Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
135.43 |
136.17 |
0.74 |
0.5% |
133.68 |
High |
136.29 |
136.57 |
0.28 |
0.2% |
136.57 |
Low |
135.41 |
135.98 |
0.57 |
0.4% |
133.20 |
Close |
136.11 |
136.43 |
0.32 |
0.2% |
136.43 |
Range |
0.88 |
0.59 |
-0.29 |
-33.0% |
3.37 |
ATR |
1.33 |
1.28 |
-0.05 |
-4.0% |
0.00 |
Volume |
124,865,764 |
114,821,242 |
-10,044,522 |
-8.0% |
594,926,716 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.10 |
137.85 |
136.75 |
|
R3 |
137.51 |
137.26 |
136.59 |
|
R2 |
136.92 |
136.92 |
136.54 |
|
R1 |
136.67 |
136.67 |
136.48 |
136.80 |
PP |
136.33 |
136.33 |
136.33 |
136.39 |
S1 |
136.08 |
136.08 |
136.38 |
136.21 |
S2 |
135.74 |
135.74 |
136.32 |
|
S3 |
135.15 |
135.49 |
136.27 |
|
S4 |
134.56 |
134.90 |
136.11 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.51 |
144.34 |
138.28 |
|
R3 |
142.14 |
140.97 |
137.36 |
|
R2 |
138.77 |
138.77 |
137.05 |
|
R1 |
137.60 |
137.60 |
136.74 |
138.19 |
PP |
135.40 |
135.40 |
135.40 |
135.69 |
S1 |
134.23 |
134.23 |
136.12 |
134.82 |
S2 |
132.03 |
132.03 |
135.81 |
|
S3 |
128.66 |
130.86 |
135.50 |
|
S4 |
125.29 |
127.49 |
134.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
136.57 |
133.20 |
3.37 |
2.5% |
0.93 |
0.7% |
96% |
True |
False |
118,985,343 |
10 |
136.57 |
129.51 |
7.06 |
5.2% |
0.92 |
0.7% |
98% |
True |
False |
139,152,710 |
20 |
136.57 |
129.51 |
7.06 |
5.2% |
1.03 |
0.8% |
98% |
True |
False |
140,573,610 |
40 |
136.57 |
125.28 |
11.29 |
8.3% |
1.27 |
0.9% |
99% |
True |
False |
173,857,082 |
60 |
136.57 |
125.28 |
11.29 |
8.3% |
1.27 |
0.9% |
99% |
True |
False |
168,656,055 |
80 |
136.57 |
125.28 |
11.29 |
8.3% |
1.23 |
0.9% |
99% |
True |
False |
162,314,598 |
100 |
136.57 |
122.41 |
14.16 |
10.4% |
1.14 |
0.8% |
99% |
True |
False |
153,078,211 |
120 |
136.57 |
117.59 |
18.98 |
13.9% |
1.16 |
0.8% |
99% |
True |
False |
158,316,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.08 |
2.618 |
138.11 |
1.618 |
137.52 |
1.000 |
137.16 |
0.618 |
136.93 |
HIGH |
136.57 |
0.618 |
136.34 |
0.500 |
136.28 |
0.382 |
136.21 |
LOW |
135.98 |
0.618 |
135.62 |
1.000 |
135.39 |
1.618 |
135.03 |
2.618 |
134.44 |
4.250 |
133.47 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
136.38 |
136.13 |
PP |
136.33 |
135.83 |
S1 |
136.28 |
135.54 |
|