Trading Metrics calculated at close of trading on 20-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
9,485 |
9,505 |
20 |
0.2% |
9,750 |
High |
9,525 |
9,720 |
195 |
2.0% |
9,815 |
Low |
9,410 |
9,505 |
95 |
1.0% |
9,490 |
Close |
9,515 |
9,690 |
175 |
1.8% |
9,600 |
Range |
115 |
215 |
100 |
87.0% |
325 |
ATR |
216 |
216 |
0 |
0.0% |
0 |
Volume |
8,561 |
8,071 |
-490 |
-5.7% |
44,818 |
|
Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,283 |
10,202 |
9,808 |
|
R3 |
10,068 |
9,987 |
9,749 |
|
R2 |
9,853 |
9,853 |
9,730 |
|
R1 |
9,772 |
9,772 |
9,710 |
9,813 |
PP |
9,638 |
9,638 |
9,638 |
9,659 |
S1 |
9,557 |
9,557 |
9,670 |
9,598 |
S2 |
9,423 |
9,423 |
9,651 |
|
S3 |
9,208 |
9,342 |
9,631 |
|
S4 |
8,993 |
9,127 |
9,572 |
|
|
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 |
9,720 |
9,375 |
345 |
3.6% |
160 |
1.7% |
91% |
True |
False |
8,283 |
10 |
9,820 |
9,375 |
445 |
4.6% |
194 |
2.0% |
71% |
False |
False |
10,061 |
20 |
9,860 |
9,330 |
530 |
5.5% |
187 |
1.9% |
68% |
False |
False |
9,801 |
40 |
10,760 |
8,200 |
2,560 |
26.4% |
266 |
2.7% |
58% |
False |
False |
13,809 |
60 |
10,855 |
8,200 |
2,655 |
27.4% |
184 |
1.9% |
56% |
False |
False |
9,220 |
80 |
10,855 |
8,200 |
2,655 |
27.4% |
138 |
1.4% |
56% |
False |
False |
6,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,634 |
2.618 |
10,283 |
1.618 |
10,068 |
1.000 |
9,935 |
0.618 |
9,853 |
HIGH |
9,720 |
0.618 |
9,638 |
0.500 |
9,613 |
0.382 |
9,587 |
LOW |
9,505 |
0.618 |
9,372 |
1.000 |
9,290 |
1.618 |
9,157 |
2.618 |
8,942 |
4.250 |
8,591 |
|
|
Fisher Pivots for day following 20-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
9,664 |
9,643 |
PP |
9,638 |
9,595 |
S1 |
9,613 |
9,548 |
|