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 |
1,178.75 |
1,183.00 |
4.25 |
0.4% |
1,164.75 |
High |
1,183.75 |
1,188.00 |
4.25 |
0.4% |
1,177.50 |
Low |
1,174.50 |
1,177.25 |
2.75 |
0.2% |
1,161.25 |
Close |
1,183.00 |
1,185.75 |
2.75 |
0.2% |
1,173.75 |
Range |
9.25 |
10.75 |
1.50 |
16.2% |
16.25 |
ATR |
12.02 |
11.93 |
-0.09 |
-0.8% |
0.00 |
Volume |
110,822 |
1,025,888 |
915,066 |
825.7% |
7,367,973 |
|
Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,216.00 |
1,211.50 |
1,191.75 |
|
R3 |
1,205.25 |
1,200.75 |
1,188.75 |
|
R2 |
1,194.50 |
1,194.50 |
1,187.75 |
|
R1 |
1,190.00 |
1,190.00 |
1,186.75 |
1,192.25 |
PP |
1,183.75 |
1,183.75 |
1,183.75 |
1,184.75 |
S1 |
1,179.25 |
1,179.25 |
1,184.75 |
1,181.50 |
S2 |
1,173.00 |
1,173.00 |
1,183.75 |
|
S3 |
1,162.25 |
1,168.50 |
1,182.75 |
|
S4 |
1,151.50 |
1,157.75 |
1,179.75 |
|
|
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 |
1,188.00 |
1,161.25 |
26.75 |
2.3% |
10.00 |
0.9% |
92% |
True |
False |
1,268,656 |
10 |
1,188.00 |
1,156.50 |
31.50 |
2.7% |
10.75 |
0.9% |
93% |
True |
False |
1,662,475 |
20 |
1,188.00 |
1,127.00 |
61.00 |
5.1% |
11.25 |
0.9% |
96% |
True |
False |
1,510,161 |
40 |
1,188.00 |
1,048.00 |
140.00 |
11.8% |
12.75 |
1.1% |
98% |
True |
False |
760,821 |
60 |
1,188.00 |
1,036.25 |
151.75 |
12.8% |
15.00 |
1.3% |
99% |
True |
False |
507,785 |
80 |
1,188.00 |
1,036.25 |
151.75 |
12.8% |
13.75 |
1.2% |
99% |
True |
False |
380,945 |
100 |
1,188.00 |
1,036.25 |
151.75 |
12.8% |
13.50 |
1.1% |
99% |
True |
False |
304,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,233.75 |
2.618 |
1,216.25 |
1.618 |
1,205.50 |
1.000 |
1,198.75 |
0.618 |
1,194.75 |
HIGH |
1,188.00 |
0.618 |
1,184.00 |
0.500 |
1,182.50 |
0.382 |
1,181.25 |
LOW |
1,177.25 |
0.618 |
1,170.50 |
1.000 |
1,166.50 |
1.618 |
1,159.75 |
2.618 |
1,149.00 |
4.250 |
1,131.50 |
|
|
Fisher Pivots for day following 06-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,184.75 |
1,182.75 |
PP |
1,183.75 |
1,179.75 |
S1 |
1,182.50 |
1,177.00 |
|