Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,304.50 |
1,324.50 |
20.00 |
1.5% |
1,321.50 |
High |
1,324.75 |
1,332.00 |
7.25 |
0.5% |
1,324.50 |
Low |
1,303.50 |
1,323.25 |
19.75 |
1.5% |
1,293.00 |
Close |
1,323.00 |
1,325.75 |
2.75 |
0.2% |
1,313.25 |
Range |
21.25 |
8.75 |
-12.50 |
-58.8% |
31.50 |
ATR |
16.11 |
15.60 |
-0.51 |
-3.2% |
0.00 |
Volume |
561 |
1,301 |
740 |
131.9% |
8,215 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.25 |
1,348.25 |
1,330.50 |
|
R3 |
1,344.50 |
1,339.50 |
1,328.25 |
|
R2 |
1,335.75 |
1,335.75 |
1,327.25 |
|
R1 |
1,330.75 |
1,330.75 |
1,326.50 |
1,333.25 |
PP |
1,327.00 |
1,327.00 |
1,327.00 |
1,328.25 |
S1 |
1,322.00 |
1,322.00 |
1,325.00 |
1,324.50 |
S2 |
1,318.25 |
1,318.25 |
1,324.25 |
|
S3 |
1,309.50 |
1,313.25 |
1,323.25 |
|
S4 |
1,300.75 |
1,304.50 |
1,321.00 |
|
|
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 |
1,332.00 |
1,285.25 |
46.75 |
3.5% |
17.00 |
1.3% |
87% |
True |
False |
2,089 |
10 |
1,332.00 |
1,285.25 |
46.75 |
3.5% |
15.75 |
1.2% |
87% |
True |
False |
1,868 |
20 |
1,332.00 |
1,285.25 |
46.75 |
3.5% |
13.25 |
1.0% |
87% |
True |
False |
1,500 |
40 |
1,332.00 |
1,237.25 |
94.75 |
7.1% |
17.75 |
1.3% |
93% |
True |
False |
896 |
60 |
1,332.50 |
1,237.25 |
95.25 |
7.2% |
16.25 |
1.2% |
93% |
False |
False |
601 |
80 |
1,332.50 |
1,237.25 |
95.25 |
7.2% |
15.00 |
1.1% |
93% |
False |
False |
470 |
100 |
1,332.50 |
1,168.25 |
164.25 |
12.4% |
12.25 |
0.9% |
96% |
False |
False |
377 |
120 |
1,332.50 |
1,162.75 |
169.75 |
12.8% |
10.25 |
0.8% |
96% |
False |
False |
315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,369.25 |
2.618 |
1,355.00 |
1.618 |
1,346.25 |
1.000 |
1,340.75 |
0.618 |
1,337.50 |
HIGH |
1,332.00 |
0.618 |
1,328.75 |
0.500 |
1,327.50 |
0.382 |
1,326.50 |
LOW |
1,323.25 |
0.618 |
1,317.75 |
1.000 |
1,314.50 |
1.618 |
1,309.00 |
2.618 |
1,300.25 |
4.250 |
1,286.00 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,327.50 |
1,320.75 |
PP |
1,327.00 |
1,315.50 |
S1 |
1,326.50 |
1,310.50 |
|