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 |
1,169.00 |
1,167.00 |
-2.00 |
-0.2% |
1,153.25 |
High |
1,170.50 |
1,177.50 |
7.00 |
0.6% |
1,176.50 |
Low |
1,161.25 |
1,165.75 |
4.50 |
0.4% |
1,146.75 |
Close |
1,165.25 |
1,173.75 |
8.50 |
0.7% |
1,163.50 |
Range |
9.25 |
11.75 |
2.50 |
27.0% |
29.75 |
ATR |
12.17 |
12.18 |
0.01 |
0.0% |
0.00 |
Volume |
1,642,976 |
2,109,287 |
466,311 |
28.4% |
10,285,997 |
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,207.50 |
1,202.50 |
1,180.25 |
|
R3 |
1,195.75 |
1,190.75 |
1,177.00 |
|
R2 |
1,184.00 |
1,184.00 |
1,176.00 |
|
R1 |
1,179.00 |
1,179.00 |
1,174.75 |
1,181.50 |
PP |
1,172.25 |
1,172.25 |
1,172.25 |
1,173.50 |
S1 |
1,167.25 |
1,167.25 |
1,172.75 |
1,169.75 |
S2 |
1,160.50 |
1,160.50 |
1,171.50 |
|
S3 |
1,148.75 |
1,155.50 |
1,170.50 |
|
S4 |
1,137.00 |
1,143.75 |
1,167.25 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,251.50 |
1,237.25 |
1,179.75 |
|
R3 |
1,221.75 |
1,207.50 |
1,171.75 |
|
R2 |
1,192.00 |
1,192.00 |
1,169.00 |
|
R1 |
1,177.75 |
1,177.75 |
1,166.25 |
1,185.00 |
PP |
1,162.25 |
1,162.25 |
1,162.25 |
1,165.75 |
S1 |
1,148.00 |
1,148.00 |
1,160.75 |
1,155.00 |
S2 |
1,132.50 |
1,132.50 |
1,158.00 |
|
S3 |
1,102.75 |
1,118.25 |
1,155.25 |
|
S4 |
1,073.00 |
1,088.50 |
1,147.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,177.50 |
1,156.50 |
21.00 |
1.8% |
10.25 |
0.9% |
82% |
True |
False |
1,944,689 |
10 |
1,177.50 |
1,146.75 |
30.75 |
2.6% |
12.00 |
1.0% |
88% |
True |
False |
1,947,361 |
20 |
1,177.50 |
1,117.00 |
60.50 |
5.2% |
11.50 |
1.0% |
94% |
True |
False |
1,456,585 |
40 |
1,177.50 |
1,036.25 |
141.25 |
12.0% |
13.75 |
1.2% |
97% |
True |
False |
732,476 |
60 |
1,177.50 |
1,036.25 |
141.25 |
12.0% |
15.00 |
1.3% |
97% |
True |
False |
488,871 |
80 |
1,177.50 |
1,036.25 |
141.25 |
12.0% |
14.00 |
1.2% |
97% |
True |
False |
366,736 |
100 |
1,177.50 |
1,036.25 |
141.25 |
12.0% |
13.50 |
1.2% |
97% |
True |
False |
293,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,227.50 |
2.618 |
1,208.25 |
1.618 |
1,196.50 |
1.000 |
1,189.25 |
0.618 |
1,184.75 |
HIGH |
1,177.50 |
0.618 |
1,173.00 |
0.500 |
1,171.50 |
0.382 |
1,170.25 |
LOW |
1,165.75 |
0.618 |
1,158.50 |
1.000 |
1,154.00 |
1.618 |
1,146.75 |
2.618 |
1,135.00 |
4.250 |
1,115.75 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,173.00 |
1,172.25 |
PP |
1,172.25 |
1,170.75 |
S1 |
1,171.50 |
1,169.50 |
|