Trading Metrics calculated at close of trading on 05-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,112.9 |
1,122.3 |
9.4 |
0.8% |
1,110.4 |
High |
1,127.7 |
1,133.3 |
5.6 |
0.5% |
1,127.7 |
Low |
1,111.3 |
1,119.9 |
8.6 |
0.8% |
1,101.5 |
Close |
1,125.1 |
1,132.9 |
7.8 |
0.7% |
1,125.1 |
Range |
16.4 |
13.4 |
-3.0 |
-18.3% |
26.2 |
ATR |
17.4 |
17.1 |
-0.3 |
-1.6% |
0.0 |
Volume |
5,950 |
0 |
-5,950 |
-100.0% |
398,951 |
|
Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,168.9 |
1,164.3 |
1,140.3 |
|
R3 |
1,155.5 |
1,150.9 |
1,136.6 |
|
R2 |
1,142.1 |
1,142.1 |
1,135.4 |
|
R1 |
1,137.5 |
1,137.5 |
1,134.1 |
1,139.8 |
PP |
1,128.7 |
1,128.7 |
1,128.7 |
1,129.9 |
S1 |
1,124.1 |
1,124.1 |
1,131.7 |
1,126.4 |
S2 |
1,115.3 |
1,115.3 |
1,130.4 |
|
S3 |
1,101.9 |
1,110.7 |
1,129.2 |
|
S4 |
1,088.5 |
1,097.3 |
1,125.5 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,196.7 |
1,187.1 |
1,139.5 |
|
R3 |
1,170.5 |
1,160.9 |
1,132.3 |
|
R2 |
1,144.3 |
1,144.3 |
1,129.9 |
|
R1 |
1,134.7 |
1,134.7 |
1,127.5 |
1,139.5 |
PP |
1,118.1 |
1,118.1 |
1,118.1 |
1,120.5 |
S1 |
1,108.5 |
1,108.5 |
1,122.7 |
1,113.3 |
S2 |
1,091.9 |
1,091.9 |
1,120.3 |
|
S3 |
1,065.7 |
1,082.3 |
1,117.9 |
|
S4 |
1,039.5 |
1,056.1 |
1,110.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,133.3 |
1,101.5 |
31.8 |
2.8% |
13.9 |
1.2% |
99% |
True |
False |
79,790 |
10 |
1,133.3 |
1,084.8 |
48.5 |
4.3% |
15.3 |
1.3% |
99% |
True |
False |
121,804 |
20 |
1,138.0 |
1,084.8 |
53.2 |
4.7% |
16.5 |
1.5% |
90% |
False |
False |
134,370 |
40 |
1,145.8 |
1,044.5 |
101.3 |
8.9% |
18.5 |
1.6% |
87% |
False |
False |
155,194 |
60 |
1,166.7 |
1,044.5 |
122.2 |
10.8% |
19.9 |
1.8% |
72% |
False |
False |
127,957 |
80 |
1,171.3 |
1,044.5 |
126.8 |
11.2% |
20.5 |
1.8% |
70% |
False |
False |
97,303 |
100 |
1,229.0 |
1,044.5 |
184.5 |
16.3% |
21.0 |
1.9% |
48% |
False |
False |
78,637 |
120 |
1,229.0 |
1,029.0 |
200.0 |
17.7% |
20.2 |
1.8% |
52% |
False |
False |
65,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,190.3 |
2.618 |
1,168.4 |
1.618 |
1,155.0 |
1.000 |
1,146.7 |
0.618 |
1,141.6 |
HIGH |
1,133.3 |
0.618 |
1,128.2 |
0.500 |
1,126.6 |
0.382 |
1,125.0 |
LOW |
1,119.9 |
0.618 |
1,111.6 |
1.000 |
1,106.5 |
1.618 |
1,098.2 |
2.618 |
1,084.8 |
4.250 |
1,063.0 |
|
|
Fisher Pivots for day following 05-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,130.8 |
1,127.8 |
PP |
1,128.7 |
1,122.7 |
S1 |
1,126.6 |
1,117.7 |
|