Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
9,725 |
9,680 |
-45 |
-0.5% |
9,600 |
High |
9,775 |
9,760 |
-15 |
-0.2% |
9,775 |
Low |
9,655 |
9,645 |
-10 |
-0.1% |
9,375 |
Close |
9,665 |
9,670 |
5 |
0.1% |
9,665 |
Range |
120 |
115 |
-5 |
-4.2% |
400 |
ATR |
209 |
202 |
-7 |
-3.2% |
0 |
Volume |
6,584 |
6,584 |
0 |
0.0% |
34,424 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,037 |
9,968 |
9,733 |
|
R3 |
9,922 |
9,853 |
9,702 |
|
R2 |
9,807 |
9,807 |
9,691 |
|
R1 |
9,738 |
9,738 |
9,681 |
9,715 |
PP |
9,692 |
9,692 |
9,692 |
9,680 |
S1 |
9,623 |
9,623 |
9,660 |
9,600 |
S2 |
9,577 |
9,577 |
9,649 |
|
S3 |
9,462 |
9,508 |
9,639 |
|
S4 |
9,347 |
9,393 |
9,607 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,805 |
10,635 |
9,885 |
|
R3 |
10,405 |
10,235 |
9,775 |
|
R2 |
10,005 |
10,005 |
9,738 |
|
R1 |
9,835 |
9,835 |
9,702 |
9,920 |
PP |
9,605 |
9,605 |
9,605 |
9,648 |
S1 |
9,435 |
9,435 |
9,628 |
9,520 |
S2 |
9,205 |
9,205 |
9,592 |
|
S3 |
8,805 |
9,035 |
9,555 |
|
S4 |
8,405 |
8,635 |
9,445 |
|
|
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% |
162 |
1.7% |
74% |
False |
False |
8,201 |
10 |
9,815 |
9,375 |
440 |
4.6% |
157 |
1.6% |
67% |
False |
False |
8,582 |
20 |
9,860 |
9,330 |
530 |
5.5% |
178 |
1.8% |
64% |
False |
False |
9,233 |
40 |
10,760 |
8,200 |
2,560 |
26.5% |
265 |
2.7% |
57% |
False |
False |
14,132 |
60 |
10,855 |
8,200 |
2,655 |
27.5% |
188 |
1.9% |
55% |
False |
False |
9,439 |
80 |
10,855 |
8,200 |
2,655 |
27.5% |
141 |
1.5% |
55% |
False |
False |
7,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,249 |
2.618 |
10,061 |
1.618 |
9,946 |
1.000 |
9,875 |
0.618 |
9,831 |
HIGH |
9,760 |
0.618 |
9,716 |
0.500 |
9,703 |
0.382 |
9,689 |
LOW |
9,645 |
0.618 |
9,574 |
1.000 |
9,530 |
1.618 |
9,459 |
2.618 |
9,344 |
4.250 |
9,156 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
9,703 |
9,660 |
PP |
9,692 |
9,650 |
S1 |
9,681 |
9,640 |
|