Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,400 |
12,432 |
32 |
0.3% |
12,299 |
High |
12,468 |
12,469 |
1 |
0.0% |
12,468 |
Low |
12,391 |
12,390 |
-1 |
0.0% |
12,036 |
Close |
12,434 |
12,427 |
-7 |
-0.1% |
12,434 |
Range |
77 |
79 |
2 |
2.6% |
432 |
ATR |
143 |
138 |
-5 |
-3.2% |
0 |
Volume |
67,200 |
67,200 |
0 |
0.0% |
418,217 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,666 |
12,625 |
12,471 |
|
R3 |
12,587 |
12,546 |
12,449 |
|
R2 |
12,508 |
12,508 |
12,442 |
|
R1 |
12,467 |
12,467 |
12,434 |
12,448 |
PP |
12,429 |
12,429 |
12,429 |
12,419 |
S1 |
12,388 |
12,388 |
12,420 |
12,369 |
S2 |
12,350 |
12,350 |
12,413 |
|
S3 |
12,271 |
12,309 |
12,405 |
|
S4 |
12,192 |
12,230 |
12,384 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,609 |
13,453 |
12,672 |
|
R3 |
13,177 |
13,021 |
12,553 |
|
R2 |
12,745 |
12,745 |
12,513 |
|
R1 |
12,589 |
12,589 |
12,474 |
12,667 |
PP |
12,313 |
12,313 |
12,313 |
12,352 |
S1 |
12,157 |
12,157 |
12,395 |
12,235 |
S2 |
11,881 |
11,881 |
12,355 |
|
S3 |
11,449 |
11,725 |
12,315 |
|
S4 |
11,017 |
11,293 |
12,197 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,469 |
12,036 |
433 |
3.5% |
161 |
1.3% |
90% |
True |
False |
97,083 |
10 |
12,469 |
12,036 |
433 |
3.5% |
144 |
1.2% |
90% |
True |
False |
98,897 |
20 |
12,469 |
12,036 |
433 |
3.5% |
121 |
1.0% |
90% |
True |
False |
90,380 |
40 |
12,469 |
11,451 |
1,018 |
8.2% |
158 |
1.3% |
96% |
True |
False |
84,255 |
60 |
12,469 |
11,451 |
1,018 |
8.2% |
142 |
1.1% |
96% |
True |
False |
56,194 |
80 |
12,469 |
11,410 |
1,059 |
8.5% |
129 |
1.0% |
96% |
True |
False |
42,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,805 |
2.618 |
12,676 |
1.618 |
12,597 |
1.000 |
12,548 |
0.618 |
12,518 |
HIGH |
12,469 |
0.618 |
12,439 |
0.500 |
12,430 |
0.382 |
12,420 |
LOW |
12,390 |
0.618 |
12,341 |
1.000 |
12,311 |
1.618 |
12,262 |
2.618 |
12,183 |
4.250 |
12,054 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,430 |
12,397 |
PP |
12,429 |
12,367 |
S1 |
12,428 |
12,337 |
|