Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,498.0 |
1,505.5 |
7.5 |
0.5% |
1,481.0 |
High |
1,509.8 |
1,512.5 |
2.7 |
0.2% |
1,492.0 |
Low |
1,498.0 |
1,504.7 |
6.7 |
0.4% |
1,450.0 |
Close |
1,502.1 |
1,507.2 |
5.1 |
0.3% |
1,489.4 |
Range |
11.8 |
7.8 |
-4.0 |
-33.9% |
42.0 |
ATR |
16.7 |
16.2 |
-0.4 |
-2.7% |
0.0 |
Volume |
808 |
1,133 |
325 |
40.2% |
13,979 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,531.5 |
1,527.2 |
1,511.5 |
|
R3 |
1,523.7 |
1,519.4 |
1,509.3 |
|
R2 |
1,515.9 |
1,515.9 |
1,508.6 |
|
R1 |
1,511.6 |
1,511.6 |
1,507.9 |
1,513.8 |
PP |
1,508.1 |
1,508.1 |
1,508.1 |
1,509.2 |
S1 |
1,503.8 |
1,503.8 |
1,506.5 |
1,506.0 |
S2 |
1,500.3 |
1,500.3 |
1,505.8 |
|
S3 |
1,492.5 |
1,496.0 |
1,505.1 |
|
S4 |
1,484.7 |
1,488.2 |
1,502.9 |
|
|
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 |
1,512.5 |
1,475.8 |
36.7 |
2.4% |
13.1 |
0.9% |
86% |
True |
False |
1,791 |
10 |
1,512.5 |
1,450.0 |
62.5 |
4.1% |
15.6 |
1.0% |
92% |
True |
False |
2,254 |
20 |
1,512.5 |
1,416.8 |
95.7 |
6.3% |
15.7 |
1.0% |
94% |
True |
False |
2,041 |
40 |
1,512.5 |
1,387.1 |
125.4 |
8.3% |
16.5 |
1.1% |
96% |
True |
False |
1,625 |
60 |
1,512.5 |
1,317.4 |
195.1 |
12.9% |
16.9 |
1.1% |
97% |
True |
False |
1,509 |
80 |
1,512.5 |
1,317.4 |
195.1 |
12.9% |
16.9 |
1.1% |
97% |
True |
False |
1,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,545.7 |
2.618 |
1,532.9 |
1.618 |
1,525.1 |
1.000 |
1,520.3 |
0.618 |
1,517.3 |
HIGH |
1,512.5 |
0.618 |
1,509.5 |
0.500 |
1,508.6 |
0.382 |
1,507.7 |
LOW |
1,504.7 |
0.618 |
1,499.9 |
1.000 |
1,496.9 |
1.618 |
1,492.1 |
2.618 |
1,484.3 |
4.250 |
1,471.6 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,508.6 |
1,505.7 |
PP |
1,508.1 |
1,504.1 |
S1 |
1,507.7 |
1,502.6 |
|