Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,285.45 |
12,339.71 |
54.26 |
0.4% |
12,380.43 |
High |
12,369.27 |
12,339.79 |
-29.48 |
-0.2% |
12,444.00 |
Low |
12,272.58 |
12,093.89 |
-178.69 |
-1.5% |
12,163.86 |
Close |
12,341.83 |
12,201.59 |
-140.24 |
-1.1% |
12,341.83 |
Range |
96.69 |
245.90 |
149.21 |
154.3% |
280.14 |
ATR |
117.58 |
126.89 |
9.31 |
7.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,949.46 |
12,821.42 |
12,336.84 |
|
R3 |
12,703.56 |
12,575.52 |
12,269.21 |
|
R2 |
12,457.66 |
12,457.66 |
12,246.67 |
|
R1 |
12,329.62 |
12,329.62 |
12,224.13 |
12,270.69 |
PP |
12,211.76 |
12,211.76 |
12,211.76 |
12,182.29 |
S1 |
12,083.72 |
12,083.72 |
12,179.05 |
12,024.79 |
S2 |
11,965.86 |
11,965.86 |
12,156.51 |
|
S3 |
11,719.96 |
11,837.82 |
12,133.97 |
|
S4 |
11,474.06 |
11,591.92 |
12,066.35 |
|
|
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 |
12,381.19 |
12,093.89 |
287.30 |
2.4% |
148.63 |
1.2% |
37% |
False |
True |
|
10 |
12,450.93 |
12,093.89 |
357.04 |
2.9% |
122.52 |
1.0% |
30% |
False |
True |
|
20 |
12,450.93 |
11,972.61 |
478.32 |
3.9% |
104.98 |
0.9% |
48% |
False |
False |
|
40 |
12,450.93 |
11,555.48 |
895.45 |
7.3% |
142.10 |
1.2% |
72% |
False |
False |
|
60 |
12,450.93 |
11,555.48 |
895.45 |
7.3% |
124.06 |
1.0% |
72% |
False |
False |
|
80 |
12,450.93 |
11,518.44 |
932.49 |
7.6% |
112.38 |
0.9% |
73% |
False |
False |
|
100 |
12,450.93 |
10,929.28 |
1,521.65 |
12.5% |
108.98 |
0.9% |
84% |
False |
False |
|
120 |
12,450.93 |
10,929.28 |
1,521.65 |
12.5% |
111.92 |
0.9% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,384.87 |
2.618 |
12,983.56 |
1.618 |
12,737.66 |
1.000 |
12,585.69 |
0.618 |
12,491.76 |
HIGH |
12,339.79 |
0.618 |
12,245.86 |
0.500 |
12,216.84 |
0.382 |
12,187.82 |
LOW |
12,093.89 |
0.618 |
11,941.92 |
1.000 |
11,847.99 |
1.618 |
11,696.02 |
2.618 |
11,450.12 |
4.250 |
11,048.82 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,216.84 |
12,231.58 |
PP |
12,211.76 |
12,221.58 |
S1 |
12,206.67 |
12,211.59 |
|