Trading Metrics calculated at close of trading on 07-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,183.00 |
1,185.75 |
2.75 |
0.2% |
1,164.75 |
High |
1,188.00 |
1,186.25 |
-1.75 |
-0.1% |
1,177.50 |
Low |
1,177.25 |
1,173.25 |
-4.00 |
-0.3% |
1,161.25 |
Close |
1,185.75 |
1,179.00 |
-6.75 |
-0.6% |
1,173.75 |
Range |
10.75 |
13.00 |
2.25 |
20.9% |
16.25 |
ATR |
11.93 |
12.01 |
0.08 |
0.6% |
0.00 |
Volume |
1,025,888 |
1,395,387 |
369,499 |
36.0% |
7,367,973 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,218.50 |
1,211.75 |
1,186.25 |
|
R3 |
1,205.50 |
1,198.75 |
1,182.50 |
|
R2 |
1,192.50 |
1,192.50 |
1,181.50 |
|
R1 |
1,185.75 |
1,185.75 |
1,180.25 |
1,182.50 |
PP |
1,179.50 |
1,179.50 |
1,179.50 |
1,178.00 |
S1 |
1,172.75 |
1,172.75 |
1,177.75 |
1,169.50 |
S2 |
1,166.50 |
1,166.50 |
1,176.50 |
|
S3 |
1,153.50 |
1,159.75 |
1,175.50 |
|
S4 |
1,140.50 |
1,146.75 |
1,171.75 |
|
|
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% |
10.75 |
0.9% |
66% |
False |
False |
1,256,872 |
10 |
1,188.00 |
1,156.50 |
31.50 |
2.7% |
11.00 |
0.9% |
71% |
False |
False |
1,610,433 |
20 |
1,188.00 |
1,133.50 |
54.50 |
4.6% |
11.25 |
1.0% |
83% |
False |
False |
1,577,414 |
40 |
1,188.00 |
1,049.75 |
138.25 |
11.7% |
12.75 |
1.1% |
93% |
False |
False |
795,628 |
60 |
1,188.00 |
1,036.25 |
151.75 |
12.9% |
15.00 |
1.3% |
94% |
False |
False |
531,022 |
80 |
1,188.00 |
1,036.25 |
151.75 |
12.9% |
14.00 |
1.2% |
94% |
False |
False |
398,387 |
100 |
1,188.00 |
1,036.25 |
151.75 |
12.9% |
13.50 |
1.1% |
94% |
False |
False |
318,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,241.50 |
2.618 |
1,220.25 |
1.618 |
1,207.25 |
1.000 |
1,199.25 |
0.618 |
1,194.25 |
HIGH |
1,186.25 |
0.618 |
1,181.25 |
0.500 |
1,179.75 |
0.382 |
1,178.25 |
LOW |
1,173.25 |
0.618 |
1,165.25 |
1.000 |
1,160.25 |
1.618 |
1,152.25 |
2.618 |
1,139.25 |
4.250 |
1,118.00 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,179.75 |
1,180.50 |
PP |
1,179.50 |
1,180.00 |
S1 |
1,179.25 |
1,179.50 |
|