Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,299 |
12,140 |
-159 |
-1.3% |
12,339 |
High |
12,302 |
12,241 |
-61 |
-0.5% |
12,391 |
Low |
12,036 |
12,090 |
54 |
0.4% |
12,108 |
Close |
12,140 |
12,226 |
86 |
0.7% |
12,303 |
Range |
266 |
151 |
-115 |
-43.2% |
283 |
ATR |
141 |
142 |
1 |
0.5% |
0 |
Volume |
146,758 |
94,611 |
-52,147 |
-35.5% |
503,555 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,639 |
12,583 |
12,309 |
|
R3 |
12,488 |
12,432 |
12,268 |
|
R2 |
12,337 |
12,337 |
12,254 |
|
R1 |
12,281 |
12,281 |
12,240 |
12,309 |
PP |
12,186 |
12,186 |
12,186 |
12,200 |
S1 |
12,130 |
12,130 |
12,212 |
12,158 |
S2 |
12,035 |
12,035 |
12,198 |
|
S3 |
11,884 |
11,979 |
12,185 |
|
S4 |
11,733 |
11,828 |
12,143 |
|
|
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 |
12,314 |
12,036 |
278 |
2.3% |
161 |
1.3% |
68% |
False |
False |
111,517 |
10 |
12,406 |
12,036 |
370 |
3.0% |
139 |
1.1% |
51% |
False |
False |
103,597 |
20 |
12,406 |
11,907 |
499 |
4.1% |
120 |
1.0% |
64% |
False |
False |
93,993 |
40 |
12,406 |
11,451 |
955 |
7.8% |
159 |
1.3% |
81% |
False |
False |
78,163 |
60 |
12,406 |
11,451 |
955 |
7.8% |
139 |
1.1% |
81% |
False |
False |
52,129 |
80 |
12,406 |
11,397 |
1,009 |
8.3% |
125 |
1.0% |
82% |
False |
False |
39,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,883 |
2.618 |
12,636 |
1.618 |
12,485 |
1.000 |
12,392 |
0.618 |
12,334 |
HIGH |
12,241 |
0.618 |
12,183 |
0.500 |
12,166 |
0.382 |
12,148 |
LOW |
12,090 |
0.618 |
11,997 |
1.000 |
11,939 |
1.618 |
11,846 |
2.618 |
11,695 |
4.250 |
11,448 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,206 |
12,209 |
PP |
12,186 |
12,192 |
S1 |
12,166 |
12,175 |
|