Trading Metrics calculated at close of trading on 15-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,303.25 |
1,304.50 |
1.25 |
0.1% |
1,321.50 |
High |
1,307.75 |
1,313.75 |
6.00 |
0.5% |
1,324.50 |
Low |
1,293.00 |
1,300.75 |
7.75 |
0.6% |
1,293.00 |
Close |
1,304.75 |
1,313.25 |
8.50 |
0.7% |
1,313.25 |
Range |
14.75 |
13.00 |
-1.75 |
-11.9% |
31.50 |
ATR |
14.97 |
14.83 |
-0.14 |
-0.9% |
0.00 |
Volume |
1,557 |
1,061 |
-496 |
-31.9% |
8,215 |
|
Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.25 |
1,343.75 |
1,320.50 |
|
R3 |
1,335.25 |
1,330.75 |
1,316.75 |
|
R2 |
1,322.25 |
1,322.25 |
1,315.75 |
|
R1 |
1,317.75 |
1,317.75 |
1,314.50 |
1,320.00 |
PP |
1,309.25 |
1,309.25 |
1,309.25 |
1,310.50 |
S1 |
1,304.75 |
1,304.75 |
1,312.00 |
1,307.00 |
S2 |
1,296.25 |
1,296.25 |
1,310.75 |
|
S3 |
1,283.25 |
1,291.75 |
1,309.75 |
|
S4 |
1,270.25 |
1,278.75 |
1,306.00 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,404.75 |
1,390.50 |
1,330.50 |
|
R3 |
1,373.25 |
1,359.00 |
1,322.00 |
|
R2 |
1,341.75 |
1,341.75 |
1,319.00 |
|
R1 |
1,327.50 |
1,327.50 |
1,316.25 |
1,319.00 |
PP |
1,310.25 |
1,310.25 |
1,310.25 |
1,306.00 |
S1 |
1,296.00 |
1,296.00 |
1,310.25 |
1,287.50 |
S2 |
1,278.75 |
1,278.75 |
1,307.50 |
|
S3 |
1,247.25 |
1,264.50 |
1,304.50 |
|
S4 |
1,215.75 |
1,233.00 |
1,296.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,324.50 |
1,293.00 |
31.50 |
2.4% |
13.75 |
1.0% |
64% |
False |
False |
1,643 |
10 |
1,331.00 |
1,293.00 |
38.00 |
2.9% |
12.50 |
1.0% |
53% |
False |
False |
1,294 |
20 |
1,331.00 |
1,269.75 |
61.25 |
4.7% |
13.00 |
1.0% |
71% |
False |
False |
1,217 |
40 |
1,332.50 |
1,237.25 |
95.25 |
7.3% |
17.75 |
1.3% |
80% |
False |
False |
662 |
60 |
1,332.50 |
1,237.25 |
95.25 |
7.3% |
15.75 |
1.2% |
80% |
False |
False |
445 |
80 |
1,332.50 |
1,236.50 |
96.00 |
7.3% |
14.25 |
1.1% |
80% |
False |
False |
354 |
100 |
1,332.50 |
1,168.25 |
164.25 |
12.5% |
11.75 |
0.9% |
88% |
False |
False |
283 |
120 |
1,332.50 |
1,162.00 |
170.50 |
13.0% |
9.75 |
0.7% |
89% |
False |
False |
237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,369.00 |
2.618 |
1,347.75 |
1.618 |
1,334.75 |
1.000 |
1,326.75 |
0.618 |
1,321.75 |
HIGH |
1,313.75 |
0.618 |
1,308.75 |
0.500 |
1,307.25 |
0.382 |
1,305.75 |
LOW |
1,300.75 |
0.618 |
1,292.75 |
1.000 |
1,287.75 |
1.618 |
1,279.75 |
2.618 |
1,266.75 |
4.250 |
1,245.50 |
|
|
Fisher Pivots for day following 15-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,311.25 |
1,310.00 |
PP |
1,309.25 |
1,306.75 |
S1 |
1,307.25 |
1,303.50 |
|