Trading Metrics calculated at close of trading on 28-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
9,650 |
9,735 |
85 |
0.9% |
9,600 |
High |
9,775 |
9,960 |
185 |
1.9% |
9,775 |
Low |
9,635 |
9,725 |
90 |
0.9% |
9,375 |
Close |
9,735 |
9,935 |
200 |
2.1% |
9,665 |
Range |
140 |
235 |
95 |
67.9% |
400 |
ATR |
195 |
198 |
3 |
1.5% |
0 |
Volume |
7,327 |
7,858 |
531 |
7.2% |
34,424 |
|
Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,578 |
10,492 |
10,064 |
|
R3 |
10,343 |
10,257 |
10,000 |
|
R2 |
10,108 |
10,108 |
9,978 |
|
R1 |
10,022 |
10,022 |
9,957 |
10,065 |
PP |
9,873 |
9,873 |
9,873 |
9,895 |
S1 |
9,787 |
9,787 |
9,914 |
9,830 |
S2 |
9,638 |
9,638 |
9,892 |
|
S3 |
9,403 |
9,552 |
9,871 |
|
S4 |
9,168 |
9,317 |
9,806 |
|
|
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 |
9,960 |
9,550 |
410 |
4.1% |
153 |
1.5% |
94% |
True |
False |
7,329 |
10 |
9,960 |
9,375 |
585 |
5.9% |
157 |
1.6% |
96% |
True |
False |
7,806 |
20 |
9,960 |
9,375 |
585 |
5.9% |
171 |
1.7% |
96% |
True |
False |
8,743 |
40 |
10,730 |
8,200 |
2,530 |
25.5% |
265 |
2.7% |
69% |
False |
False |
14,704 |
60 |
10,855 |
8,200 |
2,655 |
26.7% |
195 |
2.0% |
65% |
False |
False |
9,825 |
80 |
10,855 |
8,200 |
2,655 |
26.7% |
147 |
1.5% |
65% |
False |
False |
7,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,959 |
2.618 |
10,575 |
1.618 |
10,340 |
1.000 |
10,195 |
0.618 |
10,105 |
HIGH |
9,960 |
0.618 |
9,870 |
0.500 |
9,843 |
0.382 |
9,815 |
LOW |
9,725 |
0.618 |
9,580 |
1.000 |
9,490 |
1.618 |
9,345 |
2.618 |
9,110 |
4.250 |
8,726 |
|
|
Fisher Pivots for day following 28-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
9,904 |
9,875 |
PP |
9,873 |
9,815 |
S1 |
9,843 |
9,755 |
|