Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,234 |
12,299 |
65 |
0.5% |
12,339 |
High |
12,314 |
12,302 |
-12 |
-0.1% |
12,391 |
Low |
12,186 |
12,036 |
-150 |
-1.2% |
12,108 |
Close |
12,303 |
12,140 |
-163 |
-1.3% |
12,303 |
Range |
128 |
266 |
138 |
107.8% |
283 |
ATR |
131 |
141 |
10 |
7.4% |
0 |
Volume |
87,644 |
146,758 |
59,114 |
67.4% |
503,555 |
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,957 |
12,815 |
12,286 |
|
R3 |
12,691 |
12,549 |
12,213 |
|
R2 |
12,425 |
12,425 |
12,189 |
|
R1 |
12,283 |
12,283 |
12,165 |
12,221 |
PP |
12,159 |
12,159 |
12,159 |
12,129 |
S1 |
12,017 |
12,017 |
12,116 |
11,955 |
S2 |
11,893 |
11,893 |
12,091 |
|
S3 |
11,627 |
11,751 |
12,067 |
|
S4 |
11,361 |
11,485 |
11,994 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,116 |
12,993 |
12,459 |
|
R3 |
12,833 |
12,710 |
12,381 |
|
R2 |
12,550 |
12,550 |
12,355 |
|
R1 |
12,427 |
12,427 |
12,329 |
12,347 |
PP |
12,267 |
12,267 |
12,267 |
12,228 |
S1 |
12,144 |
12,144 |
12,277 |
12,064 |
S2 |
11,984 |
11,984 |
12,251 |
|
S3 |
11,701 |
11,861 |
12,225 |
|
S4 |
11,418 |
11,578 |
12,147 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,329 |
12,036 |
293 |
2.4% |
162 |
1.3% |
35% |
False |
True |
112,306 |
10 |
12,406 |
12,036 |
370 |
3.0% |
133 |
1.1% |
28% |
False |
True |
102,256 |
20 |
12,406 |
11,907 |
499 |
4.1% |
116 |
1.0% |
47% |
False |
False |
93,346 |
40 |
12,406 |
11,451 |
955 |
7.9% |
161 |
1.3% |
72% |
False |
False |
75,800 |
60 |
12,406 |
11,451 |
955 |
7.9% |
139 |
1.1% |
72% |
False |
False |
50,553 |
80 |
12,406 |
11,397 |
1,009 |
8.3% |
124 |
1.0% |
74% |
False |
False |
37,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,433 |
2.618 |
12,999 |
1.618 |
12,733 |
1.000 |
12,568 |
0.618 |
12,467 |
HIGH |
12,302 |
0.618 |
12,201 |
0.500 |
12,169 |
0.382 |
12,138 |
LOW |
12,036 |
0.618 |
11,872 |
1.000 |
11,770 |
1.618 |
11,606 |
2.618 |
11,340 |
4.250 |
10,906 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,169 |
12,175 |
PP |
12,159 |
12,163 |
S1 |
12,150 |
12,152 |
|