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 |
1,499.3 |
1,498.0 |
-1.3 |
-0.1% |
1,481.0 |
High |
1,503.0 |
1,509.8 |
6.8 |
0.5% |
1,492.0 |
Low |
1,492.7 |
1,498.0 |
5.3 |
0.4% |
1,450.0 |
Close |
1,498.3 |
1,502.1 |
3.8 |
0.3% |
1,489.4 |
Range |
10.3 |
11.8 |
1.5 |
14.6% |
42.0 |
ATR |
17.1 |
16.7 |
-0.4 |
-2.2% |
0.0 |
Volume |
2,447 |
808 |
-1,639 |
-67.0% |
13,979 |
|
Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,538.7 |
1,532.2 |
1,508.6 |
|
R3 |
1,526.9 |
1,520.4 |
1,505.3 |
|
R2 |
1,515.1 |
1,515.1 |
1,504.3 |
|
R1 |
1,508.6 |
1,508.6 |
1,503.2 |
1,511.9 |
PP |
1,503.3 |
1,503.3 |
1,503.3 |
1,504.9 |
S1 |
1,496.8 |
1,496.8 |
1,501.0 |
1,500.1 |
S2 |
1,491.5 |
1,491.5 |
1,499.9 |
|
S3 |
1,479.7 |
1,485.0 |
1,498.9 |
|
S4 |
1,467.9 |
1,473.2 |
1,495.6 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,603.1 |
1,588.3 |
1,512.5 |
|
R3 |
1,561.1 |
1,546.3 |
1,501.0 |
|
R2 |
1,519.1 |
1,519.1 |
1,497.1 |
|
R1 |
1,504.3 |
1,504.3 |
1,493.3 |
1,511.7 |
PP |
1,477.1 |
1,477.1 |
1,477.1 |
1,480.9 |
S1 |
1,462.3 |
1,462.3 |
1,485.6 |
1,469.7 |
S2 |
1,435.1 |
1,435.1 |
1,481.7 |
|
S3 |
1,393.1 |
1,420.3 |
1,477.9 |
|
S4 |
1,351.1 |
1,378.3 |
1,466.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,509.8 |
1,457.9 |
51.9 |
3.5% |
15.9 |
1.1% |
85% |
True |
False |
2,201 |
10 |
1,509.8 |
1,450.0 |
59.8 |
4.0% |
16.0 |
1.1% |
87% |
True |
False |
2,239 |
20 |
1,509.8 |
1,416.8 |
93.0 |
6.2% |
16.6 |
1.1% |
92% |
True |
False |
2,060 |
40 |
1,509.8 |
1,387.1 |
122.7 |
8.2% |
16.9 |
1.1% |
94% |
True |
False |
1,637 |
60 |
1,509.8 |
1,317.4 |
192.4 |
12.8% |
17.1 |
1.1% |
96% |
True |
False |
1,502 |
80 |
1,509.8 |
1,317.4 |
192.4 |
12.8% |
17.0 |
1.1% |
96% |
True |
False |
1,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,560.0 |
2.618 |
1,540.7 |
1.618 |
1,528.9 |
1.000 |
1,521.6 |
0.618 |
1,517.1 |
HIGH |
1,509.8 |
0.618 |
1,505.3 |
0.500 |
1,503.9 |
0.382 |
1,502.5 |
LOW |
1,498.0 |
0.618 |
1,490.7 |
1.000 |
1,486.2 |
1.618 |
1,478.9 |
2.618 |
1,467.1 |
4.250 |
1,447.9 |
|
|
Fisher Pivots for day following 20-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,503.9 |
1,500.0 |
PP |
1,503.3 |
1,497.9 |
S1 |
1,502.7 |
1,495.8 |
|