Trading Metrics calculated at close of trading on 27-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,480.86 |
12,592.23 |
111.37 |
0.9% |
12,339.71 |
High |
12,613.16 |
12,708.37 |
95.21 |
0.8% |
12,506.06 |
Low |
12,478.14 |
12,588.33 |
110.19 |
0.9% |
12,093.89 |
Close |
12,595.37 |
12,690.96 |
95.59 |
0.8% |
12,505.99 |
Range |
135.02 |
120.04 |
-14.98 |
-11.1% |
412.17 |
ATR |
120.95 |
120.88 |
-0.06 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,022.67 |
12,976.86 |
12,756.98 |
|
R3 |
12,902.63 |
12,856.82 |
12,723.97 |
|
R2 |
12,782.59 |
12,782.59 |
12,712.97 |
|
R1 |
12,736.78 |
12,736.78 |
12,701.96 |
12,759.69 |
PP |
12,662.55 |
12,662.55 |
12,662.55 |
12,674.01 |
S1 |
12,616.74 |
12,616.74 |
12,679.96 |
12,639.65 |
S2 |
12,542.51 |
12,542.51 |
12,668.95 |
|
S3 |
12,422.47 |
12,496.70 |
12,657.95 |
|
S4 |
12,302.43 |
12,376.66 |
12,624.94 |
|
|
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 |
12,708.37 |
12,263.58 |
444.79 |
3.5% |
117.14 |
0.9% |
96% |
True |
False |
|
10 |
12,708.37 |
12,093.89 |
614.48 |
4.8% |
125.57 |
1.0% |
97% |
True |
False |
|
20 |
12,708.37 |
12,093.89 |
614.48 |
4.8% |
109.45 |
0.9% |
97% |
True |
False |
|
40 |
12,708.37 |
11,555.48 |
1,152.89 |
9.1% |
135.64 |
1.1% |
98% |
True |
False |
|
60 |
12,708.37 |
11,555.48 |
1,152.89 |
9.1% |
125.20 |
1.0% |
98% |
True |
False |
|
80 |
12,708.37 |
11,555.48 |
1,152.89 |
9.1% |
116.83 |
0.9% |
98% |
True |
False |
|
100 |
12,708.37 |
11,318.82 |
1,389.55 |
10.9% |
106.22 |
0.8% |
99% |
True |
False |
|
120 |
12,708.37 |
10,929.28 |
1,779.09 |
14.0% |
111.30 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,218.54 |
2.618 |
13,022.63 |
1.618 |
12,902.59 |
1.000 |
12,828.41 |
0.618 |
12,782.55 |
HIGH |
12,708.37 |
0.618 |
12,662.51 |
0.500 |
12,648.35 |
0.382 |
12,634.19 |
LOW |
12,588.33 |
0.618 |
12,514.15 |
1.000 |
12,468.29 |
1.618 |
12,394.11 |
2.618 |
12,274.07 |
4.250 |
12,078.16 |
|
|
Fisher Pivots for day following 27-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,676.76 |
12,653.04 |
PP |
12,662.55 |
12,615.13 |
S1 |
12,648.35 |
12,577.21 |
|