Trading Metrics calculated at close of trading on 27-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,325.50 |
1,336.50 |
11.00 |
0.8% |
1,311.75 |
High |
1,340.50 |
1,348.50 |
8.00 |
0.6% |
1,332.00 |
Low |
1,323.00 |
1,335.25 |
12.25 |
0.9% |
1,285.25 |
Close |
1,335.50 |
1,345.75 |
10.25 |
0.8% |
1,325.75 |
Range |
17.50 |
13.25 |
-4.25 |
-24.3% |
46.75 |
ATR |
15.20 |
15.06 |
-0.14 |
-0.9% |
0.00 |
Volume |
1,807 |
891 |
-916 |
-50.7% |
9,387 |
|
Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.00 |
1,377.50 |
1,353.00 |
|
R3 |
1,369.75 |
1,364.25 |
1,349.50 |
|
R2 |
1,356.50 |
1,356.50 |
1,348.25 |
|
R1 |
1,351.00 |
1,351.00 |
1,347.00 |
1,353.75 |
PP |
1,343.25 |
1,343.25 |
1,343.25 |
1,344.50 |
S1 |
1,337.75 |
1,337.75 |
1,344.50 |
1,340.50 |
S2 |
1,330.00 |
1,330.00 |
1,343.25 |
|
S3 |
1,316.75 |
1,324.50 |
1,342.00 |
|
S4 |
1,303.50 |
1,311.25 |
1,338.50 |
|
|
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 |
1,348.50 |
1,303.50 |
45.00 |
3.3% |
13.75 |
1.0% |
94% |
True |
False |
1,679 |
10 |
1,348.50 |
1,285.25 |
63.25 |
4.7% |
15.00 |
1.1% |
96% |
True |
False |
1,986 |
20 |
1,348.50 |
1,285.25 |
63.25 |
4.7% |
13.25 |
1.0% |
96% |
True |
False |
1,717 |
40 |
1,348.50 |
1,237.25 |
111.25 |
8.3% |
17.00 |
1.3% |
98% |
True |
False |
1,040 |
60 |
1,348.50 |
1,237.25 |
111.25 |
8.3% |
16.00 |
1.2% |
98% |
True |
False |
709 |
80 |
1,348.50 |
1,237.25 |
111.25 |
8.3% |
15.25 |
1.1% |
98% |
True |
False |
551 |
100 |
1,348.50 |
1,203.50 |
145.00 |
10.8% |
12.75 |
0.9% |
98% |
True |
False |
443 |
120 |
1,348.50 |
1,162.75 |
185.75 |
13.8% |
10.75 |
0.8% |
99% |
True |
False |
369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,404.75 |
2.618 |
1,383.25 |
1.618 |
1,370.00 |
1.000 |
1,361.75 |
0.618 |
1,356.75 |
HIGH |
1,348.50 |
0.618 |
1,343.50 |
0.500 |
1,342.00 |
0.382 |
1,340.25 |
LOW |
1,335.25 |
0.618 |
1,327.00 |
1.000 |
1,322.00 |
1.618 |
1,313.75 |
2.618 |
1,300.50 |
4.250 |
1,279.00 |
|
|
Fisher Pivots for day following 27-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,344.50 |
1,342.25 |
PP |
1,343.25 |
1,338.75 |
S1 |
1,342.00 |
1,335.50 |
|