Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,505.99 |
12,480.86 |
-25.13 |
-0.2% |
12,339.71 |
High |
12,506.22 |
12,613.16 |
106.94 |
0.9% |
12,506.06 |
Low |
12,446.05 |
12,478.14 |
32.09 |
0.3% |
12,093.89 |
Close |
12,479.88 |
12,595.37 |
115.49 |
0.9% |
12,505.99 |
Range |
60.17 |
135.02 |
74.85 |
124.4% |
412.17 |
ATR |
119.86 |
120.95 |
1.08 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,967.28 |
12,916.35 |
12,669.63 |
|
R3 |
12,832.26 |
12,781.33 |
12,632.50 |
|
R2 |
12,697.24 |
12,697.24 |
12,620.12 |
|
R1 |
12,646.31 |
12,646.31 |
12,607.75 |
12,671.78 |
PP |
12,562.22 |
12,562.22 |
12,562.22 |
12,574.96 |
S1 |
12,511.29 |
12,511.29 |
12,582.99 |
12,536.76 |
S2 |
12,427.20 |
12,427.20 |
12,570.62 |
|
S3 |
12,292.18 |
12,376.27 |
12,558.24 |
|
S4 |
12,157.16 |
12,241.25 |
12,521.11 |
|
|
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 |
12,613.16 |
12,200.30 |
412.86 |
3.3% |
108.14 |
0.9% |
96% |
True |
False |
|
10 |
12,613.16 |
12,093.89 |
519.27 |
4.1% |
128.38 |
1.0% |
97% |
True |
False |
|
20 |
12,613.16 |
12,093.89 |
519.27 |
4.1% |
109.04 |
0.9% |
97% |
True |
False |
|
40 |
12,613.16 |
11,555.48 |
1,057.68 |
8.4% |
137.80 |
1.1% |
98% |
True |
False |
|
60 |
12,613.16 |
11,555.48 |
1,057.68 |
8.4% |
124.44 |
1.0% |
98% |
True |
False |
|
80 |
12,613.16 |
11,530.32 |
1,082.84 |
8.6% |
116.17 |
0.9% |
98% |
True |
False |
|
100 |
12,613.16 |
11,255.85 |
1,357.31 |
10.8% |
106.20 |
0.8% |
99% |
True |
False |
|
120 |
12,613.16 |
10,929.28 |
1,683.88 |
13.4% |
111.38 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,187.00 |
2.618 |
12,966.64 |
1.618 |
12,831.62 |
1.000 |
12,748.18 |
0.618 |
12,696.60 |
HIGH |
12,613.16 |
0.618 |
12,561.58 |
0.500 |
12,545.65 |
0.382 |
12,529.72 |
LOW |
12,478.14 |
0.618 |
12,394.70 |
1.000 |
12,343.12 |
1.618 |
12,259.68 |
2.618 |
12,124.66 |
4.250 |
11,904.31 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,578.80 |
12,573.45 |
PP |
12,562.22 |
12,551.53 |
S1 |
12,545.65 |
12,529.61 |
|