Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
9,680 |
9,705 |
25 |
0.3% |
9,600 |
High |
9,760 |
9,705 |
-55 |
-0.6% |
9,775 |
Low |
9,645 |
9,550 |
-95 |
-1.0% |
9,375 |
Close |
9,670 |
9,635 |
-35 |
-0.4% |
9,665 |
Range |
115 |
155 |
40 |
34.8% |
400 |
ATR |
202 |
199 |
-3 |
-1.7% |
0 |
Volume |
6,584 |
8,293 |
1,709 |
26.0% |
34,424 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,095 |
10,020 |
9,720 |
|
R3 |
9,940 |
9,865 |
9,678 |
|
R2 |
9,785 |
9,785 |
9,664 |
|
R1 |
9,710 |
9,710 |
9,649 |
9,670 |
PP |
9,630 |
9,630 |
9,630 |
9,610 |
S1 |
9,555 |
9,555 |
9,621 |
9,515 |
S2 |
9,475 |
9,475 |
9,607 |
|
S3 |
9,320 |
9,400 |
9,593 |
|
S4 |
9,165 |
9,245 |
9,550 |
|
|
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 |
9,410 |
365 |
3.8% |
144 |
1.5% |
62% |
False |
False |
7,618 |
10 |
9,775 |
9,375 |
400 |
4.2% |
153 |
1.6% |
65% |
False |
False |
8,182 |
20 |
9,860 |
9,330 |
530 |
5.5% |
179 |
1.9% |
58% |
False |
False |
9,289 |
40 |
10,760 |
8,200 |
2,560 |
26.6% |
263 |
2.7% |
56% |
False |
False |
14,335 |
60 |
10,855 |
8,200 |
2,655 |
27.6% |
189 |
2.0% |
54% |
False |
False |
9,577 |
80 |
10,855 |
8,200 |
2,655 |
27.6% |
143 |
1.5% |
54% |
False |
False |
7,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,364 |
2.618 |
10,111 |
1.618 |
9,956 |
1.000 |
9,860 |
0.618 |
9,801 |
HIGH |
9,705 |
0.618 |
9,646 |
0.500 |
9,628 |
0.382 |
9,609 |
LOW |
9,550 |
0.618 |
9,454 |
1.000 |
9,395 |
1.618 |
9,299 |
2.618 |
9,144 |
4.250 |
8,891 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
9,633 |
9,663 |
PP |
9,630 |
9,653 |
S1 |
9,628 |
9,644 |
|