Trading Metrics calculated at close of trading on 28-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,336.50 |
1,346.25 |
9.75 |
0.7% |
1,311.75 |
High |
1,348.50 |
1,352.75 |
4.25 |
0.3% |
1,332.00 |
Low |
1,335.25 |
1,341.75 |
6.50 |
0.5% |
1,285.25 |
Close |
1,345.75 |
1,349.50 |
3.75 |
0.3% |
1,325.75 |
Range |
13.25 |
11.00 |
-2.25 |
-17.0% |
46.75 |
ATR |
15.06 |
14.77 |
-0.29 |
-1.9% |
0.00 |
Volume |
891 |
1,104 |
213 |
23.9% |
9,387 |
|
Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.00 |
1,376.25 |
1,355.50 |
|
R3 |
1,370.00 |
1,365.25 |
1,352.50 |
|
R2 |
1,359.00 |
1,359.00 |
1,351.50 |
|
R1 |
1,354.25 |
1,354.25 |
1,350.50 |
1,356.50 |
PP |
1,348.00 |
1,348.00 |
1,348.00 |
1,349.25 |
S1 |
1,343.25 |
1,343.25 |
1,348.50 |
1,345.50 |
S2 |
1,337.00 |
1,337.00 |
1,347.50 |
|
S3 |
1,326.00 |
1,332.25 |
1,346.50 |
|
S4 |
1,315.00 |
1,321.25 |
1,343.50 |
|
|
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 |
1,352.75 |
1,322.25 |
30.50 |
2.3% |
11.50 |
0.9% |
89% |
True |
False |
1,788 |
10 |
1,352.75 |
1,285.25 |
67.50 |
5.0% |
15.00 |
1.1% |
95% |
True |
False |
1,964 |
20 |
1,352.75 |
1,285.25 |
67.50 |
5.0% |
13.25 |
1.0% |
95% |
True |
False |
1,623 |
40 |
1,352.75 |
1,237.25 |
115.50 |
8.6% |
17.00 |
1.3% |
97% |
True |
False |
1,067 |
60 |
1,352.75 |
1,237.25 |
115.50 |
8.6% |
15.75 |
1.2% |
97% |
True |
False |
728 |
80 |
1,352.75 |
1,237.25 |
115.50 |
8.6% |
15.25 |
1.1% |
97% |
True |
False |
565 |
100 |
1,352.75 |
1,203.50 |
149.25 |
11.1% |
12.75 |
1.0% |
98% |
True |
False |
454 |
120 |
1,352.75 |
1,162.75 |
190.00 |
14.1% |
10.75 |
0.8% |
98% |
True |
False |
378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,399.50 |
2.618 |
1,381.50 |
1.618 |
1,370.50 |
1.000 |
1,363.75 |
0.618 |
1,359.50 |
HIGH |
1,352.75 |
0.618 |
1,348.50 |
0.500 |
1,347.25 |
0.382 |
1,346.00 |
LOW |
1,341.75 |
0.618 |
1,335.00 |
1.000 |
1,330.75 |
1.618 |
1,324.00 |
2.618 |
1,313.00 |
4.250 |
1,295.00 |
|
|
Fisher Pivots for day following 28-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,348.75 |
1,345.50 |
PP |
1,348.00 |
1,341.75 |
S1 |
1,347.25 |
1,338.00 |
|