Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,324.50 |
1,325.25 |
0.75 |
0.1% |
1,311.75 |
High |
1,332.00 |
1,329.75 |
-2.25 |
-0.2% |
1,332.00 |
Low |
1,323.25 |
1,322.25 |
-1.00 |
-0.1% |
1,285.25 |
Close |
1,325.75 |
1,325.50 |
-0.25 |
0.0% |
1,325.75 |
Range |
8.75 |
7.50 |
-1.25 |
-14.3% |
46.75 |
ATR |
15.60 |
15.02 |
-0.58 |
-3.7% |
0.00 |
Volume |
1,301 |
3,839 |
2,538 |
195.1% |
9,387 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.25 |
1,344.50 |
1,329.50 |
|
R3 |
1,340.75 |
1,337.00 |
1,327.50 |
|
R2 |
1,333.25 |
1,333.25 |
1,327.00 |
|
R1 |
1,329.50 |
1,329.50 |
1,326.25 |
1,331.50 |
PP |
1,325.75 |
1,325.75 |
1,325.75 |
1,326.75 |
S1 |
1,322.00 |
1,322.00 |
1,324.75 |
1,324.00 |
S2 |
1,318.25 |
1,318.25 |
1,324.00 |
|
S3 |
1,310.75 |
1,314.50 |
1,323.50 |
|
S4 |
1,303.25 |
1,307.00 |
1,321.50 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.50 |
1,437.00 |
1,351.50 |
|
R3 |
1,407.75 |
1,390.25 |
1,338.50 |
|
R2 |
1,361.00 |
1,361.00 |
1,334.25 |
|
R1 |
1,343.50 |
1,343.50 |
1,330.00 |
1,352.25 |
PP |
1,314.25 |
1,314.25 |
1,314.25 |
1,318.75 |
S1 |
1,296.75 |
1,296.75 |
1,321.50 |
1,305.50 |
S2 |
1,267.50 |
1,267.50 |
1,317.25 |
|
S3 |
1,220.75 |
1,250.00 |
1,313.00 |
|
S4 |
1,174.00 |
1,203.25 |
1,300.00 |
|
|
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% |
15.75 |
1.2% |
86% |
False |
False |
2,645 |
10 |
1,332.00 |
1,285.25 |
46.75 |
3.5% |
14.75 |
1.1% |
86% |
False |
False |
2,144 |
20 |
1,332.00 |
1,285.25 |
46.75 |
3.5% |
13.25 |
1.0% |
86% |
False |
False |
1,647 |
40 |
1,332.00 |
1,237.25 |
94.75 |
7.1% |
17.50 |
1.3% |
93% |
False |
False |
991 |
60 |
1,332.50 |
1,237.25 |
95.25 |
7.2% |
16.25 |
1.2% |
93% |
False |
False |
665 |
80 |
1,332.50 |
1,237.25 |
95.25 |
7.2% |
15.00 |
1.1% |
93% |
False |
False |
518 |
100 |
1,332.50 |
1,185.00 |
147.50 |
11.1% |
12.50 |
0.9% |
95% |
False |
False |
416 |
120 |
1,332.50 |
1,162.75 |
169.75 |
12.8% |
10.50 |
0.8% |
96% |
False |
False |
347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,361.50 |
2.618 |
1,349.50 |
1.618 |
1,342.00 |
1.000 |
1,337.25 |
0.618 |
1,334.50 |
HIGH |
1,329.75 |
0.618 |
1,327.00 |
0.500 |
1,326.00 |
0.382 |
1,325.00 |
LOW |
1,322.25 |
0.618 |
1,317.50 |
1.000 |
1,314.75 |
1.618 |
1,310.00 |
2.618 |
1,302.50 |
4.250 |
1,290.50 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,326.00 |
1,323.00 |
PP |
1,325.75 |
1,320.25 |
S1 |
1,325.75 |
1,317.75 |
|