Trading Metrics calculated at close of trading on 13-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
5,994.0 |
5,930.0 |
-64.0 |
-1.1% |
5,963.0 |
High |
5,994.0 |
6,008.5 |
14.5 |
0.2% |
6,026.0 |
Low |
5,915.5 |
5,930.0 |
14.5 |
0.2% |
5,944.0 |
Close |
5,924.0 |
5,967.5 |
43.5 |
0.7% |
5,998.5 |
Range |
78.5 |
78.5 |
0.0 |
0.0% |
82.0 |
ATR |
72.5 |
73.4 |
0.9 |
1.2% |
0.0 |
Volume |
113,287 |
96,855 |
-16,432 |
-14.5% |
384,962 |
|
Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,204.0 |
6,164.5 |
6,010.5 |
|
R3 |
6,125.5 |
6,086.0 |
5,989.0 |
|
R2 |
6,047.0 |
6,047.0 |
5,982.0 |
|
R1 |
6,007.5 |
6,007.5 |
5,974.5 |
6,027.0 |
PP |
5,968.5 |
5,968.5 |
5,968.5 |
5,978.5 |
S1 |
5,929.0 |
5,929.0 |
5,960.5 |
5,949.0 |
S2 |
5,890.0 |
5,890.0 |
5,953.0 |
|
S3 |
5,811.5 |
5,850.5 |
5,946.0 |
|
S4 |
5,733.0 |
5,772.0 |
5,924.5 |
|
|
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% |
61.0 |
1.0% |
46% |
False |
False |
87,179 |
10 |
6,029.5 |
5,860.5 |
169.0 |
2.8% |
62.0 |
1.0% |
63% |
False |
False |
86,669 |
20 |
6,029.5 |
5,523.0 |
506.5 |
8.5% |
67.5 |
1.1% |
88% |
False |
False |
89,076 |
40 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
81.0 |
1.4% |
87% |
False |
False |
65,139 |
60 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
64.5 |
1.1% |
87% |
False |
False |
43,452 |
80 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
53.0 |
0.9% |
87% |
False |
False |
32,599 |
100 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
46.5 |
0.8% |
87% |
False |
False |
26,089 |
120 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
41.0 |
0.7% |
87% |
False |
False |
21,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,342.0 |
2.618 |
6,214.0 |
1.618 |
6,135.5 |
1.000 |
6,087.0 |
0.618 |
6,057.0 |
HIGH |
6,008.5 |
0.618 |
5,978.5 |
0.500 |
5,969.0 |
0.382 |
5,960.0 |
LOW |
5,930.0 |
0.618 |
5,881.5 |
1.000 |
5,851.5 |
1.618 |
5,803.0 |
2.618 |
5,724.5 |
4.250 |
5,596.5 |
|
|
Fisher Pivots for day following 13-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
5,969.0 |
5,972.5 |
PP |
5,968.5 |
5,971.0 |
S1 |
5,968.0 |
5,969.0 |
|