Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,311.75 |
1,294.50 |
-17.25 |
-1.3% |
1,321.50 |
High |
1,312.25 |
1,303.75 |
-8.50 |
-0.6% |
1,324.50 |
Low |
1,285.25 |
1,289.00 |
3.75 |
0.3% |
1,293.00 |
Close |
1,295.50 |
1,303.25 |
7.75 |
0.6% |
1,313.25 |
Range |
27.00 |
14.75 |
-12.25 |
-45.4% |
31.50 |
ATR |
15.77 |
15.70 |
-0.07 |
-0.5% |
0.00 |
Volume |
4,419 |
3,106 |
-1,313 |
-29.7% |
8,215 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.00 |
1,337.75 |
1,311.25 |
|
R3 |
1,328.25 |
1,323.00 |
1,307.25 |
|
R2 |
1,313.50 |
1,313.50 |
1,306.00 |
|
R1 |
1,308.25 |
1,308.25 |
1,304.50 |
1,311.00 |
PP |
1,298.75 |
1,298.75 |
1,298.75 |
1,300.00 |
S1 |
1,293.50 |
1,293.50 |
1,302.00 |
1,296.00 |
S2 |
1,284.00 |
1,284.00 |
1,300.50 |
|
S3 |
1,269.25 |
1,278.75 |
1,299.25 |
|
S4 |
1,254.50 |
1,264.00 |
1,295.25 |
|
|
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 |
1,313.75 |
1,285.25 |
28.50 |
2.2% |
16.50 |
1.3% |
63% |
False |
False |
2,292 |
10 |
1,331.00 |
1,285.25 |
45.75 |
3.5% |
15.00 |
1.1% |
39% |
False |
False |
1,791 |
20 |
1,331.00 |
1,274.25 |
56.75 |
4.4% |
13.50 |
1.0% |
51% |
False |
False |
1,477 |
40 |
1,331.00 |
1,237.25 |
93.75 |
7.2% |
18.00 |
1.4% |
70% |
False |
False |
850 |
60 |
1,332.50 |
1,237.25 |
95.25 |
7.3% |
16.00 |
1.2% |
69% |
False |
False |
570 |
80 |
1,332.50 |
1,236.50 |
96.00 |
7.4% |
14.50 |
1.1% |
70% |
False |
False |
447 |
100 |
1,332.50 |
1,168.25 |
164.25 |
12.6% |
12.00 |
0.9% |
82% |
False |
False |
359 |
120 |
1,332.50 |
1,162.75 |
169.75 |
13.0% |
10.00 |
0.8% |
83% |
False |
False |
300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,366.50 |
2.618 |
1,342.25 |
1.618 |
1,327.50 |
1.000 |
1,318.50 |
0.618 |
1,312.75 |
HIGH |
1,303.75 |
0.618 |
1,298.00 |
0.500 |
1,296.50 |
0.382 |
1,294.75 |
LOW |
1,289.00 |
0.618 |
1,280.00 |
1.000 |
1,274.25 |
1.618 |
1,265.25 |
2.618 |
1,250.50 |
4.250 |
1,226.25 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,301.00 |
1,302.00 |
PP |
1,298.75 |
1,300.75 |
S1 |
1,296.50 |
1,299.50 |
|