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 |
1,531.4 |
1,539.0 |
7.6 |
0.5% |
1,513.0 |
High |
1,542.1 |
1,572.5 |
30.4 |
2.0% |
1,572.5 |
Low |
1,529.0 |
1,535.5 |
6.5 |
0.4% |
1,497.3 |
Close |
1,534.7 |
1,560.0 |
25.3 |
1.6% |
1,560.0 |
Range |
13.1 |
37.0 |
23.9 |
182.4% |
75.2 |
ATR |
17.2 |
18.7 |
1.5 |
8.5% |
0.0 |
Volume |
1,144 |
1,816 |
672 |
58.7% |
8,763 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,667.0 |
1,650.5 |
1,580.4 |
|
R3 |
1,630.0 |
1,613.5 |
1,570.2 |
|
R2 |
1,593.0 |
1,593.0 |
1,566.8 |
|
R1 |
1,576.5 |
1,576.5 |
1,563.4 |
1,584.8 |
PP |
1,556.0 |
1,556.0 |
1,556.0 |
1,560.1 |
S1 |
1,539.5 |
1,539.5 |
1,556.6 |
1,547.8 |
S2 |
1,519.0 |
1,519.0 |
1,553.2 |
|
S3 |
1,482.0 |
1,502.5 |
1,549.8 |
|
S4 |
1,445.0 |
1,465.5 |
1,539.7 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,768.9 |
1,739.6 |
1,601.4 |
|
R3 |
1,693.7 |
1,664.4 |
1,580.7 |
|
R2 |
1,618.5 |
1,618.5 |
1,573.8 |
|
R1 |
1,589.2 |
1,589.2 |
1,566.9 |
1,603.9 |
PP |
1,543.3 |
1,543.3 |
1,543.3 |
1,550.6 |
S1 |
1,514.0 |
1,514.0 |
1,553.1 |
1,528.7 |
S2 |
1,468.1 |
1,468.1 |
1,546.2 |
|
S3 |
1,392.9 |
1,438.8 |
1,539.3 |
|
S4 |
1,317.7 |
1,363.6 |
1,518.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,572.5 |
1,497.3 |
75.2 |
4.8% |
21.2 |
1.4% |
83% |
True |
False |
1,752 |
10 |
1,572.5 |
1,475.8 |
96.7 |
6.2% |
17.2 |
1.1% |
87% |
True |
False |
1,771 |
20 |
1,572.5 |
1,418.5 |
154.0 |
9.9% |
17.2 |
1.1% |
92% |
True |
False |
1,904 |
40 |
1,572.5 |
1,387.1 |
185.4 |
11.9% |
17.1 |
1.1% |
93% |
True |
False |
1,662 |
60 |
1,572.5 |
1,332.3 |
240.2 |
15.4% |
16.5 |
1.1% |
95% |
True |
False |
1,542 |
80 |
1,572.5 |
1,317.4 |
255.1 |
16.4% |
17.1 |
1.1% |
95% |
True |
False |
1,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,729.8 |
2.618 |
1,669.4 |
1.618 |
1,632.4 |
1.000 |
1,609.5 |
0.618 |
1,595.4 |
HIGH |
1,572.5 |
0.618 |
1,558.4 |
0.500 |
1,554.0 |
0.382 |
1,549.6 |
LOW |
1,535.5 |
0.618 |
1,512.6 |
1.000 |
1,498.5 |
1.618 |
1,475.6 |
2.618 |
1,438.6 |
4.250 |
1,378.3 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,558.0 |
1,553.4 |
PP |
1,556.0 |
1,546.8 |
S1 |
1,554.0 |
1,540.3 |
|