Trading Metrics calculated at close of trading on 11-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,350 |
12,339 |
-11 |
-0.1% |
12,309 |
High |
12,406 |
12,391 |
-15 |
-0.1% |
12,406 |
Low |
12,266 |
12,297 |
31 |
0.3% |
12,266 |
Close |
12,326 |
12,321 |
-5 |
0.0% |
12,326 |
Range |
140 |
94 |
-46 |
-32.9% |
140 |
ATR |
133 |
130 |
-3 |
-2.1% |
0 |
Volume |
95,335 |
88,781 |
-6,554 |
-6.9% |
432,242 |
|
Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,618 |
12,564 |
12,373 |
|
R3 |
12,524 |
12,470 |
12,347 |
|
R2 |
12,430 |
12,430 |
12,338 |
|
R1 |
12,376 |
12,376 |
12,330 |
12,356 |
PP |
12,336 |
12,336 |
12,336 |
12,327 |
S1 |
12,282 |
12,282 |
12,313 |
12,262 |
S2 |
12,242 |
12,242 |
12,304 |
|
S3 |
12,148 |
12,188 |
12,295 |
|
S4 |
12,054 |
12,094 |
12,269 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,753 |
12,679 |
12,403 |
|
R3 |
12,613 |
12,539 |
12,365 |
|
R2 |
12,473 |
12,473 |
12,352 |
|
R1 |
12,399 |
12,399 |
12,339 |
12,436 |
PP |
12,333 |
12,333 |
12,333 |
12,351 |
S1 |
12,259 |
12,259 |
12,313 |
12,296 |
S2 |
12,193 |
12,193 |
12,300 |
|
S3 |
12,053 |
12,119 |
12,288 |
|
S4 |
11,913 |
11,979 |
12,249 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,406 |
12,266 |
140 |
1.1% |
105 |
0.8% |
39% |
False |
False |
92,206 |
10 |
12,406 |
12,108 |
298 |
2.4% |
99 |
0.8% |
71% |
False |
False |
83,631 |
20 |
12,406 |
11,451 |
955 |
7.8% |
145 |
1.2% |
91% |
False |
False |
106,659 |
40 |
12,406 |
11,451 |
955 |
7.8% |
150 |
1.2% |
91% |
False |
False |
61,773 |
60 |
12,406 |
11,451 |
955 |
7.8% |
134 |
1.1% |
91% |
False |
False |
41,197 |
80 |
12,406 |
11,336 |
1,070 |
8.7% |
116 |
0.9% |
92% |
False |
False |
30,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,791 |
2.618 |
12,637 |
1.618 |
12,543 |
1.000 |
12,485 |
0.618 |
12,449 |
HIGH |
12,391 |
0.618 |
12,355 |
0.500 |
12,344 |
0.382 |
12,333 |
LOW |
12,297 |
0.618 |
12,239 |
1.000 |
12,203 |
1.618 |
12,145 |
2.618 |
12,051 |
4.250 |
11,898 |
|
|
Fisher Pivots for day following 11-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,344 |
12,336 |
PP |
12,336 |
12,331 |
S1 |
12,329 |
12,326 |
|