Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,325.25 |
1,325.50 |
0.25 |
0.0% |
1,311.75 |
High |
1,329.75 |
1,340.50 |
10.75 |
0.8% |
1,332.00 |
Low |
1,322.25 |
1,323.00 |
0.75 |
0.1% |
1,285.25 |
Close |
1,325.50 |
1,335.50 |
10.00 |
0.8% |
1,325.75 |
Range |
7.50 |
17.50 |
10.00 |
133.3% |
46.75 |
ATR |
15.02 |
15.20 |
0.18 |
1.2% |
0.00 |
Volume |
3,839 |
1,807 |
-2,032 |
-52.9% |
9,387 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,385.50 |
1,378.00 |
1,345.00 |
|
R3 |
1,368.00 |
1,360.50 |
1,340.25 |
|
R2 |
1,350.50 |
1,350.50 |
1,338.75 |
|
R1 |
1,343.00 |
1,343.00 |
1,337.00 |
1,346.75 |
PP |
1,333.00 |
1,333.00 |
1,333.00 |
1,335.00 |
S1 |
1,325.50 |
1,325.50 |
1,334.00 |
1,329.25 |
S2 |
1,315.50 |
1,315.50 |
1,332.25 |
|
S3 |
1,298.00 |
1,308.00 |
1,330.75 |
|
S4 |
1,280.50 |
1,290.50 |
1,326.00 |
|
|
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 |
1,340.50 |
1,289.00 |
51.50 |
3.9% |
14.00 |
1.0% |
90% |
True |
False |
2,122 |
10 |
1,340.50 |
1,285.25 |
55.25 |
4.1% |
15.25 |
1.1% |
91% |
True |
False |
1,993 |
20 |
1,340.50 |
1,285.25 |
55.25 |
4.1% |
13.50 |
1.0% |
91% |
True |
False |
1,701 |
40 |
1,340.50 |
1,237.25 |
103.25 |
7.7% |
17.50 |
1.3% |
95% |
True |
False |
1,036 |
60 |
1,340.50 |
1,237.25 |
103.25 |
7.7% |
16.00 |
1.2% |
95% |
True |
False |
695 |
80 |
1,340.50 |
1,237.25 |
103.25 |
7.7% |
15.25 |
1.1% |
95% |
True |
False |
540 |
100 |
1,340.50 |
1,200.75 |
139.75 |
10.5% |
12.50 |
0.9% |
96% |
True |
False |
434 |
120 |
1,340.50 |
1,162.75 |
177.75 |
13.3% |
10.50 |
0.8% |
97% |
True |
False |
362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,415.00 |
2.618 |
1,386.25 |
1.618 |
1,368.75 |
1.000 |
1,358.00 |
0.618 |
1,351.25 |
HIGH |
1,340.50 |
0.618 |
1,333.75 |
0.500 |
1,331.75 |
0.382 |
1,329.75 |
LOW |
1,323.00 |
0.618 |
1,312.25 |
1.000 |
1,305.50 |
1.618 |
1,294.75 |
2.618 |
1,277.25 |
4.250 |
1,248.50 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,334.25 |
1,334.00 |
PP |
1,333.00 |
1,332.75 |
S1 |
1,331.75 |
1,331.50 |
|