Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
9,735 |
9,950 |
215 |
2.2% |
9,680 |
High |
9,960 |
9,970 |
10 |
0.1% |
9,970 |
Low |
9,725 |
9,900 |
175 |
1.8% |
9,550 |
Close |
9,935 |
9,945 |
10 |
0.1% |
9,945 |
Range |
235 |
70 |
-165 |
-70.2% |
420 |
ATR |
198 |
189 |
-9 |
-4.6% |
0 |
Volume |
7,858 |
4,813 |
-3,045 |
-38.8% |
34,875 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,148 |
10,117 |
9,984 |
|
R3 |
10,078 |
10,047 |
9,964 |
|
R2 |
10,008 |
10,008 |
9,958 |
|
R1 |
9,977 |
9,977 |
9,952 |
9,958 |
PP |
9,938 |
9,938 |
9,938 |
9,929 |
S1 |
9,907 |
9,907 |
9,939 |
9,888 |
S2 |
9,868 |
9,868 |
9,932 |
|
S3 |
9,798 |
9,837 |
9,926 |
|
S4 |
9,728 |
9,767 |
9,907 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,082 |
10,933 |
10,176 |
|
R3 |
10,662 |
10,513 |
10,061 |
|
R2 |
10,242 |
10,242 |
10,022 |
|
R1 |
10,093 |
10,093 |
9,984 |
10,168 |
PP |
9,822 |
9,822 |
9,822 |
9,859 |
S1 |
9,673 |
9,673 |
9,907 |
9,748 |
S2 |
9,402 |
9,402 |
9,868 |
|
S3 |
8,982 |
9,253 |
9,830 |
|
S4 |
8,562 |
8,833 |
9,714 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,970 |
9,550 |
420 |
4.2% |
143 |
1.4% |
94% |
True |
False |
6,975 |
10 |
9,970 |
9,375 |
595 |
6.0% |
151 |
1.5% |
96% |
True |
False |
7,581 |
20 |
9,970 |
9,375 |
595 |
6.0% |
168 |
1.7% |
96% |
True |
False |
8,624 |
40 |
10,730 |
8,200 |
2,530 |
25.4% |
262 |
2.6% |
69% |
False |
False |
14,811 |
60 |
10,855 |
8,200 |
2,655 |
26.7% |
196 |
2.0% |
66% |
False |
False |
9,905 |
80 |
10,855 |
8,200 |
2,655 |
26.7% |
148 |
1.5% |
66% |
False |
False |
7,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,268 |
2.618 |
10,153 |
1.618 |
10,083 |
1.000 |
10,040 |
0.618 |
10,013 |
HIGH |
9,970 |
0.618 |
9,943 |
0.500 |
9,935 |
0.382 |
9,927 |
LOW |
9,900 |
0.618 |
9,857 |
1.000 |
9,830 |
1.618 |
9,787 |
2.618 |
9,717 |
4.250 |
9,603 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
9,942 |
9,898 |
PP |
9,938 |
9,850 |
S1 |
9,935 |
9,803 |
|