Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,491.1 |
1,499.3 |
8.2 |
0.5% |
1,481.0 |
High |
1,501.1 |
1,503.0 |
1.9 |
0.1% |
1,492.0 |
Low |
1,481.8 |
1,492.7 |
10.9 |
0.7% |
1,450.0 |
Close |
1,496.2 |
1,498.3 |
2.1 |
0.1% |
1,489.4 |
Range |
19.3 |
10.3 |
-9.0 |
-46.6% |
42.0 |
ATR |
17.6 |
17.1 |
-0.5 |
-3.0% |
0.0 |
Volume |
1,968 |
2,447 |
479 |
24.3% |
13,979 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,528.9 |
1,523.9 |
1,504.0 |
|
R3 |
1,518.6 |
1,513.6 |
1,501.1 |
|
R2 |
1,508.3 |
1,508.3 |
1,500.2 |
|
R1 |
1,503.3 |
1,503.3 |
1,499.2 |
1,500.7 |
PP |
1,498.0 |
1,498.0 |
1,498.0 |
1,496.7 |
S1 |
1,493.0 |
1,493.0 |
1,497.4 |
1,490.4 |
S2 |
1,487.7 |
1,487.7 |
1,496.4 |
|
S3 |
1,477.4 |
1,482.7 |
1,495.5 |
|
S4 |
1,467.1 |
1,472.4 |
1,492.6 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,603.1 |
1,588.3 |
1,512.5 |
|
R3 |
1,561.1 |
1,546.3 |
1,501.0 |
|
R2 |
1,519.1 |
1,519.1 |
1,497.1 |
|
R1 |
1,504.3 |
1,504.3 |
1,493.3 |
1,511.7 |
PP |
1,477.1 |
1,477.1 |
1,477.1 |
1,480.9 |
S1 |
1,462.3 |
1,462.3 |
1,485.6 |
1,469.7 |
S2 |
1,435.1 |
1,435.1 |
1,481.7 |
|
S3 |
1,393.1 |
1,420.3 |
1,477.9 |
|
S4 |
1,351.1 |
1,378.3 |
1,466.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,503.0 |
1,456.0 |
47.0 |
3.1% |
15.7 |
1.1% |
90% |
True |
False |
2,747 |
10 |
1,503.0 |
1,450.0 |
53.0 |
3.5% |
15.9 |
1.1% |
91% |
True |
False |
2,347 |
20 |
1,503.0 |
1,416.8 |
86.2 |
5.8% |
16.7 |
1.1% |
95% |
True |
False |
2,059 |
40 |
1,503.0 |
1,387.1 |
115.9 |
7.7% |
17.1 |
1.1% |
96% |
True |
False |
1,649 |
60 |
1,503.0 |
1,317.4 |
185.6 |
12.4% |
17.2 |
1.1% |
97% |
True |
False |
1,511 |
80 |
1,503.0 |
1,317.4 |
185.6 |
12.4% |
17.0 |
1.1% |
97% |
True |
False |
1,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,546.8 |
2.618 |
1,530.0 |
1.618 |
1,519.7 |
1.000 |
1,513.3 |
0.618 |
1,509.4 |
HIGH |
1,503.0 |
0.618 |
1,499.1 |
0.500 |
1,497.9 |
0.382 |
1,496.6 |
LOW |
1,492.7 |
0.618 |
1,486.3 |
1.000 |
1,482.4 |
1.618 |
1,476.0 |
2.618 |
1,465.7 |
4.250 |
1,448.9 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,498.2 |
1,495.3 |
PP |
1,498.0 |
1,492.4 |
S1 |
1,497.9 |
1,489.4 |
|