Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,266.75 |
12,453.62 |
186.87 |
1.5% |
12,380.43 |
High |
12,475.53 |
12,506.06 |
30.53 |
0.2% |
12,444.00 |
Low |
12,263.58 |
12,447.56 |
183.98 |
1.5% |
12,163.86 |
Close |
12,453.54 |
12,505.99 |
52.45 |
0.4% |
12,341.83 |
Range |
211.95 |
58.50 |
-153.45 |
-72.4% |
280.14 |
ATR |
129.53 |
124.46 |
-5.07 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,662.04 |
12,642.51 |
12,538.17 |
|
R3 |
12,603.54 |
12,584.01 |
12,522.08 |
|
R2 |
12,545.04 |
12,545.04 |
12,516.72 |
|
R1 |
12,525.51 |
12,525.51 |
12,511.35 |
12,535.28 |
PP |
12,486.54 |
12,486.54 |
12,486.54 |
12,491.42 |
S1 |
12,467.01 |
12,467.01 |
12,500.63 |
12,476.78 |
S2 |
12,428.04 |
12,428.04 |
12,495.27 |
|
S3 |
12,369.54 |
12,408.51 |
12,489.90 |
|
S4 |
12,311.04 |
12,350.01 |
12,473.82 |
|
|
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 |
12,506.06 |
12,093.89 |
412.17 |
3.3% |
137.62 |
1.1% |
100% |
True |
False |
|
10 |
12,506.06 |
12,093.89 |
412.17 |
3.3% |
130.94 |
1.0% |
100% |
True |
False |
|
20 |
12,506.06 |
12,093.89 |
412.17 |
3.3% |
107.49 |
0.9% |
100% |
True |
False |
|
40 |
12,506.06 |
11,555.48 |
950.58 |
7.6% |
137.80 |
1.1% |
100% |
True |
False |
|
60 |
12,506.06 |
11,555.48 |
950.58 |
7.6% |
125.47 |
1.0% |
100% |
True |
False |
|
80 |
12,506.06 |
11,530.32 |
975.74 |
7.8% |
114.91 |
0.9% |
100% |
True |
False |
|
100 |
12,506.06 |
10,942.98 |
1,563.08 |
12.5% |
108.14 |
0.9% |
100% |
True |
False |
|
120 |
12,506.06 |
10,929.28 |
1,576.78 |
12.6% |
112.06 |
0.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,754.69 |
2.618 |
12,659.21 |
1.618 |
12,600.71 |
1.000 |
12,564.56 |
0.618 |
12,542.21 |
HIGH |
12,506.06 |
0.618 |
12,483.71 |
0.500 |
12,476.81 |
0.382 |
12,469.91 |
LOW |
12,447.56 |
0.618 |
12,411.41 |
1.000 |
12,389.06 |
1.618 |
12,352.91 |
2.618 |
12,294.41 |
4.250 |
12,198.94 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,496.26 |
12,455.05 |
PP |
12,486.54 |
12,404.12 |
S1 |
12,476.81 |
12,353.18 |
|