Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
9,505 |
9,725 |
220 |
2.3% |
9,750 |
High |
9,720 |
9,775 |
55 |
0.6% |
9,815 |
Low |
9,505 |
9,655 |
150 |
1.6% |
9,490 |
Close |
9,690 |
9,665 |
-25 |
-0.3% |
9,600 |
Range |
215 |
120 |
-95 |
-44.2% |
325 |
ATR |
216 |
209 |
-7 |
-3.2% |
0 |
Volume |
8,071 |
6,584 |
-1,487 |
-18.4% |
44,818 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,058 |
9,982 |
9,731 |
|
R3 |
9,938 |
9,862 |
9,698 |
|
R2 |
9,818 |
9,818 |
9,687 |
|
R1 |
9,742 |
9,742 |
9,676 |
9,720 |
PP |
9,698 |
9,698 |
9,698 |
9,688 |
S1 |
9,622 |
9,622 |
9,654 |
9,600 |
S2 |
9,578 |
9,578 |
9,643 |
|
S3 |
9,458 |
9,502 |
9,632 |
|
S4 |
9,338 |
9,382 |
9,599 |
|
|
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 |
9,775 |
9,375 |
400 |
4.1% |
159 |
1.6% |
73% |
True |
False |
8,188 |
10 |
9,820 |
9,375 |
445 |
4.6% |
177 |
1.8% |
65% |
False |
False |
9,085 |
20 |
9,860 |
9,330 |
530 |
5.5% |
180 |
1.9% |
63% |
False |
False |
9,650 |
40 |
10,760 |
8,200 |
2,560 |
26.5% |
264 |
2.7% |
57% |
False |
False |
13,971 |
60 |
10,855 |
8,200 |
2,655 |
27.5% |
186 |
1.9% |
55% |
False |
False |
9,329 |
80 |
10,855 |
8,200 |
2,655 |
27.5% |
139 |
1.4% |
55% |
False |
False |
6,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,285 |
2.618 |
10,089 |
1.618 |
9,969 |
1.000 |
9,895 |
0.618 |
9,849 |
HIGH |
9,775 |
0.618 |
9,729 |
0.500 |
9,715 |
0.382 |
9,701 |
LOW |
9,655 |
0.618 |
9,581 |
1.000 |
9,535 |
1.618 |
9,461 |
2.618 |
9,341 |
4.250 |
9,145 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
9,715 |
9,641 |
PP |
9,698 |
9,617 |
S1 |
9,682 |
9,593 |
|