Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
9,600 |
9,485 |
-115 |
-1.2% |
9,750 |
High |
9,620 |
9,525 |
-95 |
-1.0% |
9,815 |
Low |
9,375 |
9,410 |
35 |
0.4% |
9,490 |
Close |
9,505 |
9,515 |
10 |
0.1% |
9,600 |
Range |
245 |
115 |
-130 |
-53.1% |
325 |
ATR |
224 |
216 |
-8 |
-3.5% |
0 |
Volume |
11,208 |
8,561 |
-2,647 |
-23.6% |
44,818 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,828 |
9,787 |
9,578 |
|
R3 |
9,713 |
9,672 |
9,547 |
|
R2 |
9,598 |
9,598 |
9,536 |
|
R1 |
9,557 |
9,557 |
9,526 |
9,578 |
PP |
9,483 |
9,483 |
9,483 |
9,494 |
S1 |
9,442 |
9,442 |
9,505 |
9,463 |
S2 |
9,368 |
9,368 |
9,494 |
|
S3 |
9,253 |
9,327 |
9,484 |
|
S4 |
9,138 |
9,212 |
9,452 |
|
|
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% |
156 |
1.6% |
45% |
False |
False |
8,452 |
10 |
9,820 |
9,375 |
445 |
4.7% |
187 |
2.0% |
31% |
False |
False |
10,022 |
20 |
9,860 |
9,330 |
530 |
5.6% |
188 |
2.0% |
35% |
False |
False |
9,961 |
40 |
10,760 |
8,200 |
2,560 |
26.9% |
261 |
2.7% |
51% |
False |
False |
13,616 |
60 |
10,855 |
8,200 |
2,655 |
27.9% |
180 |
1.9% |
50% |
False |
False |
9,085 |
80 |
10,855 |
8,200 |
2,655 |
27.9% |
135 |
1.4% |
50% |
False |
False |
6,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,014 |
2.618 |
9,826 |
1.618 |
9,711 |
1.000 |
9,640 |
0.618 |
9,596 |
HIGH |
9,525 |
0.618 |
9,481 |
0.500 |
9,468 |
0.382 |
9,454 |
LOW |
9,410 |
0.618 |
9,339 |
1.000 |
9,295 |
1.618 |
9,224 |
2.618 |
9,109 |
4.250 |
8,921 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
9,499 |
9,520 |
PP |
9,483 |
9,518 |
S1 |
9,468 |
9,517 |
|