Trading Metrics calculated at close of trading on 01-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,103.1 |
1,112.9 |
9.8 |
0.9% |
1,108.0 |
High |
1,118.7 |
1,127.7 |
9.0 |
0.8% |
1,109.8 |
Low |
1,102.0 |
1,111.3 |
9.3 |
0.8% |
1,084.8 |
Close |
1,113.3 |
1,125.1 |
11.8 |
1.1% |
1,104.3 |
Range |
16.7 |
16.4 |
-0.3 |
-1.8% |
25.0 |
ATR |
17.5 |
17.4 |
-0.1 |
-0.4% |
0.0 |
Volume |
56,533 |
5,950 |
-50,583 |
-89.5% |
819,098 |
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,170.6 |
1,164.2 |
1,134.1 |
|
R3 |
1,154.2 |
1,147.8 |
1,129.6 |
|
R2 |
1,137.8 |
1,137.8 |
1,128.1 |
|
R1 |
1,131.4 |
1,131.4 |
1,126.6 |
1,134.6 |
PP |
1,121.4 |
1,121.4 |
1,121.4 |
1,123.0 |
S1 |
1,115.0 |
1,115.0 |
1,123.6 |
1,118.2 |
S2 |
1,105.0 |
1,105.0 |
1,122.1 |
|
S3 |
1,088.6 |
1,098.6 |
1,120.6 |
|
S4 |
1,072.2 |
1,082.2 |
1,116.1 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,174.6 |
1,164.5 |
1,118.1 |
|
R3 |
1,149.6 |
1,139.5 |
1,111.2 |
|
R2 |
1,124.6 |
1,124.6 |
1,108.9 |
|
R1 |
1,114.5 |
1,114.5 |
1,106.6 |
1,107.1 |
PP |
1,099.6 |
1,099.6 |
1,099.6 |
1,095.9 |
S1 |
1,089.5 |
1,089.5 |
1,102.0 |
1,082.1 |
S2 |
1,074.6 |
1,074.6 |
1,099.7 |
|
S3 |
1,049.6 |
1,064.5 |
1,097.4 |
|
S4 |
1,024.6 |
1,039.5 |
1,090.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,127.7 |
1,088.5 |
39.2 |
3.5% |
15.5 |
1.4% |
93% |
True |
False |
111,657 |
10 |
1,127.7 |
1,084.8 |
42.9 |
3.8% |
16.6 |
1.5% |
94% |
True |
False |
134,204 |
20 |
1,141.2 |
1,084.8 |
56.4 |
5.0% |
16.5 |
1.5% |
71% |
False |
False |
142,078 |
40 |
1,145.8 |
1,044.5 |
101.3 |
9.0% |
19.5 |
1.7% |
80% |
False |
False |
159,159 |
60 |
1,166.7 |
1,044.5 |
122.2 |
10.9% |
20.1 |
1.8% |
66% |
False |
False |
128,197 |
80 |
1,171.3 |
1,044.5 |
126.8 |
11.3% |
20.7 |
1.8% |
64% |
False |
False |
97,408 |
100 |
1,229.0 |
1,044.5 |
184.5 |
16.4% |
21.0 |
1.9% |
44% |
False |
False |
78,657 |
120 |
1,229.0 |
1,029.0 |
200.0 |
17.8% |
20.2 |
1.8% |
48% |
False |
False |
65,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,197.4 |
2.618 |
1,170.6 |
1.618 |
1,154.2 |
1.000 |
1,144.1 |
0.618 |
1,137.8 |
HIGH |
1,127.7 |
0.618 |
1,121.4 |
0.500 |
1,119.5 |
0.382 |
1,117.6 |
LOW |
1,111.3 |
0.618 |
1,101.2 |
1.000 |
1,094.9 |
1.618 |
1,084.8 |
2.618 |
1,068.4 |
4.250 |
1,041.6 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,123.2 |
1,121.6 |
PP |
1,121.4 |
1,118.1 |
S1 |
1,119.5 |
1,114.6 |
|