| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
12,204 |
12,400 |
196 |
1.6% |
12,339 |
| High |
12,433 |
12,468 |
35 |
0.3% |
12,391 |
| Low |
12,204 |
12,391 |
187 |
1.5% |
12,108 |
| Close |
12,396 |
12,434 |
38 |
0.3% |
12,303 |
| Range |
229 |
77 |
-152 |
-66.4% |
283 |
| ATR |
148 |
143 |
-5 |
-3.4% |
0 |
| Volume |
109,648 |
67,200 |
-42,448 |
-38.7% |
503,555 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,662 |
12,625 |
12,476 |
|
| R3 |
12,585 |
12,548 |
12,455 |
|
| R2 |
12,508 |
12,508 |
12,448 |
|
| R1 |
12,471 |
12,471 |
12,441 |
12,490 |
| PP |
12,431 |
12,431 |
12,431 |
12,440 |
| S1 |
12,394 |
12,394 |
12,427 |
12,413 |
| S2 |
12,354 |
12,354 |
12,420 |
|
| S3 |
12,277 |
12,317 |
12,413 |
|
| S4 |
12,200 |
12,240 |
12,392 |
|
|
| 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 |
12,468 |
12,036 |
432 |
3.5% |
170 |
1.4% |
92% |
True |
False |
101,172 |
| 10 |
12,468 |
12,036 |
432 |
3.5% |
150 |
1.2% |
92% |
True |
False |
101,710 |
| 20 |
12,468 |
12,036 |
432 |
3.5% |
122 |
1.0% |
92% |
True |
False |
91,733 |
| 40 |
12,468 |
11,451 |
1,017 |
8.2% |
158 |
1.3% |
97% |
True |
False |
82,578 |
| 60 |
12,468 |
11,451 |
1,017 |
8.2% |
142 |
1.1% |
97% |
True |
False |
55,075 |
| 80 |
12,468 |
11,410 |
1,058 |
8.5% |
128 |
1.0% |
97% |
True |
False |
41,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,795 |
|
2.618 |
12,670 |
|
1.618 |
12,593 |
|
1.000 |
12,545 |
|
0.618 |
12,516 |
|
HIGH |
12,468 |
|
0.618 |
12,439 |
|
0.500 |
12,430 |
|
0.382 |
12,421 |
|
LOW |
12,391 |
|
0.618 |
12,344 |
|
1.000 |
12,314 |
|
1.618 |
12,267 |
|
2.618 |
12,190 |
|
4.250 |
12,064 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,433 |
12,382 |
| PP |
12,431 |
12,331 |
| S1 |
12,430 |
12,279 |
|