Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,346.25 |
1,350.00 |
3.75 |
0.3% |
1,325.25 |
High |
1,352.75 |
1,358.25 |
5.50 |
0.4% |
1,358.25 |
Low |
1,341.75 |
1,347.75 |
6.00 |
0.4% |
1,322.25 |
Close |
1,349.50 |
1,354.50 |
5.00 |
0.4% |
1,354.50 |
Range |
11.00 |
10.50 |
-0.50 |
-4.5% |
36.00 |
ATR |
14.77 |
14.47 |
-0.31 |
-2.1% |
0.00 |
Volume |
1,104 |
984 |
-120 |
-10.9% |
8,625 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,385.00 |
1,380.25 |
1,360.25 |
|
R3 |
1,374.50 |
1,369.75 |
1,357.50 |
|
R2 |
1,364.00 |
1,364.00 |
1,356.50 |
|
R1 |
1,359.25 |
1,359.25 |
1,355.50 |
1,361.50 |
PP |
1,353.50 |
1,353.50 |
1,353.50 |
1,354.75 |
S1 |
1,348.75 |
1,348.75 |
1,353.50 |
1,351.00 |
S2 |
1,343.00 |
1,343.00 |
1,352.50 |
|
S3 |
1,332.50 |
1,338.25 |
1,351.50 |
|
S4 |
1,322.00 |
1,327.75 |
1,348.75 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,453.00 |
1,439.75 |
1,374.25 |
|
R3 |
1,417.00 |
1,403.75 |
1,364.50 |
|
R2 |
1,381.00 |
1,381.00 |
1,361.00 |
|
R1 |
1,367.75 |
1,367.75 |
1,357.75 |
1,374.50 |
PP |
1,345.00 |
1,345.00 |
1,345.00 |
1,348.25 |
S1 |
1,331.75 |
1,331.75 |
1,351.25 |
1,338.50 |
S2 |
1,309.00 |
1,309.00 |
1,348.00 |
|
S3 |
1,273.00 |
1,295.75 |
1,344.50 |
|
S4 |
1,237.00 |
1,259.75 |
1,334.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,358.25 |
1,322.25 |
36.00 |
2.7% |
12.00 |
0.9% |
90% |
True |
False |
1,725 |
10 |
1,358.25 |
1,285.25 |
73.00 |
5.4% |
14.50 |
1.1% |
95% |
True |
False |
1,907 |
20 |
1,358.25 |
1,285.25 |
73.00 |
5.4% |
13.50 |
1.0% |
95% |
True |
False |
1,587 |
40 |
1,358.25 |
1,237.25 |
121.00 |
8.9% |
16.50 |
1.2% |
97% |
True |
False |
1,091 |
60 |
1,358.25 |
1,237.25 |
121.00 |
8.9% |
15.75 |
1.2% |
97% |
True |
False |
743 |
80 |
1,358.25 |
1,237.25 |
121.00 |
8.9% |
15.25 |
1.1% |
97% |
True |
False |
577 |
100 |
1,358.25 |
1,203.50 |
154.75 |
11.4% |
13.00 |
1.0% |
98% |
True |
False |
463 |
120 |
1,358.25 |
1,162.75 |
195.50 |
14.4% |
10.75 |
0.8% |
98% |
True |
False |
386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,403.00 |
2.618 |
1,385.75 |
1.618 |
1,375.25 |
1.000 |
1,368.75 |
0.618 |
1,364.75 |
HIGH |
1,358.25 |
0.618 |
1,354.25 |
0.500 |
1,353.00 |
0.382 |
1,351.75 |
LOW |
1,347.75 |
0.618 |
1,341.25 |
1.000 |
1,337.25 |
1.618 |
1,330.75 |
2.618 |
1,320.25 |
4.250 |
1,303.00 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,354.00 |
1,352.00 |
PP |
1,353.50 |
1,349.25 |
S1 |
1,353.00 |
1,346.75 |
|