Trading Metrics calculated at close of trading on 08-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,185.75 |
1,178.50 |
-7.25 |
-0.6% |
1,164.75 |
High |
1,186.25 |
1,185.00 |
-1.25 |
-0.1% |
1,177.50 |
Low |
1,173.25 |
1,171.00 |
-2.25 |
-0.2% |
1,161.25 |
Close |
1,179.00 |
1,183.75 |
4.75 |
0.4% |
1,173.75 |
Range |
13.00 |
14.00 |
1.00 |
7.7% |
16.25 |
ATR |
12.01 |
12.15 |
0.14 |
1.2% |
0.00 |
Volume |
1,395,387 |
2,171,684 |
776,297 |
55.6% |
7,367,973 |
|
Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.00 |
1,216.75 |
1,191.50 |
|
R3 |
1,208.00 |
1,202.75 |
1,187.50 |
|
R2 |
1,194.00 |
1,194.00 |
1,186.25 |
|
R1 |
1,188.75 |
1,188.75 |
1,185.00 |
1,191.50 |
PP |
1,180.00 |
1,180.00 |
1,180.00 |
1,181.25 |
S1 |
1,174.75 |
1,174.75 |
1,182.50 |
1,177.50 |
S2 |
1,166.00 |
1,166.00 |
1,181.25 |
|
S3 |
1,152.00 |
1,160.75 |
1,180.00 |
|
S4 |
1,138.00 |
1,146.75 |
1,176.00 |
|
|
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 |
1,188.00 |
1,165.75 |
22.25 |
1.9% |
11.75 |
1.0% |
81% |
False |
False |
1,362,613 |
10 |
1,188.00 |
1,156.50 |
31.50 |
2.7% |
11.50 |
1.0% |
87% |
False |
False |
1,641,961 |
20 |
1,188.00 |
1,134.00 |
54.00 |
4.6% |
11.50 |
1.0% |
92% |
False |
False |
1,680,596 |
40 |
1,188.00 |
1,051.75 |
136.25 |
11.5% |
12.50 |
1.1% |
97% |
False |
False |
849,864 |
60 |
1,188.00 |
1,036.25 |
151.75 |
12.8% |
15.00 |
1.3% |
97% |
False |
False |
567,198 |
80 |
1,188.00 |
1,036.25 |
151.75 |
12.8% |
13.75 |
1.2% |
97% |
False |
False |
425,533 |
100 |
1,188.00 |
1,036.25 |
151.75 |
12.8% |
13.50 |
1.1% |
97% |
False |
False |
340,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,244.50 |
2.618 |
1,221.75 |
1.618 |
1,207.75 |
1.000 |
1,199.00 |
0.618 |
1,193.75 |
HIGH |
1,185.00 |
0.618 |
1,179.75 |
0.500 |
1,178.00 |
0.382 |
1,176.25 |
LOW |
1,171.00 |
0.618 |
1,162.25 |
1.000 |
1,157.00 |
1.618 |
1,148.25 |
2.618 |
1,134.25 |
4.250 |
1,111.50 |
|
|
Fisher Pivots for day following 08-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,181.75 |
1,182.25 |
PP |
1,180.00 |
1,181.00 |
S1 |
1,178.00 |
1,179.50 |
|