Trading Metrics calculated at close of trading on 06-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,122.3 |
1,130.8 |
8.5 |
0.8% |
1,110.4 |
High |
1,133.3 |
1,138.5 |
5.2 |
0.5% |
1,127.7 |
Low |
1,119.9 |
1,122.7 |
2.8 |
0.3% |
1,101.5 |
Close |
1,132.9 |
1,135.1 |
2.2 |
0.2% |
1,125.1 |
Range |
13.4 |
15.8 |
2.4 |
17.9% |
26.2 |
ATR |
17.1 |
17.0 |
-0.1 |
-0.5% |
0.0 |
Volume |
0 |
567 |
567 |
|
398,951 |
|
Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,179.5 |
1,173.1 |
1,143.8 |
|
R3 |
1,163.7 |
1,157.3 |
1,139.4 |
|
R2 |
1,147.9 |
1,147.9 |
1,138.0 |
|
R1 |
1,141.5 |
1,141.5 |
1,136.5 |
1,144.7 |
PP |
1,132.1 |
1,132.1 |
1,132.1 |
1,133.7 |
S1 |
1,125.7 |
1,125.7 |
1,133.7 |
1,128.9 |
S2 |
1,116.3 |
1,116.3 |
1,132.2 |
|
S3 |
1,100.5 |
1,109.9 |
1,130.8 |
|
S4 |
1,084.7 |
1,094.1 |
1,126.4 |
|
|
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 |
1,138.5 |
1,101.5 |
37.0 |
3.3% |
14.7 |
1.3% |
91% |
True |
False |
44,356 |
10 |
1,138.5 |
1,084.8 |
53.7 |
4.7% |
15.2 |
1.3% |
94% |
True |
False |
104,212 |
20 |
1,138.5 |
1,084.8 |
53.7 |
4.7% |
16.3 |
1.4% |
94% |
True |
False |
126,897 |
40 |
1,145.8 |
1,061.8 |
84.0 |
7.4% |
18.2 |
1.6% |
87% |
False |
False |
148,189 |
60 |
1,166.7 |
1,044.5 |
122.2 |
10.8% |
20.0 |
1.8% |
74% |
False |
False |
127,799 |
80 |
1,166.7 |
1,044.5 |
122.2 |
10.8% |
20.1 |
1.8% |
74% |
False |
False |
97,264 |
100 |
1,229.0 |
1,044.5 |
184.5 |
16.3% |
21.1 |
1.9% |
49% |
False |
False |
78,622 |
120 |
1,229.0 |
1,029.0 |
200.0 |
17.6% |
20.2 |
1.8% |
53% |
False |
False |
65,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,205.7 |
2.618 |
1,179.9 |
1.618 |
1,164.1 |
1.000 |
1,154.3 |
0.618 |
1,148.3 |
HIGH |
1,138.5 |
0.618 |
1,132.5 |
0.500 |
1,130.6 |
0.382 |
1,128.7 |
LOW |
1,122.7 |
0.618 |
1,112.9 |
1.000 |
1,106.9 |
1.618 |
1,097.1 |
2.618 |
1,081.3 |
4.250 |
1,055.6 |
|
|
Fisher Pivots for day following 06-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,133.6 |
1,131.7 |
PP |
1,132.1 |
1,128.3 |
S1 |
1,130.6 |
1,124.9 |
|