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 |
1,306.50 |
1,303.25 |
-3.25 |
-0.2% |
1,322.50 |
High |
1,313.00 |
1,307.75 |
-5.25 |
-0.4% |
1,331.00 |
Low |
1,300.00 |
1,293.00 |
-7.00 |
-0.5% |
1,313.25 |
Close |
1,303.25 |
1,304.75 |
1.50 |
0.1% |
1,318.50 |
Range |
13.00 |
14.75 |
1.75 |
13.5% |
17.75 |
ATR |
14.98 |
14.97 |
-0.02 |
-0.1% |
0.00 |
Volume |
1,320 |
1,557 |
237 |
18.0% |
4,727 |
|
Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.00 |
1,340.25 |
1,312.75 |
|
R3 |
1,331.25 |
1,325.50 |
1,308.75 |
|
R2 |
1,316.50 |
1,316.50 |
1,307.50 |
|
R1 |
1,310.75 |
1,310.75 |
1,306.00 |
1,313.50 |
PP |
1,301.75 |
1,301.75 |
1,301.75 |
1,303.25 |
S1 |
1,296.00 |
1,296.00 |
1,303.50 |
1,299.00 |
S2 |
1,287.00 |
1,287.00 |
1,302.00 |
|
S3 |
1,272.25 |
1,281.25 |
1,300.75 |
|
S4 |
1,257.50 |
1,266.50 |
1,296.75 |
|
|
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 |
1,330.25 |
1,293.00 |
37.25 |
2.9% |
14.50 |
1.1% |
32% |
False |
True |
1,648 |
10 |
1,331.00 |
1,293.00 |
38.00 |
2.9% |
12.50 |
1.0% |
31% |
False |
True |
1,267 |
20 |
1,331.00 |
1,256.50 |
74.50 |
5.7% |
13.50 |
1.0% |
65% |
False |
False |
1,186 |
40 |
1,332.50 |
1,237.25 |
95.25 |
7.3% |
17.50 |
1.3% |
71% |
False |
False |
636 |
60 |
1,332.50 |
1,237.25 |
95.25 |
7.3% |
15.75 |
1.2% |
71% |
False |
False |
427 |
80 |
1,332.50 |
1,236.50 |
96.00 |
7.4% |
14.00 |
1.1% |
71% |
False |
False |
341 |
100 |
1,332.50 |
1,168.25 |
164.25 |
12.6% |
11.50 |
0.9% |
83% |
False |
False |
273 |
120 |
1,332.50 |
1,162.00 |
170.50 |
13.1% |
9.75 |
0.7% |
84% |
False |
False |
229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,370.50 |
2.618 |
1,346.25 |
1.618 |
1,331.50 |
1.000 |
1,322.50 |
0.618 |
1,316.75 |
HIGH |
1,307.75 |
0.618 |
1,302.00 |
0.500 |
1,300.50 |
0.382 |
1,298.75 |
LOW |
1,293.00 |
0.618 |
1,284.00 |
1.000 |
1,278.25 |
1.618 |
1,269.25 |
2.618 |
1,254.50 |
4.250 |
1,230.25 |
|
|
Fisher Pivots for day following 14-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,303.25 |
1,304.50 |
PP |
1,301.75 |
1,304.25 |
S1 |
1,300.50 |
1,304.00 |
|