Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,304.50 |
1,311.75 |
7.25 |
0.6% |
1,321.50 |
High |
1,313.75 |
1,312.25 |
-1.50 |
-0.1% |
1,324.50 |
Low |
1,300.75 |
1,285.25 |
-15.50 |
-1.2% |
1,293.00 |
Close |
1,313.25 |
1,295.50 |
-17.75 |
-1.4% |
1,313.25 |
Range |
13.00 |
27.00 |
14.00 |
107.7% |
31.50 |
ATR |
14.83 |
15.77 |
0.94 |
6.3% |
0.00 |
Volume |
1,061 |
4,419 |
3,358 |
316.5% |
8,215 |
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.75 |
1,364.00 |
1,310.25 |
|
R3 |
1,351.75 |
1,337.00 |
1,303.00 |
|
R2 |
1,324.75 |
1,324.75 |
1,300.50 |
|
R1 |
1,310.00 |
1,310.00 |
1,298.00 |
1,304.00 |
PP |
1,297.75 |
1,297.75 |
1,297.75 |
1,294.50 |
S1 |
1,283.00 |
1,283.00 |
1,293.00 |
1,277.00 |
S2 |
1,270.75 |
1,270.75 |
1,290.50 |
|
S3 |
1,243.75 |
1,256.00 |
1,288.00 |
|
S4 |
1,216.75 |
1,229.00 |
1,280.75 |
|
|
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 |
1,315.00 |
1,285.25 |
29.75 |
2.3% |
16.50 |
1.3% |
34% |
False |
True |
1,864 |
10 |
1,331.00 |
1,285.25 |
45.75 |
3.5% |
14.50 |
1.1% |
22% |
False |
True |
1,531 |
20 |
1,331.00 |
1,274.25 |
56.75 |
4.4% |
13.25 |
1.0% |
37% |
False |
False |
1,376 |
40 |
1,331.00 |
1,237.25 |
93.75 |
7.2% |
18.25 |
1.4% |
62% |
False |
False |
773 |
60 |
1,332.50 |
1,237.25 |
95.25 |
7.4% |
16.00 |
1.2% |
61% |
False |
False |
518 |
80 |
1,332.50 |
1,236.50 |
96.00 |
7.4% |
14.50 |
1.1% |
61% |
False |
False |
409 |
100 |
1,332.50 |
1,168.25 |
164.25 |
12.7% |
12.00 |
0.9% |
77% |
False |
False |
328 |
120 |
1,332.50 |
1,162.00 |
170.50 |
13.2% |
10.00 |
0.8% |
78% |
False |
False |
274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,427.00 |
2.618 |
1,383.00 |
1.618 |
1,356.00 |
1.000 |
1,339.25 |
0.618 |
1,329.00 |
HIGH |
1,312.25 |
0.618 |
1,302.00 |
0.500 |
1,298.75 |
0.382 |
1,295.50 |
LOW |
1,285.25 |
0.618 |
1,268.50 |
1.000 |
1,258.25 |
1.618 |
1,241.50 |
2.618 |
1,214.50 |
4.250 |
1,170.50 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,298.75 |
1,299.50 |
PP |
1,297.75 |
1,298.25 |
S1 |
1,296.50 |
1,296.75 |
|