Trading Metrics calculated at close of trading on 15-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
5,964.0 |
5,945.0 |
-19.0 |
-0.3% |
6,013.5 |
High |
5,964.0 |
5,971.0 |
7.0 |
0.1% |
6,029.5 |
Low |
5,900.0 |
5,921.5 |
21.5 |
0.4% |
5,900.0 |
Close |
5,929.5 |
5,953.0 |
23.5 |
0.4% |
5,953.0 |
Range |
64.0 |
49.5 |
-14.5 |
-22.7% |
129.5 |
ATR |
73.0 |
71.3 |
-1.7 |
-2.3% |
0.0 |
Volume |
95,673 |
81,903 |
-13,770 |
-14.4% |
455,335 |
|
Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,097.0 |
6,074.5 |
5,980.0 |
|
R3 |
6,047.5 |
6,025.0 |
5,966.5 |
|
R2 |
5,998.0 |
5,998.0 |
5,962.0 |
|
R1 |
5,975.5 |
5,975.5 |
5,957.5 |
5,987.0 |
PP |
5,948.5 |
5,948.5 |
5,948.5 |
5,954.0 |
S1 |
5,926.0 |
5,926.0 |
5,948.5 |
5,937.0 |
S2 |
5,899.0 |
5,899.0 |
5,944.0 |
|
S3 |
5,849.5 |
5,876.5 |
5,939.5 |
|
S4 |
5,800.0 |
5,827.0 |
5,926.0 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,349.5 |
6,280.5 |
6,024.0 |
|
R3 |
6,220.0 |
6,151.0 |
5,988.5 |
|
R2 |
6,090.5 |
6,090.5 |
5,976.5 |
|
R1 |
6,021.5 |
6,021.5 |
5,965.0 |
5,991.0 |
PP |
5,961.0 |
5,961.0 |
5,961.0 |
5,945.5 |
S1 |
5,892.0 |
5,892.0 |
5,941.0 |
5,862.0 |
S2 |
5,831.5 |
5,831.5 |
5,929.5 |
|
S3 |
5,702.0 |
5,762.5 |
5,917.5 |
|
S4 |
5,572.5 |
5,633.0 |
5,882.0 |
|
|
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 |
5,900.0 |
129.5 |
2.2% |
62.5 |
1.0% |
41% |
False |
False |
91,067 |
10 |
6,029.5 |
5,900.0 |
129.5 |
2.2% |
56.5 |
1.0% |
41% |
False |
False |
84,029 |
20 |
6,029.5 |
5,685.0 |
344.5 |
5.8% |
63.0 |
1.1% |
78% |
False |
False |
84,946 |
40 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
82.5 |
1.4% |
85% |
False |
False |
69,568 |
60 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
64.5 |
1.1% |
85% |
False |
False |
46,405 |
80 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
54.5 |
0.9% |
85% |
False |
False |
34,819 |
100 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
46.5 |
0.8% |
85% |
False |
False |
27,863 |
120 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
42.0 |
0.7% |
85% |
False |
False |
23,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,181.5 |
2.618 |
6,100.5 |
1.618 |
6,051.0 |
1.000 |
6,020.5 |
0.618 |
6,001.5 |
HIGH |
5,971.0 |
0.618 |
5,952.0 |
0.500 |
5,946.0 |
0.382 |
5,940.5 |
LOW |
5,921.5 |
0.618 |
5,891.0 |
1.000 |
5,872.0 |
1.618 |
5,841.5 |
2.618 |
5,792.0 |
4.250 |
5,711.0 |
|
|
Fisher Pivots for day following 15-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
5,951.0 |
5,954.0 |
PP |
5,948.5 |
5,954.0 |
S1 |
5,946.0 |
5,953.5 |
|