Trading Metrics calculated at close of trading on 27-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
9,705 |
9,650 |
-55 |
-0.6% |
9,600 |
High |
9,705 |
9,775 |
70 |
0.7% |
9,775 |
Low |
9,550 |
9,635 |
85 |
0.9% |
9,375 |
Close |
9,635 |
9,735 |
100 |
1.0% |
9,665 |
Range |
155 |
140 |
-15 |
-9.7% |
400 |
ATR |
199 |
195 |
-4 |
-2.1% |
0 |
Volume |
8,293 |
7,327 |
-966 |
-11.6% |
34,424 |
|
Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,135 |
10,075 |
9,812 |
|
R3 |
9,995 |
9,935 |
9,774 |
|
R2 |
9,855 |
9,855 |
9,761 |
|
R1 |
9,795 |
9,795 |
9,748 |
9,825 |
PP |
9,715 |
9,715 |
9,715 |
9,730 |
S1 |
9,655 |
9,655 |
9,722 |
9,685 |
S2 |
9,575 |
9,575 |
9,709 |
|
S3 |
9,435 |
9,515 |
9,697 |
|
S4 |
9,295 |
9,375 |
9,658 |
|
|
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 |
9,505 |
270 |
2.8% |
149 |
1.5% |
85% |
True |
False |
7,371 |
10 |
9,775 |
9,375 |
400 |
4.1% |
153 |
1.6% |
90% |
True |
False |
7,912 |
20 |
9,860 |
9,375 |
485 |
5.0% |
176 |
1.8% |
74% |
False |
False |
9,142 |
40 |
10,730 |
8,200 |
2,530 |
26.0% |
262 |
2.7% |
61% |
False |
False |
14,512 |
60 |
10,855 |
8,200 |
2,655 |
27.3% |
191 |
2.0% |
58% |
False |
False |
9,695 |
80 |
10,855 |
8,200 |
2,655 |
27.3% |
145 |
1.5% |
58% |
False |
False |
7,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,370 |
2.618 |
10,142 |
1.618 |
10,002 |
1.000 |
9,915 |
0.618 |
9,862 |
HIGH |
9,775 |
0.618 |
9,722 |
0.500 |
9,705 |
0.382 |
9,689 |
LOW |
9,635 |
0.618 |
9,549 |
1.000 |
9,495 |
1.618 |
9,409 |
2.618 |
9,269 |
4.250 |
9,040 |
|
|
Fisher Pivots for day following 27-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
9,725 |
9,711 |
PP |
9,715 |
9,687 |
S1 |
9,705 |
9,663 |
|