Trading Metrics calculated at close of trading on 28-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,524 |
12,643 |
119 |
1.0% |
12,299 |
High |
12,658 |
12,724 |
66 |
0.5% |
12,468 |
Low |
12,514 |
12,609 |
95 |
0.8% |
12,036 |
Close |
12,641 |
12,708 |
67 |
0.5% |
12,434 |
Range |
144 |
115 |
-29 |
-20.1% |
432 |
ATR |
140 |
139 |
-2 |
-1.3% |
0 |
Volume |
85,098 |
97,692 |
12,594 |
14.8% |
418,217 |
|
Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,025 |
12,982 |
12,771 |
|
R3 |
12,910 |
12,867 |
12,740 |
|
R2 |
12,795 |
12,795 |
12,729 |
|
R1 |
12,752 |
12,752 |
12,719 |
12,774 |
PP |
12,680 |
12,680 |
12,680 |
12,691 |
S1 |
12,637 |
12,637 |
12,698 |
12,659 |
S2 |
12,565 |
12,565 |
12,687 |
|
S3 |
12,450 |
12,522 |
12,677 |
|
S4 |
12,335 |
12,407 |
12,645 |
|
|
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 |
12,724 |
12,390 |
334 |
2.6% |
116 |
0.9% |
95% |
True |
False |
81,212 |
10 |
12,724 |
12,036 |
688 |
5.4% |
150 |
1.2% |
98% |
True |
False |
96,071 |
20 |
12,724 |
12,036 |
688 |
5.4% |
126 |
1.0% |
98% |
True |
False |
92,556 |
40 |
12,724 |
11,451 |
1,273 |
10.0% |
154 |
1.2% |
99% |
True |
False |
91,009 |
60 |
12,724 |
11,451 |
1,273 |
10.0% |
141 |
1.1% |
99% |
True |
False |
60,719 |
80 |
12,724 |
11,451 |
1,273 |
10.0% |
132 |
1.0% |
99% |
True |
False |
45,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,213 |
2.618 |
13,025 |
1.618 |
12,910 |
1.000 |
12,839 |
0.618 |
12,795 |
HIGH |
12,724 |
0.618 |
12,680 |
0.500 |
12,667 |
0.382 |
12,653 |
LOW |
12,609 |
0.618 |
12,538 |
1.000 |
12,494 |
1.618 |
12,423 |
2.618 |
12,308 |
4.250 |
12,120 |
|
|
Fisher Pivots for day following 28-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,694 |
12,659 |
PP |
12,680 |
12,610 |
S1 |
12,667 |
12,561 |
|