Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,321.50 |
1,313.25 |
-8.25 |
-0.6% |
1,322.50 |
High |
1,324.50 |
1,315.00 |
-9.50 |
-0.7% |
1,331.00 |
Low |
1,311.75 |
1,300.25 |
-11.50 |
-0.9% |
1,313.25 |
Close |
1,314.25 |
1,303.00 |
-11.25 |
-0.9% |
1,318.50 |
Range |
12.75 |
14.75 |
2.00 |
15.7% |
17.75 |
ATR |
15.17 |
15.14 |
-0.03 |
-0.2% |
0.00 |
Volume |
3,311 |
966 |
-2,345 |
-70.8% |
4,727 |
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.25 |
1,341.50 |
1,311.00 |
|
R3 |
1,335.50 |
1,326.75 |
1,307.00 |
|
R2 |
1,320.75 |
1,320.75 |
1,305.75 |
|
R1 |
1,312.00 |
1,312.00 |
1,304.25 |
1,309.00 |
PP |
1,306.00 |
1,306.00 |
1,306.00 |
1,304.50 |
S1 |
1,297.25 |
1,297.25 |
1,301.75 |
1,294.25 |
S2 |
1,291.25 |
1,291.25 |
1,300.25 |
|
S3 |
1,276.50 |
1,282.50 |
1,299.00 |
|
S4 |
1,261.75 |
1,267.75 |
1,295.00 |
|
|
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 |
1,300.25 |
30.75 |
2.4% |
13.25 |
1.0% |
9% |
False |
True |
1,290 |
10 |
1,331.00 |
1,300.25 |
30.75 |
2.4% |
11.50 |
0.9% |
9% |
False |
True |
1,449 |
20 |
1,331.00 |
1,237.25 |
93.75 |
7.2% |
15.25 |
1.2% |
70% |
False |
False |
1,056 |
40 |
1,332.50 |
1,237.25 |
95.25 |
7.3% |
17.25 |
1.3% |
69% |
False |
False |
565 |
60 |
1,332.50 |
1,237.25 |
95.25 |
7.3% |
15.75 |
1.2% |
69% |
False |
False |
379 |
80 |
1,332.50 |
1,226.00 |
106.50 |
8.2% |
13.75 |
1.1% |
72% |
False |
False |
305 |
100 |
1,332.50 |
1,168.25 |
164.25 |
12.6% |
11.25 |
0.9% |
82% |
False |
False |
244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,377.75 |
2.618 |
1,353.50 |
1.618 |
1,338.75 |
1.000 |
1,329.75 |
0.618 |
1,324.00 |
HIGH |
1,315.00 |
0.618 |
1,309.25 |
0.500 |
1,307.50 |
0.382 |
1,306.00 |
LOW |
1,300.25 |
0.618 |
1,291.25 |
1.000 |
1,285.50 |
1.618 |
1,276.50 |
2.618 |
1,261.75 |
4.250 |
1,237.50 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,307.50 |
1,315.25 |
PP |
1,306.00 |
1,311.25 |
S1 |
1,304.50 |
1,307.00 |
|