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 |
1,501.5 |
1,507.1 |
5.6 |
0.4% |
1,486.3 |
High |
1,506.3 |
1,516.7 |
10.4 |
0.7% |
1,508.3 |
Low |
1,495.0 |
1,505.2 |
10.2 |
0.7% |
1,477.5 |
Close |
1,503.0 |
1,516.7 |
13.7 |
0.9% |
1,503.2 |
Range |
11.3 |
11.5 |
0.2 |
1.8% |
30.8 |
ATR |
16.3 |
16.1 |
-0.2 |
-1.1% |
0.0 |
Volume |
223 |
205 |
-18 |
-8.1% |
1,435 |
|
Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,547.4 |
1,543.5 |
1,523.0 |
|
R3 |
1,535.9 |
1,532.0 |
1,519.9 |
|
R2 |
1,524.4 |
1,524.4 |
1,518.8 |
|
R1 |
1,520.5 |
1,520.5 |
1,517.8 |
1,522.5 |
PP |
1,512.9 |
1,512.9 |
1,512.9 |
1,513.8 |
S1 |
1,509.0 |
1,509.0 |
1,515.6 |
1,511.0 |
S2 |
1,501.4 |
1,501.4 |
1,514.6 |
|
S3 |
1,489.9 |
1,497.5 |
1,513.5 |
|
S4 |
1,478.4 |
1,486.0 |
1,510.4 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,588.7 |
1,576.8 |
1,520.1 |
|
R3 |
1,557.9 |
1,546.0 |
1,511.7 |
|
R2 |
1,527.1 |
1,527.1 |
1,508.8 |
|
R1 |
1,515.2 |
1,515.2 |
1,506.0 |
1,521.2 |
PP |
1,496.3 |
1,496.3 |
1,496.3 |
1,499.3 |
S1 |
1,484.4 |
1,484.4 |
1,500.4 |
1,490.4 |
S2 |
1,465.5 |
1,465.5 |
1,497.6 |
|
S3 |
1,434.7 |
1,453.6 |
1,494.7 |
|
S4 |
1,403.9 |
1,422.8 |
1,486.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,518.0 |
1,494.0 |
24.0 |
1.6% |
11.2 |
0.7% |
95% |
False |
False |
256 |
10 |
1,518.0 |
1,452.7 |
65.3 |
4.3% |
13.2 |
0.9% |
98% |
False |
False |
312 |
20 |
1,518.0 |
1,412.0 |
106.0 |
7.0% |
15.3 |
1.0% |
99% |
False |
False |
3,449 |
40 |
1,518.0 |
1,380.7 |
137.3 |
9.1% |
17.2 |
1.1% |
99% |
False |
False |
73,628 |
60 |
1,518.0 |
1,325.3 |
192.7 |
12.7% |
17.1 |
1.1% |
99% |
False |
False |
87,196 |
80 |
1,518.0 |
1,309.1 |
208.9 |
13.8% |
18.2 |
1.2% |
99% |
False |
False |
76,553 |
100 |
1,518.0 |
1,309.1 |
208.9 |
13.8% |
18.2 |
1.2% |
99% |
False |
False |
62,031 |
120 |
1,518.0 |
1,309.1 |
208.9 |
13.8% |
19.2 |
1.3% |
99% |
False |
False |
52,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,565.6 |
2.618 |
1,546.8 |
1.618 |
1,535.3 |
1.000 |
1,528.2 |
0.618 |
1,523.8 |
HIGH |
1,516.7 |
0.618 |
1,512.3 |
0.500 |
1,511.0 |
0.382 |
1,509.6 |
LOW |
1,505.2 |
0.618 |
1,498.1 |
1.000 |
1,493.7 |
1.618 |
1,486.6 |
2.618 |
1,475.1 |
4.250 |
1,456.3 |
|
|
Fisher Pivots for day following 27-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,514.8 |
1,513.3 |
PP |
1,512.9 |
1,509.9 |
S1 |
1,511.0 |
1,506.5 |
|