Trading Metrics calculated at close of trading on 20-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,294.50 |
1,304.50 |
10.00 |
0.8% |
1,321.50 |
High |
1,303.75 |
1,324.75 |
21.00 |
1.6% |
1,324.50 |
Low |
1,289.00 |
1,303.50 |
14.50 |
1.1% |
1,293.00 |
Close |
1,303.25 |
1,323.00 |
19.75 |
1.5% |
1,313.25 |
Range |
14.75 |
21.25 |
6.50 |
44.1% |
31.50 |
ATR |
15.70 |
16.11 |
0.41 |
2.6% |
0.00 |
Volume |
3,106 |
561 |
-2,545 |
-81.9% |
8,215 |
|
Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.75 |
1,373.25 |
1,334.75 |
|
R3 |
1,359.50 |
1,352.00 |
1,328.75 |
|
R2 |
1,338.25 |
1,338.25 |
1,327.00 |
|
R1 |
1,330.75 |
1,330.75 |
1,325.00 |
1,334.50 |
PP |
1,317.00 |
1,317.00 |
1,317.00 |
1,319.00 |
S1 |
1,309.50 |
1,309.50 |
1,321.00 |
1,313.25 |
S2 |
1,295.75 |
1,295.75 |
1,319.00 |
|
S3 |
1,274.50 |
1,288.25 |
1,317.25 |
|
S4 |
1,253.25 |
1,267.00 |
1,311.25 |
|
|
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 |
1,324.75 |
1,285.25 |
39.50 |
3.0% |
18.25 |
1.4% |
96% |
True |
False |
2,140 |
10 |
1,330.25 |
1,285.25 |
45.00 |
3.4% |
16.00 |
1.2% |
84% |
False |
False |
1,786 |
20 |
1,331.00 |
1,284.25 |
46.75 |
3.5% |
13.75 |
1.0% |
83% |
False |
False |
1,496 |
40 |
1,331.00 |
1,237.25 |
93.75 |
7.1% |
18.00 |
1.4% |
91% |
False |
False |
864 |
60 |
1,332.50 |
1,237.25 |
95.25 |
7.2% |
16.25 |
1.2% |
90% |
False |
False |
579 |
80 |
1,332.50 |
1,237.25 |
95.25 |
7.2% |
14.75 |
1.1% |
90% |
False |
False |
453 |
100 |
1,332.50 |
1,168.25 |
164.25 |
12.4% |
12.25 |
0.9% |
94% |
False |
False |
364 |
120 |
1,332.50 |
1,162.75 |
169.75 |
12.8% |
10.25 |
0.8% |
94% |
False |
False |
304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,415.00 |
2.618 |
1,380.50 |
1.618 |
1,359.25 |
1.000 |
1,346.00 |
0.618 |
1,338.00 |
HIGH |
1,324.75 |
0.618 |
1,316.75 |
0.500 |
1,314.00 |
0.382 |
1,311.50 |
LOW |
1,303.50 |
0.618 |
1,290.25 |
1.000 |
1,282.25 |
1.618 |
1,269.00 |
2.618 |
1,247.75 |
4.250 |
1,213.25 |
|
|
Fisher Pivots for day following 20-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,320.00 |
1,317.00 |
PP |
1,317.00 |
1,311.00 |
S1 |
1,314.00 |
1,305.00 |
|