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 |
1,167.00 |
1,178.75 |
11.75 |
1.0% |
1,164.75 |
High |
1,177.50 |
1,183.75 |
6.25 |
0.5% |
1,177.50 |
Low |
1,165.75 |
1,174.50 |
8.75 |
0.8% |
1,161.25 |
Close |
1,173.75 |
1,183.00 |
9.25 |
0.8% |
1,173.75 |
Range |
11.75 |
9.25 |
-2.50 |
-21.3% |
16.25 |
ATR |
12.18 |
12.02 |
-0.16 |
-1.3% |
0.00 |
Volume |
2,109,287 |
110,822 |
-1,998,465 |
-94.7% |
7,367,973 |
|
Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,208.25 |
1,204.75 |
1,188.00 |
|
R3 |
1,199.00 |
1,195.50 |
1,185.50 |
|
R2 |
1,189.75 |
1,189.75 |
1,184.75 |
|
R1 |
1,186.25 |
1,186.25 |
1,183.75 |
1,188.00 |
PP |
1,180.50 |
1,180.50 |
1,180.50 |
1,181.25 |
S1 |
1,177.00 |
1,177.00 |
1,182.25 |
1,178.75 |
S2 |
1,171.25 |
1,171.25 |
1,181.25 |
|
S3 |
1,162.00 |
1,167.75 |
1,180.50 |
|
S4 |
1,152.75 |
1,158.50 |
1,178.00 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,219.50 |
1,213.00 |
1,182.75 |
|
R3 |
1,203.25 |
1,196.75 |
1,178.25 |
|
R2 |
1,187.00 |
1,187.00 |
1,176.75 |
|
R1 |
1,180.50 |
1,180.50 |
1,175.25 |
1,183.75 |
PP |
1,170.75 |
1,170.75 |
1,170.75 |
1,172.50 |
S1 |
1,164.25 |
1,164.25 |
1,172.25 |
1,167.50 |
S2 |
1,154.50 |
1,154.50 |
1,170.75 |
|
S3 |
1,138.25 |
1,148.00 |
1,169.25 |
|
S4 |
1,122.00 |
1,131.75 |
1,164.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,183.75 |
1,161.25 |
22.50 |
1.9% |
9.25 |
0.8% |
97% |
True |
False |
1,495,759 |
10 |
1,183.75 |
1,146.75 |
37.00 |
3.1% |
11.25 |
1.0% |
98% |
True |
False |
1,776,479 |
20 |
1,183.75 |
1,127.00 |
56.75 |
4.8% |
11.00 |
0.9% |
99% |
True |
False |
1,460,726 |
40 |
1,183.75 |
1,036.25 |
147.50 |
12.5% |
13.00 |
1.1% |
99% |
True |
False |
735,221 |
60 |
1,183.75 |
1,036.25 |
147.50 |
12.5% |
15.00 |
1.3% |
99% |
True |
False |
490,706 |
80 |
1,183.75 |
1,036.25 |
147.50 |
12.5% |
13.75 |
1.2% |
99% |
True |
False |
368,121 |
100 |
1,183.75 |
1,036.25 |
147.50 |
12.5% |
13.50 |
1.1% |
99% |
True |
False |
294,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,223.00 |
2.618 |
1,208.00 |
1.618 |
1,198.75 |
1.000 |
1,193.00 |
0.618 |
1,189.50 |
HIGH |
1,183.75 |
0.618 |
1,180.25 |
0.500 |
1,179.00 |
0.382 |
1,178.00 |
LOW |
1,174.50 |
0.618 |
1,168.75 |
1.000 |
1,165.25 |
1.618 |
1,159.50 |
2.618 |
1,150.25 |
4.250 |
1,135.25 |
|
|
Fisher Pivots for day following 05-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,181.75 |
1,179.50 |
PP |
1,180.50 |
1,176.00 |
S1 |
1,179.00 |
1,172.50 |
|