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 |
1,114.6 |
1,122.0 |
7.4 |
0.7% |
1,111.0 |
High |
1,129.1 |
1,134.3 |
5.2 |
0.5% |
1,129.1 |
Low |
1,112.3 |
1,120.8 |
8.5 |
0.8% |
1,102.4 |
Close |
1,126.1 |
1,133.8 |
7.7 |
0.7% |
1,126.1 |
Range |
16.8 |
13.5 |
-3.3 |
-19.6% |
26.7 |
ATR |
17.3 |
17.0 |
-0.3 |
-1.6% |
0.0 |
Volume |
108,481 |
0 |
-108,481 |
-100.0% |
443,385 |
|
Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,170.1 |
1,165.5 |
1,141.2 |
|
R3 |
1,156.6 |
1,152.0 |
1,137.5 |
|
R2 |
1,143.1 |
1,143.1 |
1,136.3 |
|
R1 |
1,138.5 |
1,138.5 |
1,135.0 |
1,140.8 |
PP |
1,129.6 |
1,129.6 |
1,129.6 |
1,130.8 |
S1 |
1,125.0 |
1,125.0 |
1,132.6 |
1,127.3 |
S2 |
1,116.1 |
1,116.1 |
1,131.3 |
|
S3 |
1,102.6 |
1,111.5 |
1,130.1 |
|
S4 |
1,089.1 |
1,098.0 |
1,126.4 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,199.3 |
1,189.4 |
1,140.8 |
|
R3 |
1,172.6 |
1,162.7 |
1,133.4 |
|
R2 |
1,145.9 |
1,145.9 |
1,131.0 |
|
R1 |
1,136.0 |
1,136.0 |
1,128.5 |
1,141.0 |
PP |
1,119.2 |
1,119.2 |
1,119.2 |
1,121.7 |
S1 |
1,109.3 |
1,109.3 |
1,123.7 |
1,114.3 |
S2 |
1,092.5 |
1,092.5 |
1,121.2 |
|
S3 |
1,065.8 |
1,082.6 |
1,118.8 |
|
S4 |
1,039.1 |
1,055.9 |
1,111.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,134.3 |
1,102.4 |
31.9 |
2.8% |
14.1 |
1.2% |
98% |
True |
False |
88,677 |
10 |
1,134.3 |
1,086.1 |
48.2 |
4.3% |
15.3 |
1.4% |
99% |
True |
False |
63,465 |
20 |
1,139.3 |
1,086.1 |
53.2 |
4.7% |
16.5 |
1.5% |
90% |
False |
False |
40,488 |
40 |
1,146.6 |
1,045.6 |
101.0 |
8.9% |
18.1 |
1.6% |
87% |
False |
False |
23,201 |
60 |
1,164.1 |
1,045.6 |
118.5 |
10.5% |
19.1 |
1.7% |
74% |
False |
False |
16,760 |
80 |
1,171.8 |
1,045.6 |
126.2 |
11.1% |
19.7 |
1.7% |
70% |
False |
False |
13,241 |
100 |
1,230.0 |
1,045.6 |
184.4 |
16.3% |
20.1 |
1.8% |
48% |
False |
False |
11,097 |
120 |
1,230.0 |
1,030.0 |
200.0 |
17.6% |
19.1 |
1.7% |
52% |
False |
False |
9,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,191.7 |
2.618 |
1,169.6 |
1.618 |
1,156.1 |
1.000 |
1,147.8 |
0.618 |
1,142.6 |
HIGH |
1,134.3 |
0.618 |
1,129.1 |
0.500 |
1,127.6 |
0.382 |
1,126.0 |
LOW |
1,120.8 |
0.618 |
1,112.5 |
1.000 |
1,107.3 |
1.618 |
1,099.0 |
2.618 |
1,085.5 |
4.250 |
1,063.4 |
|
|
Fisher Pivots for day following 05-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,131.7 |
1,128.8 |
PP |
1,129.6 |
1,123.7 |
S1 |
1,127.6 |
1,118.7 |
|