Trading Metrics calculated at close of trading on 28-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
6,029.0 |
6,060.0 |
31.0 |
0.5% |
5,955.0 |
High |
6,058.0 |
6,061.5 |
3.5 |
0.1% |
6,020.0 |
Low |
6,013.0 |
6,019.0 |
6.0 |
0.1% |
5,817.0 |
Close |
6,039.0 |
6,033.0 |
-6.0 |
-0.1% |
5,980.5 |
Range |
45.0 |
42.5 |
-2.5 |
-5.6% |
203.0 |
ATR |
73.8 |
71.5 |
-2.2 |
-3.0% |
0.0 |
Volume |
78,955 |
83,662 |
4,707 |
6.0% |
355,260 |
|
Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,165.5 |
6,141.5 |
6,056.5 |
|
R3 |
6,123.0 |
6,099.0 |
6,044.5 |
|
R2 |
6,080.5 |
6,080.5 |
6,041.0 |
|
R1 |
6,056.5 |
6,056.5 |
6,037.0 |
6,047.0 |
PP |
6,038.0 |
6,038.0 |
6,038.0 |
6,033.0 |
S1 |
6,014.0 |
6,014.0 |
6,029.0 |
6,005.0 |
S2 |
5,995.5 |
5,995.5 |
6,025.0 |
|
S3 |
5,953.0 |
5,971.5 |
6,021.5 |
|
S4 |
5,910.5 |
5,929.0 |
6,009.5 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,548.0 |
6,467.5 |
6,092.0 |
|
R3 |
6,345.0 |
6,264.5 |
6,036.5 |
|
R2 |
6,142.0 |
6,142.0 |
6,017.5 |
|
R1 |
6,061.5 |
6,061.5 |
5,999.0 |
6,102.0 |
PP |
5,939.0 |
5,939.0 |
5,939.0 |
5,959.5 |
S1 |
5,858.5 |
5,858.5 |
5,962.0 |
5,899.0 |
S2 |
5,736.0 |
5,736.0 |
5,943.5 |
|
S3 |
5,533.0 |
5,655.5 |
5,924.5 |
|
S4 |
5,330.0 |
5,452.5 |
5,869.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,061.5 |
5,912.0 |
149.5 |
2.5% |
59.0 |
1.0% |
81% |
True |
False |
85,834 |
10 |
6,061.5 |
5,817.0 |
244.5 |
4.1% |
66.0 |
1.1% |
88% |
True |
False |
86,754 |
20 |
6,061.5 |
5,817.0 |
244.5 |
4.1% |
62.0 |
1.0% |
88% |
True |
False |
85,093 |
40 |
6,061.5 |
5,458.5 |
603.0 |
10.0% |
78.0 |
1.3% |
95% |
True |
False |
84,294 |
60 |
6,061.5 |
5,458.5 |
603.0 |
10.0% |
70.0 |
1.2% |
95% |
True |
False |
56,285 |
80 |
6,061.5 |
5,458.5 |
603.0 |
10.0% |
59.5 |
1.0% |
95% |
True |
False |
42,232 |
100 |
6,061.5 |
5,458.5 |
603.0 |
10.0% |
50.5 |
0.8% |
95% |
True |
False |
33,788 |
120 |
6,061.5 |
5,458.5 |
603.0 |
10.0% |
46.0 |
0.8% |
95% |
True |
False |
28,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,242.0 |
2.618 |
6,173.0 |
1.618 |
6,130.5 |
1.000 |
6,104.0 |
0.618 |
6,088.0 |
HIGH |
6,061.5 |
0.618 |
6,045.5 |
0.500 |
6,040.0 |
0.382 |
6,035.0 |
LOW |
6,019.0 |
0.618 |
5,992.5 |
1.000 |
5,976.5 |
1.618 |
5,950.0 |
2.618 |
5,907.5 |
4.250 |
5,838.5 |
|
|
Fisher Pivots for day following 28-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
6,040.0 |
6,027.0 |
PP |
6,038.0 |
6,021.5 |
S1 |
6,035.5 |
6,016.0 |
|