Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,689.90 |
12,763.46 |
73.56 |
0.6% |
12,505.99 |
High |
12,776.14 |
12,832.83 |
56.69 |
0.4% |
12,832.83 |
Low |
12,674.54 |
12,751.13 |
76.59 |
0.6% |
12,446.05 |
Close |
12,763.31 |
12,810.54 |
47.23 |
0.4% |
12,810.54 |
Range |
101.60 |
81.70 |
-19.90 |
-19.6% |
386.78 |
ATR |
119.50 |
116.80 |
-2.70 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,043.27 |
13,008.60 |
12,855.48 |
|
R3 |
12,961.57 |
12,926.90 |
12,833.01 |
|
R2 |
12,879.87 |
12,879.87 |
12,825.52 |
|
R1 |
12,845.20 |
12,845.20 |
12,818.03 |
12,862.54 |
PP |
12,798.17 |
12,798.17 |
12,798.17 |
12,806.83 |
S1 |
12,763.50 |
12,763.50 |
12,803.05 |
12,780.84 |
S2 |
12,716.47 |
12,716.47 |
12,795.56 |
|
S3 |
12,634.77 |
12,681.80 |
12,788.07 |
|
S4 |
12,553.07 |
12,600.10 |
12,765.61 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,856.81 |
13,720.46 |
13,023.27 |
|
R3 |
13,470.03 |
13,333.68 |
12,916.90 |
|
R2 |
13,083.25 |
13,083.25 |
12,881.45 |
|
R1 |
12,946.90 |
12,946.90 |
12,845.99 |
13,015.08 |
PP |
12,696.47 |
12,696.47 |
12,696.47 |
12,730.56 |
S1 |
12,560.12 |
12,560.12 |
12,775.09 |
12,628.30 |
S2 |
12,309.69 |
12,309.69 |
12,739.63 |
|
S3 |
11,922.91 |
12,173.34 |
12,704.18 |
|
S4 |
11,536.13 |
11,786.56 |
12,597.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,832.83 |
12,446.05 |
386.78 |
3.0% |
99.71 |
0.8% |
94% |
True |
False |
|
10 |
12,832.83 |
12,093.89 |
738.94 |
5.8% |
118.66 |
0.9% |
97% |
True |
False |
|
20 |
12,832.83 |
12,093.89 |
738.94 |
5.8% |
110.31 |
0.9% |
97% |
True |
False |
|
40 |
12,832.83 |
11,555.48 |
1,277.35 |
10.0% |
132.44 |
1.0% |
98% |
True |
False |
|
60 |
12,832.83 |
11,555.48 |
1,277.35 |
10.0% |
124.96 |
1.0% |
98% |
True |
False |
|
80 |
12,832.83 |
11,555.48 |
1,277.35 |
10.0% |
116.66 |
0.9% |
98% |
True |
False |
|
100 |
12,832.83 |
11,327.49 |
1,505.34 |
11.8% |
106.94 |
0.8% |
99% |
True |
False |
|
120 |
12,832.83 |
10,929.28 |
1,903.55 |
14.9% |
110.48 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,180.06 |
2.618 |
13,046.72 |
1.618 |
12,965.02 |
1.000 |
12,914.53 |
0.618 |
12,883.32 |
HIGH |
12,832.83 |
0.618 |
12,801.62 |
0.500 |
12,791.98 |
0.382 |
12,782.34 |
LOW |
12,751.13 |
0.618 |
12,700.64 |
1.000 |
12,669.43 |
1.618 |
12,618.94 |
2.618 |
12,537.24 |
4.250 |
12,403.91 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,804.35 |
12,777.22 |
PP |
12,798.17 |
12,743.90 |
S1 |
12,791.98 |
12,710.58 |
|