Trading Metrics calculated at close of trading on 15-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,270.24 |
12,285.45 |
15.21 |
0.1% |
12,380.43 |
High |
12,305.58 |
12,369.27 |
63.69 |
0.5% |
12,444.00 |
Low |
12,163.86 |
12,272.58 |
108.72 |
0.9% |
12,163.86 |
Close |
12,285.15 |
12,341.83 |
56.68 |
0.5% |
12,341.83 |
Range |
141.72 |
96.69 |
-45.03 |
-31.8% |
280.14 |
ATR |
119.19 |
117.58 |
-1.61 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,617.96 |
12,576.59 |
12,395.01 |
|
R3 |
12,521.27 |
12,479.90 |
12,368.42 |
|
R2 |
12,424.58 |
12,424.58 |
12,359.56 |
|
R1 |
12,383.21 |
12,383.21 |
12,350.69 |
12,403.90 |
PP |
12,327.89 |
12,327.89 |
12,327.89 |
12,338.24 |
S1 |
12,286.52 |
12,286.52 |
12,332.97 |
12,307.21 |
S2 |
12,231.20 |
12,231.20 |
12,324.10 |
|
S3 |
12,134.51 |
12,189.83 |
12,315.24 |
|
S4 |
12,037.82 |
12,093.14 |
12,288.65 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,156.98 |
13,029.55 |
12,495.91 |
|
R3 |
12,876.84 |
12,749.41 |
12,418.87 |
|
R2 |
12,596.70 |
12,596.70 |
12,393.19 |
|
R1 |
12,469.27 |
12,469.27 |
12,367.51 |
12,392.92 |
PP |
12,316.56 |
12,316.56 |
12,316.56 |
12,278.39 |
S1 |
12,189.13 |
12,189.13 |
12,316.15 |
12,112.78 |
S2 |
12,036.42 |
12,036.42 |
12,290.47 |
|
S3 |
11,756.28 |
11,908.99 |
12,264.79 |
|
S4 |
11,476.14 |
11,628.85 |
12,187.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,444.00 |
12,163.86 |
280.14 |
2.3% |
117.67 |
1.0% |
64% |
False |
False |
|
10 |
12,450.93 |
12,163.86 |
287.07 |
2.3% |
101.75 |
0.8% |
62% |
False |
False |
|
20 |
12,450.93 |
11,860.11 |
590.82 |
4.8% |
103.59 |
0.8% |
82% |
False |
False |
|
40 |
12,450.93 |
11,555.48 |
895.45 |
7.3% |
138.15 |
1.1% |
88% |
False |
False |
|
60 |
12,450.93 |
11,555.48 |
895.45 |
7.3% |
121.33 |
1.0% |
88% |
False |
False |
|
80 |
12,450.93 |
11,518.44 |
932.49 |
7.6% |
109.79 |
0.9% |
88% |
False |
False |
|
100 |
12,450.93 |
10,929.28 |
1,521.65 |
12.3% |
108.40 |
0.9% |
93% |
False |
False |
|
120 |
12,450.93 |
10,929.28 |
1,521.65 |
12.3% |
110.69 |
0.9% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,780.20 |
2.618 |
12,622.40 |
1.618 |
12,525.71 |
1.000 |
12,465.96 |
0.618 |
12,429.02 |
HIGH |
12,369.27 |
0.618 |
12,332.33 |
0.500 |
12,320.93 |
0.382 |
12,309.52 |
LOW |
12,272.58 |
0.618 |
12,212.83 |
1.000 |
12,175.89 |
1.618 |
12,116.14 |
2.618 |
12,019.45 |
4.250 |
11,861.65 |
|
|
Fisher Pivots for day following 15-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,334.86 |
12,316.74 |
PP |
12,327.89 |
12,291.65 |
S1 |
12,320.93 |
12,266.57 |
|