 |
9,860 |
9,330 |
530 |
5.6% |
193 |
2.0% |
33% |
False |
False |
10,150 |
40 |
10,760 |
8,200 |
2,560 |
26.9% |
264 |
2.8% |
51% |
False |
False |
13,402 |
60 |
10,855 |
8,200 |
2,655 |
27.9% |
178 |
1.9% |
49% |
False |
False |
8,942 |
80 |
10,855 |
8,200 |
2,655 |
27.9% |
134 |
1.4% |
49% |
False |
False |
6,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,661 |
2.618 |
10,262 |
1.618 |
10,017 |
1.000 |
9,865 |
0.618 |
9,772 |
HIGH |
9,620 |
0.618 |
9,527 |
0.500 |
9,498 |
0.382 |
9,469 |
LOW |
9,375 |
0.618 |
9,224 |
1.000 |
9,130 |
1.618 |
8,979 |
2.618 |
8,734 |
4.250 |
8,334 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
9,503 |
9,530 |
PP |
9,500 |
9,522 |
S1 |
9,498 |
9,513 |
|