Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,339.71 |
12,201.44 |
-138.27 |
-1.1% |
12,380.43 |
High |
12,339.79 |
12,275.34 |
-64.45 |
-0.5% |
12,444.00 |
Low |
12,093.89 |
12,200.30 |
106.41 |
0.9% |
12,163.86 |
Close |
12,201.59 |
12,266.75 |
65.16 |
0.5% |
12,341.83 |
Range |
245.90 |
75.04 |
-170.86 |
-69.5% |
280.14 |
ATR |
126.89 |
123.19 |
-3.70 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,472.58 |
12,444.71 |
12,308.02 |
|
R3 |
12,397.54 |
12,369.67 |
12,287.39 |
|
R2 |
12,322.50 |
12,322.50 |
12,280.51 |
|
R1 |
12,294.63 |
12,294.63 |
12,273.63 |
12,308.57 |
PP |
12,247.46 |
12,247.46 |
12,247.46 |
12,254.43 |
S1 |
12,219.59 |
12,219.59 |
12,259.87 |
12,233.53 |
S2 |
12,172.42 |
12,172.42 |
12,252.99 |
|
S3 |
12,097.38 |
12,144.55 |
12,246.11 |
|
S4 |
12,022.34 |
12,069.51 |
12,225.48 |
|
|
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 |
12,369.27 |
12,093.89 |
275.38 |
2.2% |
134.00 |
1.1% |
63% |
False |
False |
|
10 |
12,450.93 |
12,093.89 |
357.04 |
2.9% |
121.54 |
1.0% |
48% |
False |
False |
|
20 |
12,450.93 |
11,972.61 |
478.32 |
3.9% |
106.32 |
0.9% |
61% |
False |
False |
|
40 |
12,450.93 |
11,555.48 |
895.45 |
7.3% |
138.64 |
1.1% |
79% |
False |
False |
|
60 |
12,450.93 |
11,555.48 |
895.45 |
7.3% |
123.39 |
1.0% |
79% |
False |
False |
|
80 |
12,450.93 |
11,518.44 |
932.49 |
7.6% |
112.84 |
0.9% |
80% |
False |
False |
|
100 |
12,450.93 |
10,929.28 |
1,521.65 |
12.4% |
108.14 |
0.9% |
88% |
False |
False |
|
120 |
12,450.93 |
10,929.28 |
1,521.65 |
12.4% |
111.32 |
0.9% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,594.26 |
2.618 |
12,471.79 |
1.618 |
12,396.75 |
1.000 |
12,350.38 |
0.618 |
12,321.71 |
HIGH |
12,275.34 |
0.618 |
12,246.67 |
0.500 |
12,237.82 |
0.382 |
12,228.97 |
LOW |
12,200.30 |
0.618 |
12,153.93 |
1.000 |
12,125.26 |
1.618 |
12,078.89 |
2.618 |
12,003.85 |
4.250 |
11,881.38 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,257.11 |
12,255.03 |
PP |
12,247.46 |
12,243.30 |
S1 |
12,237.82 |
12,231.58 |
|