| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
12,140 |
12,204 |
64 |
0.5% |
12,339 |
| High |
12,241 |
12,433 |
192 |
1.6% |
12,391 |
| Low |
12,090 |
12,204 |
114 |
0.9% |
12,108 |
| Close |
12,226 |
12,396 |
170 |
1.4% |
12,303 |
| Range |
151 |
229 |
78 |
51.7% |
283 |
| ATR |
142 |
148 |
6 |
4.4% |
0 |
| Volume |
94,611 |
109,648 |
15,037 |
15.9% |
503,555 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,031 |
12,943 |
12,522 |
|
| R3 |
12,802 |
12,714 |
12,459 |
|
| R2 |
12,573 |
12,573 |
12,438 |
|
| R1 |
12,485 |
12,485 |
12,417 |
12,529 |
| PP |
12,344 |
12,344 |
12,344 |
12,367 |
| S1 |
12,256 |
12,256 |
12,375 |
12,300 |
| S2 |
12,115 |
12,115 |
12,354 |
|
| S3 |
11,886 |
12,027 |
12,333 |
|
| S4 |
11,657 |
11,798 |
12,270 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,116 |
12,993 |
12,459 |
|
| R3 |
12,833 |
12,710 |
12,381 |
|
| R2 |
12,550 |
12,550 |
12,355 |
|
| R1 |
12,427 |
12,427 |
12,329 |
12,347 |
| PP |
12,267 |
12,267 |
12,267 |
12,228 |
| S1 |
12,144 |
12,144 |
12,277 |
12,064 |
| S2 |
11,984 |
11,984 |
12,251 |
|
| S3 |
11,701 |
11,861 |
12,225 |
|
| S4 |
11,418 |
11,578 |
12,147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,433 |
12,036 |
397 |
3.2% |
184 |
1.5% |
91% |
True |
False |
110,930 |
| 10 |
12,433 |
12,036 |
397 |
3.2% |
154 |
1.2% |
91% |
True |
False |
105,891 |
| 20 |
12,433 |
12,003 |
430 |
3.5% |
124 |
1.0% |
91% |
True |
False |
93,757 |
| 40 |
12,433 |
11,451 |
982 |
7.9% |
160 |
1.3% |
96% |
True |
False |
80,900 |
| 60 |
12,433 |
11,451 |
982 |
7.9% |
142 |
1.1% |
96% |
True |
False |
53,956 |
| 80 |
12,433 |
11,410 |
1,023 |
8.3% |
127 |
1.0% |
96% |
True |
False |
40,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,406 |
|
2.618 |
13,033 |
|
1.618 |
12,804 |
|
1.000 |
12,662 |
|
0.618 |
12,575 |
|
HIGH |
12,433 |
|
0.618 |
12,346 |
|
0.500 |
12,319 |
|
0.382 |
12,292 |
|
LOW |
12,204 |
|
0.618 |
12,063 |
|
1.000 |
11,975 |
|
1.618 |
11,834 |
|
2.618 |
11,605 |
|
4.250 |
11,231 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,370 |
12,342 |
| PP |
12,344 |
12,288 |
| S1 |
12,319 |
12,235 |
|