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 |
1,955.75 |
1,964.00 |
8.25 |
0.4% |
1,952.00 |
High |
1,977.25 |
1,978.75 |
1.50 |
0.1% |
1,977.25 |
Low |
1,940.75 |
1,955.25 |
14.50 |
0.7% |
1,940.75 |
Close |
1,952.00 |
1,973.50 |
21.50 |
1.1% |
1,952.00 |
Range |
36.50 |
23.50 |
-13.00 |
-35.6% |
36.50 |
ATR |
23.04 |
23.31 |
0.26 |
1.1% |
0.00 |
Volume |
232,539 |
7,939 |
-224,600 |
-96.6% |
971,260 |
|
Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,039.75 |
2,030.00 |
1,986.50 |
|
R3 |
2,016.25 |
2,006.50 |
1,980.00 |
|
R2 |
1,992.75 |
1,992.75 |
1,977.75 |
|
R1 |
1,983.00 |
1,983.00 |
1,975.75 |
1,988.00 |
PP |
1,969.25 |
1,969.25 |
1,969.25 |
1,971.50 |
S1 |
1,959.50 |
1,959.50 |
1,971.25 |
1,964.50 |
S2 |
1,945.75 |
1,945.75 |
1,969.25 |
|
S3 |
1,922.25 |
1,936.00 |
1,967.00 |
|
S4 |
1,898.75 |
1,912.50 |
1,960.50 |
|
|
Weekly Pivots for week ending 02-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 |
1,970.25 |
PP |
1,956.75 |
1,956.75 |
1,956.75 |
1,955.50 |
S1 |
1,936.00 |
1,936.00 |
1,948.75 |
1,933.75 |
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,978.75 |
1,940.75 |
38.00 |
1.9% |
21.75 |
1.1% |
86% |
True |
False |
195,839 |
10 |
1,978.75 |
1,919.00 |
59.75 |
3.0% |
23.50 |
1.2% |
91% |
True |
False |
230,944 |
20 |
1,978.75 |
1,879.00 |
99.75 |
5.1% |
21.00 |
1.1% |
95% |
True |
False |
191,796 |
40 |
1,978.75 |
1,708.50 |
270.25 |
13.7% |
23.50 |
1.2% |
98% |
True |
False |
96,184 |
60 |
1,978.75 |
1,708.50 |
270.25 |
13.7% |
27.50 |
1.4% |
98% |
True |
False |
64,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,078.50 |
2.618 |
2,040.25 |
1.618 |
2,016.75 |
1.000 |
2,002.25 |
0.618 |
1,993.25 |
HIGH |
1,978.75 |
0.618 |
1,969.75 |
0.500 |
1,967.00 |
0.382 |
1,964.25 |
LOW |
1,955.25 |
0.618 |
1,940.75 |
1.000 |
1,931.75 |
1.618 |
1,917.25 |
2.618 |
1,893.75 |
4.250 |
1,855.50 |
|
|
Fisher Pivots for day following 05-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,971.25 |
1,969.00 |
PP |
1,969.25 |
1,964.25 |
S1 |
1,967.00 |
1,959.75 |
|