Trading Metrics calculated at close of trading on 14-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,263.65 |
12,270.24 |
6.59 |
0.1% |
12,374.60 |
High |
12,335.10 |
12,305.58 |
-29.52 |
-0.2% |
12,450.93 |
Low |
12,224.45 |
12,163.86 |
-60.59 |
-0.5% |
12,320.72 |
Close |
12,270.99 |
12,285.15 |
14.16 |
0.1% |
12,380.05 |
Range |
110.65 |
141.72 |
31.07 |
28.1% |
130.21 |
ATR |
117.46 |
119.19 |
1.73 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,676.69 |
12,622.64 |
12,363.10 |
|
R3 |
12,534.97 |
12,480.92 |
12,324.12 |
|
R2 |
12,393.25 |
12,393.25 |
12,311.13 |
|
R1 |
12,339.20 |
12,339.20 |
12,298.14 |
12,366.23 |
PP |
12,251.53 |
12,251.53 |
12,251.53 |
12,265.04 |
S1 |
12,197.48 |
12,197.48 |
12,272.16 |
12,224.51 |
S2 |
12,109.81 |
12,109.81 |
12,259.17 |
|
S3 |
11,968.09 |
12,055.76 |
12,246.18 |
|
S4 |
11,826.37 |
11,914.04 |
12,207.20 |
|
|
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 |
12,450.36 |
12,163.86 |
286.50 |
2.3% |
124.26 |
1.0% |
42% |
False |
True |
|
10 |
12,450.93 |
12,163.86 |
287.07 |
2.3% |
101.95 |
0.8% |
42% |
False |
True |
|
20 |
12,450.93 |
11,777.23 |
673.70 |
5.5% |
106.25 |
0.9% |
75% |
False |
False |
|
40 |
12,450.93 |
11,555.48 |
895.45 |
7.3% |
137.69 |
1.1% |
81% |
False |
False |
|
60 |
12,450.93 |
11,555.48 |
895.45 |
7.3% |
121.40 |
1.0% |
81% |
False |
False |
|
80 |
12,450.93 |
11,478.29 |
972.64 |
7.9% |
109.47 |
0.9% |
83% |
False |
False |
|
100 |
12,450.93 |
10,929.28 |
1,521.65 |
12.4% |
108.95 |
0.9% |
89% |
False |
False |
|
120 |
12,450.93 |
10,929.28 |
1,521.65 |
12.4% |
110.84 |
0.9% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,907.89 |
2.618 |
12,676.60 |
1.618 |
12,534.88 |
1.000 |
12,447.30 |
0.618 |
12,393.16 |
HIGH |
12,305.58 |
0.618 |
12,251.44 |
0.500 |
12,234.72 |
0.382 |
12,218.00 |
LOW |
12,163.86 |
0.618 |
12,076.28 |
1.000 |
12,022.14 |
1.618 |
11,934.56 |
2.618 |
11,792.84 |
4.250 |
11,561.55 |
|
|
Fisher Pivots for day following 14-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,268.34 |
12,280.94 |
PP |
12,251.53 |
12,276.73 |
S1 |
12,234.72 |
12,272.53 |
|