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 |
1,964.50 |
1,955.75 |
-8.75 |
-0.4% |
1,927.25 |
High |
1,967.50 |
1,977.25 |
9.75 |
0.5% |
1,974.25 |
Low |
1,952.50 |
1,940.75 |
-11.75 |
-0.6% |
1,919.00 |
Close |
1,955.75 |
1,952.00 |
-3.75 |
-0.2% |
1,951.75 |
Range |
15.00 |
36.50 |
21.50 |
143.3% |
55.25 |
ATR |
22.01 |
23.04 |
1.04 |
4.7% |
0.00 |
Volume |
230,739 |
232,539 |
1,800 |
0.8% |
1,330,244 |
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,066.25 |
2,045.50 |
1,972.00 |
|
R3 |
2,029.75 |
2,009.00 |
1,962.00 |
|
R2 |
1,993.25 |
1,993.25 |
1,958.75 |
|
R1 |
1,972.50 |
1,972.50 |
1,955.25 |
1,964.50 |
PP |
1,956.75 |
1,956.75 |
1,956.75 |
1,952.75 |
S1 |
1,936.00 |
1,936.00 |
1,948.75 |
1,928.00 |
S2 |
1,920.25 |
1,920.25 |
1,945.25 |
|
S3 |
1,883.75 |
1,899.50 |
1,942.00 |
|
S4 |
1,847.25 |
1,863.00 |
1,932.00 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,114.00 |
2,088.25 |
1,982.25 |
|
R3 |
2,058.75 |
2,033.00 |
1,967.00 |
|
R2 |
2,003.50 |
2,003.50 |
1,962.00 |
|
R1 |
1,977.75 |
1,977.75 |
1,956.75 |
1,990.50 |
PP |
1,948.25 |
1,948.25 |
1,948.25 |
1,954.75 |
S1 |
1,922.50 |
1,922.50 |
1,946.75 |
1,935.50 |
S2 |
1,893.00 |
1,893.00 |
1,941.50 |
|
S3 |
1,837.75 |
1,867.25 |
1,936.50 |
|
S4 |
1,782.50 |
1,812.00 |
1,921.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,977.25 |
1,939.25 |
38.00 |
1.9% |
22.00 |
1.1% |
34% |
True |
False |
254,482 |
10 |
1,977.25 |
1,919.00 |
58.25 |
3.0% |
23.75 |
1.2% |
57% |
True |
False |
254,680 |
20 |
1,977.25 |
1,855.25 |
122.00 |
6.3% |
21.50 |
1.1% |
79% |
True |
False |
191,483 |
40 |
1,977.25 |
1,708.50 |
268.75 |
13.8% |
24.50 |
1.3% |
91% |
True |
False |
96,030 |
60 |
1,977.25 |
1,708.50 |
268.75 |
13.8% |
27.50 |
1.4% |
91% |
True |
False |
64,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,132.50 |
2.618 |
2,072.75 |
1.618 |
2,036.25 |
1.000 |
2,013.75 |
0.618 |
1,999.75 |
HIGH |
1,977.25 |
0.618 |
1,963.25 |
0.500 |
1,959.00 |
0.382 |
1,954.75 |
LOW |
1,940.75 |
0.618 |
1,918.25 |
1.000 |
1,904.25 |
1.618 |
1,881.75 |
2.618 |
1,845.25 |
4.250 |
1,785.50 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,959.00 |
1,959.00 |
PP |
1,956.75 |
1,956.75 |
S1 |
1,954.25 |
1,954.25 |
|