Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,643 |
12,708 |
65 |
0.5% |
12,432 |
High |
12,724 |
12,796 |
72 |
0.6% |
12,796 |
Low |
12,609 |
12,688 |
79 |
0.6% |
12,390 |
Close |
12,708 |
12,756 |
48 |
0.4% |
12,756 |
Range |
115 |
108 |
-7 |
-6.1% |
406 |
ATR |
139 |
136 |
-2 |
-1.6% |
0 |
Volume |
97,692 |
78,409 |
-19,283 |
-19.7% |
417,269 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,071 |
13,021 |
12,816 |
|
R3 |
12,963 |
12,913 |
12,786 |
|
R2 |
12,855 |
12,855 |
12,776 |
|
R1 |
12,805 |
12,805 |
12,766 |
12,830 |
PP |
12,747 |
12,747 |
12,747 |
12,759 |
S1 |
12,697 |
12,697 |
12,746 |
12,722 |
S2 |
12,639 |
12,639 |
12,736 |
|
S3 |
12,531 |
12,589 |
12,726 |
|
S4 |
12,423 |
12,481 |
12,697 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,865 |
13,717 |
12,979 |
|
R3 |
13,459 |
13,311 |
12,868 |
|
R2 |
13,053 |
13,053 |
12,831 |
|
R1 |
12,905 |
12,905 |
12,793 |
12,979 |
PP |
12,647 |
12,647 |
12,647 |
12,685 |
S1 |
12,499 |
12,499 |
12,719 |
12,573 |
S2 |
12,241 |
12,241 |
12,682 |
|
S3 |
11,835 |
12,093 |
12,644 |
|
S4 |
11,429 |
11,687 |
12,533 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,796 |
12,390 |
406 |
3.2% |
122 |
1.0% |
90% |
True |
False |
83,453 |
10 |
12,796 |
12,036 |
760 |
6.0% |
146 |
1.1% |
95% |
True |
False |
92,313 |
20 |
12,796 |
12,036 |
760 |
6.0% |
128 |
1.0% |
95% |
True |
False |
92,758 |
40 |
12,796 |
11,451 |
1,345 |
10.5% |
151 |
1.2% |
97% |
True |
False |
92,956 |
60 |
12,796 |
11,451 |
1,345 |
10.5% |
142 |
1.1% |
97% |
True |
False |
62,024 |
80 |
12,796 |
11,451 |
1,345 |
10.5% |
132 |
1.0% |
97% |
True |
False |
46,527 |
100 |
12,796 |
11,200 |
1,596 |
12.5% |
115 |
0.9% |
97% |
True |
False |
37,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,255 |
2.618 |
13,079 |
1.618 |
12,971 |
1.000 |
12,904 |
0.618 |
12,863 |
HIGH |
12,796 |
0.618 |
12,755 |
0.500 |
12,742 |
0.382 |
12,729 |
LOW |
12,688 |
0.618 |
12,621 |
1.000 |
12,580 |
1.618 |
12,513 |
2.618 |
12,405 |
4.250 |
12,229 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,751 |
12,722 |
PP |
12,747 |
12,689 |
S1 |
12,742 |
12,655 |
|