| Trading Metrics calculated at close of trading on 26-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
12,432 |
12,426 |
-6 |
0.0% |
12,299 |
| High |
12,469 |
12,560 |
91 |
0.7% |
12,468 |
| Low |
12,390 |
12,397 |
7 |
0.1% |
12,036 |
| Close |
12,427 |
12,518 |
91 |
0.7% |
12,434 |
| Range |
79 |
163 |
84 |
106.3% |
432 |
| ATR |
138 |
140 |
2 |
1.3% |
0 |
| Volume |
67,200 |
88,870 |
21,670 |
32.2% |
418,217 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,981 |
12,912 |
12,608 |
|
| R3 |
12,818 |
12,749 |
12,563 |
|
| R2 |
12,655 |
12,655 |
12,548 |
|
| R1 |
12,586 |
12,586 |
12,533 |
12,621 |
| PP |
12,492 |
12,492 |
12,492 |
12,509 |
| S1 |
12,423 |
12,423 |
12,503 |
12,458 |
| S2 |
12,329 |
12,329 |
12,488 |
|
| S3 |
12,166 |
12,260 |
12,473 |
|
| S4 |
12,003 |
12,097 |
12,428 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,609 |
13,453 |
12,672 |
|
| R3 |
13,177 |
13,021 |
12,553 |
|
| R2 |
12,745 |
12,745 |
12,513 |
|
| R1 |
12,589 |
12,589 |
12,474 |
12,667 |
| PP |
12,313 |
12,313 |
12,313 |
12,352 |
| S1 |
12,157 |
12,157 |
12,395 |
12,235 |
| S2 |
11,881 |
11,881 |
12,355 |
|
| S3 |
11,449 |
11,725 |
12,315 |
|
| S4 |
11,017 |
11,293 |
12,197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,560 |
12,090 |
470 |
3.8% |
140 |
1.1% |
91% |
True |
False |
85,505 |
| 10 |
12,560 |
12,036 |
524 |
4.2% |
151 |
1.2% |
92% |
True |
False |
98,906 |
| 20 |
12,560 |
12,036 |
524 |
4.2% |
125 |
1.0% |
92% |
True |
False |
91,268 |
| 40 |
12,560 |
11,451 |
1,109 |
8.9% |
158 |
1.3% |
96% |
True |
False |
86,450 |
| 60 |
12,560 |
11,451 |
1,109 |
8.9% |
142 |
1.1% |
96% |
True |
False |
57,675 |
| 80 |
12,560 |
11,410 |
1,150 |
9.2% |
130 |
1.0% |
96% |
True |
False |
43,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,253 |
|
2.618 |
12,987 |
|
1.618 |
12,824 |
|
1.000 |
12,723 |
|
0.618 |
12,661 |
|
HIGH |
12,560 |
|
0.618 |
12,498 |
|
0.500 |
12,479 |
|
0.382 |
12,459 |
|
LOW |
12,397 |
|
0.618 |
12,296 |
|
1.000 |
12,234 |
|
1.618 |
12,133 |
|
2.618 |
11,970 |
|
4.250 |
11,704 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,505 |
12,504 |
| PP |
12,492 |
12,489 |
| S1 |
12,479 |
12,475 |
|