Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
6,013.5 |
5,994.0 |
-19.5 |
-0.3% |
5,963.0 |
High |
6,029.5 |
5,994.0 |
-35.5 |
-0.6% |
6,026.0 |
Low |
5,988.5 |
5,915.5 |
-73.0 |
-1.2% |
5,944.0 |
Close |
6,011.0 |
5,924.0 |
-87.0 |
-1.4% |
5,998.5 |
Range |
41.0 |
78.5 |
37.5 |
91.5% |
82.0 |
ATR |
70.7 |
72.5 |
1.8 |
2.5% |
0.0 |
Volume |
67,617 |
113,287 |
45,670 |
67.5% |
384,962 |
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,180.0 |
6,130.5 |
5,967.0 |
|
R3 |
6,101.5 |
6,052.0 |
5,945.5 |
|
R2 |
6,023.0 |
6,023.0 |
5,938.5 |
|
R1 |
5,973.5 |
5,973.5 |
5,931.0 |
5,959.0 |
PP |
5,944.5 |
5,944.5 |
5,944.5 |
5,937.0 |
S1 |
5,895.0 |
5,895.0 |
5,917.0 |
5,880.5 |
S2 |
5,866.0 |
5,866.0 |
5,909.5 |
|
S3 |
5,787.5 |
5,816.5 |
5,902.5 |
|
S4 |
5,709.0 |
5,738.0 |
5,881.0 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,235.5 |
6,199.0 |
6,043.5 |
|
R3 |
6,153.5 |
6,117.0 |
6,021.0 |
|
R2 |
6,071.5 |
6,071.5 |
6,013.5 |
|
R1 |
6,035.0 |
6,035.0 |
6,006.0 |
6,053.0 |
PP |
5,989.5 |
5,989.5 |
5,989.5 |
5,998.5 |
S1 |
5,953.0 |
5,953.0 |
5,991.0 |
5,971.0 |
S2 |
5,907.5 |
5,907.5 |
5,983.5 |
|
S3 |
5,825.5 |
5,871.0 |
5,976.0 |
|
S4 |
5,743.5 |
5,789.0 |
5,953.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,029.5 |
5,915.5 |
114.0 |
1.9% |
55.5 |
0.9% |
7% |
False |
True |
84,047 |
10 |
6,029.5 |
5,860.5 |
169.0 |
2.9% |
58.0 |
1.0% |
38% |
False |
False |
83,431 |
20 |
6,029.5 |
5,458.5 |
571.0 |
9.6% |
75.0 |
1.3% |
82% |
False |
False |
94,574 |
40 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
80.0 |
1.4% |
80% |
False |
False |
62,719 |
60 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
64.5 |
1.1% |
80% |
False |
False |
41,843 |
80 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
52.5 |
0.9% |
80% |
False |
False |
31,388 |
100 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
46.0 |
0.8% |
80% |
False |
False |
25,121 |
120 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
40.5 |
0.7% |
80% |
False |
False |
20,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,327.5 |
2.618 |
6,199.5 |
1.618 |
6,121.0 |
1.000 |
6,072.5 |
0.618 |
6,042.5 |
HIGH |
5,994.0 |
0.618 |
5,964.0 |
0.500 |
5,955.0 |
0.382 |
5,945.5 |
LOW |
5,915.5 |
0.618 |
5,867.0 |
1.000 |
5,837.0 |
1.618 |
5,788.5 |
2.618 |
5,710.0 |
4.250 |
5,582.0 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
5,955.0 |
5,972.5 |
PP |
5,944.5 |
5,956.5 |
S1 |
5,934.0 |
5,940.0 |
|