Trading Metrics calculated at close of trading on 27-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,426 |
12,524 |
98 |
0.8% |
12,299 |
High |
12,560 |
12,658 |
98 |
0.8% |
12,468 |
Low |
12,397 |
12,514 |
117 |
0.9% |
12,036 |
Close |
12,518 |
12,641 |
123 |
1.0% |
12,434 |
Range |
163 |
144 |
-19 |
-11.7% |
432 |
ATR |
140 |
140 |
0 |
0.2% |
0 |
Volume |
88,870 |
85,098 |
-3,772 |
-4.2% |
418,217 |
|
Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,036 |
12,983 |
12,720 |
|
R3 |
12,892 |
12,839 |
12,681 |
|
R2 |
12,748 |
12,748 |
12,668 |
|
R1 |
12,695 |
12,695 |
12,654 |
12,722 |
PP |
12,604 |
12,604 |
12,604 |
12,618 |
S1 |
12,551 |
12,551 |
12,628 |
12,578 |
S2 |
12,460 |
12,460 |
12,615 |
|
S3 |
12,316 |
12,407 |
12,602 |
|
S4 |
12,172 |
12,263 |
12,562 |
|
|
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 |
12,658 |
12,204 |
454 |
3.6% |
139 |
1.1% |
96% |
True |
False |
83,603 |
10 |
12,658 |
12,036 |
622 |
4.9% |
150 |
1.2% |
97% |
True |
False |
97,560 |
20 |
12,658 |
12,036 |
622 |
4.9% |
126 |
1.0% |
97% |
True |
False |
90,941 |
40 |
12,658 |
11,451 |
1,207 |
9.5% |
155 |
1.2% |
99% |
True |
False |
88,573 |
60 |
12,658 |
11,451 |
1,207 |
9.5% |
142 |
1.1% |
99% |
True |
False |
59,092 |
80 |
12,658 |
11,451 |
1,207 |
9.5% |
131 |
1.0% |
99% |
True |
False |
44,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,270 |
2.618 |
13,035 |
1.618 |
12,891 |
1.000 |
12,802 |
0.618 |
12,747 |
HIGH |
12,658 |
0.618 |
12,603 |
0.500 |
12,586 |
0.382 |
12,569 |
LOW |
12,514 |
0.618 |
12,425 |
1.000 |
12,370 |
1.618 |
12,281 |
2.618 |
12,137 |
4.250 |
11,902 |
|
|
Fisher Pivots for day following 27-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,623 |
12,602 |
PP |
12,604 |
12,563 |
S1 |
12,586 |
12,524 |
|