Trading Metrics calculated at close of trading on 11-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,324.50 |
1,321.50 |
-3.00 |
-0.2% |
1,322.50 |
High |
1,330.25 |
1,324.50 |
-5.75 |
-0.4% |
1,331.00 |
Low |
1,313.25 |
1,311.75 |
-1.50 |
-0.1% |
1,313.25 |
Close |
1,318.50 |
1,314.25 |
-4.25 |
-0.3% |
1,318.50 |
Range |
17.00 |
12.75 |
-4.25 |
-25.0% |
17.75 |
ATR |
15.35 |
15.17 |
-0.19 |
-1.2% |
0.00 |
Volume |
1,086 |
3,311 |
2,225 |
204.9% |
4,727 |
|
Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.00 |
1,347.50 |
1,321.25 |
|
R3 |
1,342.25 |
1,334.75 |
1,317.75 |
|
R2 |
1,329.50 |
1,329.50 |
1,316.50 |
|
R1 |
1,322.00 |
1,322.00 |
1,315.50 |
1,319.50 |
PP |
1,316.75 |
1,316.75 |
1,316.75 |
1,315.50 |
S1 |
1,309.25 |
1,309.25 |
1,313.00 |
1,306.50 |
S2 |
1,304.00 |
1,304.00 |
1,312.00 |
|
S3 |
1,291.25 |
1,296.50 |
1,310.75 |
|
S4 |
1,278.50 |
1,283.75 |
1,307.25 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.25 |
1,364.00 |
1,328.25 |
|
R3 |
1,356.50 |
1,346.25 |
1,323.50 |
|
R2 |
1,338.75 |
1,338.75 |
1,321.75 |
|
R1 |
1,328.50 |
1,328.50 |
1,320.25 |
1,324.75 |
PP |
1,321.00 |
1,321.00 |
1,321.00 |
1,319.00 |
S1 |
1,310.75 |
1,310.75 |
1,316.75 |
1,307.00 |
S2 |
1,303.25 |
1,303.25 |
1,315.25 |
|
S3 |
1,285.50 |
1,293.00 |
1,313.50 |
|
S4 |
1,267.75 |
1,275.25 |
1,308.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,331.00 |
1,311.75 |
19.25 |
1.5% |
12.50 |
0.9% |
13% |
False |
True |
1,198 |
10 |
1,331.00 |
1,295.25 |
35.75 |
2.7% |
11.75 |
0.9% |
53% |
False |
False |
1,409 |
20 |
1,331.00 |
1,237.25 |
93.75 |
7.1% |
16.75 |
1.3% |
82% |
False |
False |
1,012 |
40 |
1,332.50 |
1,237.25 |
95.25 |
7.2% |
17.00 |
1.3% |
81% |
False |
False |
541 |
60 |
1,332.50 |
1,237.25 |
95.25 |
7.2% |
15.75 |
1.2% |
81% |
False |
False |
363 |
80 |
1,332.50 |
1,226.00 |
106.50 |
8.1% |
13.50 |
1.0% |
83% |
False |
False |
293 |
100 |
1,332.50 |
1,162.75 |
169.75 |
12.9% |
11.00 |
0.8% |
89% |
False |
False |
234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,378.75 |
2.618 |
1,358.00 |
1.618 |
1,345.25 |
1.000 |
1,337.25 |
0.618 |
1,332.50 |
HIGH |
1,324.50 |
0.618 |
1,319.75 |
0.500 |
1,318.00 |
0.382 |
1,316.50 |
LOW |
1,311.75 |
0.618 |
1,303.75 |
1.000 |
1,299.00 |
1.618 |
1,291.00 |
2.618 |
1,278.25 |
4.250 |
1,257.50 |
|
|
Fisher Pivots for day following 11-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,318.00 |
1,321.00 |
PP |
1,316.75 |
1,318.75 |
S1 |
1,315.50 |
1,316.50 |
|