Trading Metrics calculated at close of trading on 14-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
132.08 |
130.70 |
-1.38 |
-1.0% |
133.43 |
High |
132.18 |
131.76 |
-0.42 |
-0.3% |
134.00 |
Low |
130.96 |
130.27 |
-0.69 |
-0.5% |
132.31 |
Close |
131.46 |
131.56 |
0.10 |
0.1% |
132.86 |
Range |
1.22 |
1.49 |
0.27 |
22.1% |
1.69 |
ATR |
1.40 |
1.40 |
0.01 |
0.5% |
0.00 |
Volume |
161,942,845 |
161,123,694 |
-819,151 |
-0.5% |
660,393,822 |
|
Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.67 |
135.10 |
132.38 |
|
R3 |
134.18 |
133.61 |
131.97 |
|
R2 |
132.69 |
132.69 |
131.83 |
|
R1 |
132.12 |
132.12 |
131.70 |
132.41 |
PP |
131.20 |
131.20 |
131.20 |
131.34 |
S1 |
130.63 |
130.63 |
131.42 |
130.92 |
S2 |
129.71 |
129.71 |
131.29 |
|
S3 |
128.22 |
129.14 |
131.15 |
|
S4 |
126.73 |
127.65 |
130.74 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.13 |
137.18 |
133.79 |
|
R3 |
136.44 |
135.49 |
133.32 |
|
R2 |
134.75 |
134.75 |
133.17 |
|
R1 |
133.80 |
133.80 |
133.01 |
133.43 |
PP |
133.06 |
133.06 |
133.06 |
132.87 |
S1 |
132.11 |
132.11 |
132.71 |
131.74 |
S2 |
131.37 |
131.37 |
132.55 |
|
S3 |
129.68 |
130.42 |
132.40 |
|
S4 |
127.99 |
128.73 |
131.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.99 |
130.27 |
3.72 |
2.8% |
1.34 |
1.0% |
35% |
False |
True |
150,693,536 |
10 |
134.00 |
130.27 |
3.73 |
2.8% |
1.15 |
0.9% |
35% |
False |
True |
141,994,511 |
20 |
134.00 |
127.51 |
6.49 |
4.9% |
1.11 |
0.8% |
62% |
False |
False |
145,077,346 |
40 |
134.69 |
125.28 |
9.41 |
7.2% |
1.42 |
1.1% |
67% |
False |
False |
185,971,687 |
60 |
134.69 |
125.28 |
9.41 |
7.2% |
1.32 |
1.0% |
67% |
False |
False |
172,154,389 |
80 |
134.69 |
124.87 |
9.82 |
7.5% |
1.20 |
0.9% |
68% |
False |
False |
155,653,577 |
100 |
134.69 |
117.74 |
16.95 |
12.9% |
1.17 |
0.9% |
82% |
False |
False |
156,579,581 |
120 |
134.69 |
117.26 |
17.43 |
13.2% |
1.18 |
0.9% |
82% |
False |
False |
161,435,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.09 |
2.618 |
135.66 |
1.618 |
134.17 |
1.000 |
133.25 |
0.618 |
132.68 |
HIGH |
131.76 |
0.618 |
131.19 |
0.500 |
131.02 |
0.382 |
130.84 |
LOW |
130.27 |
0.618 |
129.35 |
1.000 |
128.78 |
1.618 |
127.86 |
2.618 |
126.37 |
4.250 |
123.94 |
|
|
Fisher Pivots for day following 14-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
131.38 |
131.45 |
PP |
131.20 |
131.34 |
S1 |
131.02 |
131.23 |
|