Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,453.62 |
12,505.99 |
52.37 |
0.4% |
12,339.71 |
High |
12,506.06 |
12,506.22 |
0.16 |
0.0% |
12,506.06 |
Low |
12,447.56 |
12,446.05 |
-1.51 |
0.0% |
12,093.89 |
Close |
12,505.99 |
12,479.88 |
-26.11 |
-0.2% |
12,505.99 |
Range |
58.50 |
60.17 |
1.67 |
2.9% |
412.17 |
ATR |
124.46 |
119.86 |
-4.59 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,657.89 |
12,629.06 |
12,512.97 |
|
R3 |
12,597.72 |
12,568.89 |
12,496.43 |
|
R2 |
12,537.55 |
12,537.55 |
12,490.91 |
|
R1 |
12,508.72 |
12,508.72 |
12,485.40 |
12,493.05 |
PP |
12,477.38 |
12,477.38 |
12,477.38 |
12,469.55 |
S1 |
12,448.55 |
12,448.55 |
12,474.36 |
12,432.88 |
S2 |
12,417.21 |
12,417.21 |
12,468.85 |
|
S3 |
12,357.04 |
12,388.38 |
12,463.33 |
|
S4 |
12,296.87 |
12,328.21 |
12,446.79 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,605.16 |
13,467.74 |
12,732.68 |
|
R3 |
13,192.99 |
13,055.57 |
12,619.34 |
|
R2 |
12,780.82 |
12,780.82 |
12,581.55 |
|
R1 |
12,643.40 |
12,643.40 |
12,543.77 |
12,712.11 |
PP |
12,368.65 |
12,368.65 |
12,368.65 |
12,403.00 |
S1 |
12,231.23 |
12,231.23 |
12,468.21 |
12,299.94 |
S2 |
11,956.48 |
11,956.48 |
12,430.43 |
|
S3 |
11,544.31 |
11,819.06 |
12,392.64 |
|
S4 |
11,132.14 |
11,406.89 |
12,279.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,506.22 |
12,093.89 |
412.33 |
3.3% |
130.31 |
1.0% |
94% |
True |
False |
|
10 |
12,506.22 |
12,093.89 |
412.33 |
3.3% |
123.99 |
1.0% |
94% |
True |
False |
|
20 |
12,506.22 |
12,093.89 |
412.33 |
3.3% |
106.04 |
0.8% |
94% |
True |
False |
|
40 |
12,506.22 |
11,555.48 |
950.74 |
7.6% |
137.05 |
1.1% |
97% |
True |
False |
|
60 |
12,506.22 |
11,555.48 |
950.74 |
7.6% |
125.67 |
1.0% |
97% |
True |
False |
|
80 |
12,506.22 |
11,530.32 |
975.90 |
7.8% |
115.01 |
0.9% |
97% |
True |
False |
|
100 |
12,506.22 |
11,007.23 |
1,498.99 |
12.0% |
107.54 |
0.9% |
98% |
True |
False |
|
120 |
12,506.22 |
10,929.28 |
1,576.94 |
12.6% |
111.04 |
0.9% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,761.94 |
2.618 |
12,663.75 |
1.618 |
12,603.58 |
1.000 |
12,566.39 |
0.618 |
12,543.41 |
HIGH |
12,506.22 |
0.618 |
12,483.24 |
0.500 |
12,476.14 |
0.382 |
12,469.03 |
LOW |
12,446.05 |
0.618 |
12,408.86 |
1.000 |
12,385.88 |
1.618 |
12,348.69 |
2.618 |
12,288.52 |
4.250 |
12,190.33 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,478.63 |
12,448.22 |
PP |
12,477.38 |
12,416.56 |
S1 |
12,476.14 |
12,384.90 |
|