Trading Metrics calculated at close of trading on 20-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,201.44 |
12,266.75 |
65.31 |
0.5% |
12,380.43 |
High |
12,275.34 |
12,475.53 |
200.19 |
1.6% |
12,444.00 |
Low |
12,200.30 |
12,263.58 |
63.28 |
0.5% |
12,163.86 |
Close |
12,266.75 |
12,453.54 |
186.79 |
1.5% |
12,341.83 |
Range |
75.04 |
211.95 |
136.91 |
182.4% |
280.14 |
ATR |
123.19 |
129.53 |
6.34 |
5.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,033.40 |
12,955.42 |
12,570.11 |
|
R3 |
12,821.45 |
12,743.47 |
12,511.83 |
|
R2 |
12,609.50 |
12,609.50 |
12,492.40 |
|
R1 |
12,531.52 |
12,531.52 |
12,472.97 |
12,570.51 |
PP |
12,397.55 |
12,397.55 |
12,397.55 |
12,417.05 |
S1 |
12,319.57 |
12,319.57 |
12,434.11 |
12,358.56 |
S2 |
12,185.60 |
12,185.60 |
12,414.68 |
|
S3 |
11,973.65 |
12,107.62 |
12,395.25 |
|
S4 |
11,761.70 |
11,895.67 |
12,336.97 |
|
|
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 |
12,475.53 |
12,093.89 |
381.64 |
3.1% |
154.26 |
1.2% |
94% |
True |
False |
|
10 |
12,475.53 |
12,093.89 |
381.64 |
3.1% |
136.31 |
1.1% |
94% |
True |
False |
|
20 |
12,475.53 |
12,087.54 |
387.99 |
3.1% |
109.74 |
0.9% |
94% |
True |
False |
|
40 |
12,475.53 |
11,555.48 |
920.05 |
7.4% |
140.00 |
1.1% |
98% |
True |
False |
|
60 |
12,475.53 |
11,555.48 |
920.05 |
7.4% |
125.47 |
1.0% |
98% |
True |
False |
|
80 |
12,475.53 |
11,530.32 |
945.21 |
7.6% |
114.81 |
0.9% |
98% |
True |
False |
|
100 |
12,475.53 |
10,929.28 |
1,546.25 |
12.4% |
109.10 |
0.9% |
99% |
True |
False |
|
120 |
12,475.53 |
10,929.28 |
1,546.25 |
12.4% |
112.03 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,376.32 |
2.618 |
13,030.42 |
1.618 |
12,818.47 |
1.000 |
12,687.48 |
0.618 |
12,606.52 |
HIGH |
12,475.53 |
0.618 |
12,394.57 |
0.500 |
12,369.56 |
0.382 |
12,344.54 |
LOW |
12,263.58 |
0.618 |
12,132.59 |
1.000 |
12,051.63 |
1.618 |
11,920.64 |
2.618 |
11,708.69 |
4.250 |
11,362.79 |
|
|
Fisher Pivots for day following 20-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,425.55 |
12,397.26 |
PP |
12,397.55 |
12,340.99 |
S1 |
12,369.56 |
12,284.71 |
|