Trading Metrics calculated at close of trading on 11-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,409.87 |
12,380.43 |
-29.44 |
-0.2% |
12,374.60 |
High |
12,450.36 |
12,444.00 |
-6.36 |
-0.1% |
12,450.93 |
Low |
12,320.72 |
12,352.88 |
32.16 |
0.3% |
12,320.72 |
Close |
12,380.05 |
12,381.11 |
1.06 |
0.0% |
12,380.05 |
Range |
129.64 |
91.12 |
-38.52 |
-29.7% |
130.21 |
ATR |
117.54 |
115.66 |
-1.89 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,666.02 |
12,614.69 |
12,431.23 |
|
R3 |
12,574.90 |
12,523.57 |
12,406.17 |
|
R2 |
12,483.78 |
12,483.78 |
12,397.82 |
|
R1 |
12,432.45 |
12,432.45 |
12,389.46 |
12,458.12 |
PP |
12,392.66 |
12,392.66 |
12,392.66 |
12,405.50 |
S1 |
12,341.33 |
12,341.33 |
12,372.76 |
12,367.00 |
S2 |
12,301.54 |
12,301.54 |
12,364.40 |
|
S3 |
12,210.42 |
12,250.21 |
12,356.05 |
|
S4 |
12,119.30 |
12,159.09 |
12,330.99 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,774.53 |
12,707.50 |
12,451.67 |
|
R3 |
12,644.32 |
12,577.29 |
12,415.86 |
|
R2 |
12,514.11 |
12,514.11 |
12,403.92 |
|
R1 |
12,447.08 |
12,447.08 |
12,391.99 |
12,480.60 |
PP |
12,383.90 |
12,383.90 |
12,383.90 |
12,400.66 |
S1 |
12,316.87 |
12,316.87 |
12,368.11 |
12,350.39 |
S2 |
12,253.69 |
12,253.69 |
12,356.18 |
|
S3 |
12,123.48 |
12,186.66 |
12,344.24 |
|
S4 |
11,993.27 |
12,056.45 |
12,308.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,450.93 |
12,320.72 |
130.21 |
1.1% |
96.41 |
0.8% |
46% |
False |
False |
|
10 |
12,450.93 |
12,173.51 |
277.42 |
2.2% |
89.69 |
0.7% |
75% |
False |
False |
|
20 |
12,450.93 |
11,555.48 |
895.45 |
7.2% |
125.19 |
1.0% |
92% |
False |
False |
|
40 |
12,450.93 |
11,555.48 |
895.45 |
7.2% |
132.63 |
1.1% |
92% |
False |
False |
|
60 |
12,450.93 |
11,555.48 |
895.45 |
7.2% |
118.70 |
1.0% |
92% |
False |
False |
|
80 |
12,450.93 |
11,421.30 |
1,029.63 |
8.3% |
107.21 |
0.9% |
93% |
False |
False |
|
100 |
12,450.93 |
10,929.28 |
1,521.65 |
12.3% |
108.22 |
0.9% |
95% |
False |
False |
|
120 |
12,450.93 |
10,929.28 |
1,521.65 |
12.3% |
110.66 |
0.9% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,831.26 |
2.618 |
12,682.55 |
1.618 |
12,591.43 |
1.000 |
12,535.12 |
0.618 |
12,500.31 |
HIGH |
12,444.00 |
0.618 |
12,409.19 |
0.500 |
12,398.44 |
0.382 |
12,387.69 |
LOW |
12,352.88 |
0.618 |
12,296.57 |
1.000 |
12,261.76 |
1.618 |
12,205.45 |
2.618 |
12,114.33 |
4.250 |
11,965.62 |
|
|
Fisher Pivots for day following 11-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,398.44 |
12,385.54 |
PP |
12,392.66 |
12,384.06 |
S1 |
12,386.89 |
12,382.59 |
|