Trading Metrics calculated at close of trading on 14-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,192 |
12,201 |
9 |
0.1% |
12,309 |
High |
12,287 |
12,251 |
-36 |
-0.3% |
12,406 |
Low |
12,169 |
12,108 |
-61 |
-0.5% |
12,266 |
Close |
12,199 |
12,228 |
29 |
0.2% |
12,326 |
Range |
118 |
143 |
25 |
21.2% |
140 |
ATR |
131 |
132 |
1 |
0.7% |
0 |
Volume |
112,586 |
115,990 |
3,404 |
3.0% |
432,242 |
|
Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,625 |
12,569 |
12,307 |
|
R3 |
12,482 |
12,426 |
12,267 |
|
R2 |
12,339 |
12,339 |
12,254 |
|
R1 |
12,283 |
12,283 |
12,241 |
12,311 |
PP |
12,196 |
12,196 |
12,196 |
12,210 |
S1 |
12,140 |
12,140 |
12,215 |
12,168 |
S2 |
12,053 |
12,053 |
12,202 |
|
S3 |
11,910 |
11,997 |
12,189 |
|
S4 |
11,767 |
11,854 |
12,149 |
|
|
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 |
12,108 |
298 |
2.4% |
130 |
1.1% |
40% |
False |
True |
102,249 |
10 |
12,406 |
12,108 |
298 |
2.4% |
110 |
0.9% |
40% |
False |
True |
93,204 |
20 |
12,406 |
11,656 |
750 |
6.1% |
117 |
1.0% |
76% |
False |
False |
93,172 |
40 |
12,406 |
11,451 |
955 |
7.8% |
156 |
1.3% |
81% |
False |
False |
69,947 |
60 |
12,406 |
11,451 |
955 |
7.8% |
136 |
1.1% |
81% |
False |
False |
46,648 |
80 |
12,406 |
11,387 |
1,019 |
8.3% |
120 |
1.0% |
83% |
False |
False |
34,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,859 |
2.618 |
12,625 |
1.618 |
12,482 |
1.000 |
12,394 |
0.618 |
12,339 |
HIGH |
12,251 |
0.618 |
12,196 |
0.500 |
12,180 |
0.382 |
12,163 |
LOW |
12,108 |
0.618 |
12,020 |
1.000 |
11,965 |
1.618 |
11,877 |
2.618 |
11,734 |
4.250 |
11,500 |
|
|
Fisher Pivots for day following 14-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,212 |
12,225 |
PP |
12,196 |
12,222 |
S1 |
12,180 |
12,219 |
|