Trading Metrics calculated at close of trading on 06-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
6,194.0 |
6,260.0 |
66.0 |
1.1% |
6,145.5 |
High |
6,249.0 |
6,273.5 |
24.5 |
0.4% |
6,249.0 |
Low |
6,183.5 |
6,220.5 |
37.0 |
0.6% |
6,115.0 |
Close |
6,229.5 |
6,253.0 |
23.5 |
0.4% |
6,229.5 |
Range |
65.5 |
53.0 |
-12.5 |
-19.1% |
134.0 |
ATR |
77.7 |
75.9 |
-1.8 |
-2.3% |
0.0 |
Volume |
119,540 |
95,659 |
-23,881 |
-20.0% |
473,103 |
|
Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,408.0 |
6,383.5 |
6,282.2 |
|
R3 |
6,355.0 |
6,330.5 |
6,267.6 |
|
R2 |
6,302.0 |
6,302.0 |
6,262.7 |
|
R1 |
6,277.5 |
6,277.5 |
6,257.9 |
6,263.3 |
PP |
6,249.0 |
6,249.0 |
6,249.0 |
6,241.9 |
S1 |
6,224.5 |
6,224.5 |
6,248.1 |
6,210.3 |
S2 |
6,196.0 |
6,196.0 |
6,243.3 |
|
S3 |
6,143.0 |
6,171.5 |
6,238.4 |
|
S4 |
6,090.0 |
6,118.5 |
6,223.9 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,599.8 |
6,548.7 |
6,303.2 |
|
R3 |
6,465.8 |
6,414.7 |
6,266.4 |
|
R2 |
6,331.8 |
6,331.8 |
6,254.1 |
|
R1 |
6,280.7 |
6,280.7 |
6,241.8 |
6,306.3 |
PP |
6,197.8 |
6,197.8 |
6,197.8 |
6,210.6 |
S1 |
6,146.7 |
6,146.7 |
6,217.2 |
6,172.3 |
S2 |
6,063.8 |
6,063.8 |
6,204.9 |
|
S3 |
5,929.8 |
6,012.7 |
6,192.7 |
|
S4 |
5,795.8 |
5,878.7 |
6,155.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,273.5 |
6,115.0 |
158.5 |
2.5% |
59.2 |
0.9% |
87% |
True |
False |
113,752 |
10 |
6,273.5 |
5,917.5 |
356.0 |
5.7% |
68.3 |
1.1% |
94% |
True |
False |
129,195 |
20 |
6,273.5 |
5,846.5 |
427.0 |
6.8% |
63.6 |
1.0% |
95% |
True |
False |
85,955 |
40 |
6,273.5 |
5,433.0 |
840.5 |
13.4% |
75.2 |
1.2% |
98% |
True |
False |
43,303 |
60 |
6,273.5 |
5,400.0 |
873.5 |
14.0% |
89.1 |
1.4% |
98% |
True |
False |
29,011 |
80 |
6,273.5 |
5,400.0 |
873.5 |
14.0% |
84.0 |
1.3% |
98% |
True |
False |
22,068 |
100 |
6,273.5 |
5,400.0 |
873.5 |
14.0% |
80.7 |
1.3% |
98% |
True |
False |
17,693 |
120 |
6,273.5 |
5,330.5 |
943.0 |
15.1% |
82.5 |
1.3% |
98% |
True |
False |
14,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,498.8 |
2.618 |
6,412.3 |
1.618 |
6,359.3 |
1.000 |
6,326.5 |
0.618 |
6,306.3 |
HIGH |
6,273.5 |
0.618 |
6,253.3 |
0.500 |
6,247.0 |
0.382 |
6,240.7 |
LOW |
6,220.5 |
0.618 |
6,187.7 |
1.000 |
6,167.5 |
1.618 |
6,134.7 |
2.618 |
6,081.7 |
4.250 |
5,995.3 |
|
|
Fisher Pivots for day following 06-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
6,251.0 |
6,233.4 |
PP |
6,249.0 |
6,213.8 |
S1 |
6,247.0 |
6,194.3 |
|