Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
5,945.0 |
5,955.0 |
10.0 |
0.2% |
6,013.5 |
High |
5,971.0 |
5,955.0 |
-16.0 |
-0.3% |
6,029.5 |
Low |
5,921.5 |
5,817.0 |
-104.5 |
-1.8% |
5,900.0 |
Close |
5,953.0 |
5,843.0 |
-110.0 |
-1.8% |
5,953.0 |
Range |
49.5 |
138.0 |
88.5 |
178.8% |
129.5 |
ATR |
71.3 |
76.0 |
4.8 |
6.7% |
0.0 |
Volume |
81,903 |
95,192 |
13,289 |
16.2% |
455,335 |
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,285.5 |
6,202.5 |
5,919.0 |
|
R3 |
6,147.5 |
6,064.5 |
5,881.0 |
|
R2 |
6,009.5 |
6,009.5 |
5,868.5 |
|
R1 |
5,926.5 |
5,926.5 |
5,855.5 |
5,899.0 |
PP |
5,871.5 |
5,871.5 |
5,871.5 |
5,858.0 |
S1 |
5,788.5 |
5,788.5 |
5,830.5 |
5,761.0 |
S2 |
5,733.5 |
5,733.5 |
5,817.5 |
|
S3 |
5,595.5 |
5,650.5 |
5,805.0 |
|
S4 |
5,457.5 |
5,512.5 |
5,767.0 |
|
|
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 |
6,008.5 |
5,817.0 |
191.5 |
3.3% |
81.5 |
1.4% |
14% |
False |
True |
96,582 |
10 |
6,029.5 |
5,817.0 |
212.5 |
3.6% |
65.0 |
1.1% |
12% |
False |
True |
85,791 |
20 |
6,029.5 |
5,685.0 |
344.5 |
5.9% |
66.5 |
1.1% |
46% |
False |
False |
85,479 |
40 |
6,029.5 |
5,458.5 |
571.0 |
9.8% |
83.5 |
1.4% |
67% |
False |
False |
71,943 |
60 |
6,042.0 |
5,458.5 |
583.5 |
10.0% |
65.5 |
1.1% |
66% |
False |
False |
47,989 |
80 |
6,042.0 |
5,458.5 |
583.5 |
10.0% |
56.0 |
1.0% |
66% |
False |
False |
36,009 |
100 |
6,042.0 |
5,458.5 |
583.5 |
10.0% |
48.0 |
0.8% |
66% |
False |
False |
28,813 |
120 |
6,042.0 |
5,458.5 |
583.5 |
10.0% |
43.0 |
0.7% |
66% |
False |
False |
24,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,541.5 |
2.618 |
6,316.5 |
1.618 |
6,178.5 |
1.000 |
6,093.0 |
0.618 |
6,040.5 |
HIGH |
5,955.0 |
0.618 |
5,902.5 |
0.500 |
5,886.0 |
0.382 |
5,869.5 |
LOW |
5,817.0 |
0.618 |
5,731.5 |
1.000 |
5,679.0 |
1.618 |
5,593.5 |
2.618 |
5,455.5 |
4.250 |
5,230.5 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
5,886.0 |
5,894.0 |
PP |
5,871.5 |
5,877.0 |
S1 |
5,857.5 |
5,860.0 |
|