Trading Metrics calculated at close of trading on 06-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,122.0 |
1,131.9 |
9.9 |
0.9% |
1,111.0 |
High |
1,134.3 |
1,139.6 |
5.3 |
0.5% |
1,129.1 |
Low |
1,120.8 |
1,123.5 |
2.7 |
0.2% |
1,102.4 |
Close |
1,133.8 |
1,136.0 |
2.2 |
0.2% |
1,126.1 |
Range |
13.5 |
16.1 |
2.6 |
19.3% |
26.7 |
ATR |
17.0 |
16.9 |
-0.1 |
-0.4% |
0.0 |
Volume |
0 |
75,636 |
75,636 |
|
443,385 |
|
Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,181.3 |
1,174.8 |
1,144.9 |
|
R3 |
1,165.2 |
1,158.7 |
1,140.4 |
|
R2 |
1,149.1 |
1,149.1 |
1,139.0 |
|
R1 |
1,142.6 |
1,142.6 |
1,137.5 |
1,145.9 |
PP |
1,133.0 |
1,133.0 |
1,133.0 |
1,134.7 |
S1 |
1,126.5 |
1,126.5 |
1,134.5 |
1,129.8 |
S2 |
1,116.9 |
1,116.9 |
1,133.0 |
|
S3 |
1,100.8 |
1,110.4 |
1,131.6 |
|
S4 |
1,084.7 |
1,094.3 |
1,127.1 |
|
|
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 |
1,139.6 |
1,102.4 |
37.2 |
3.3% |
15.0 |
1.3% |
90% |
True |
False |
84,045 |
10 |
1,139.6 |
1,086.1 |
53.5 |
4.7% |
15.3 |
1.3% |
93% |
True |
False |
69,373 |
20 |
1,139.6 |
1,086.1 |
53.5 |
4.7% |
16.3 |
1.4% |
93% |
True |
False |
43,492 |
40 |
1,146.6 |
1,063.2 |
83.4 |
7.3% |
17.9 |
1.6% |
87% |
False |
False |
24,913 |
60 |
1,164.1 |
1,045.6 |
118.5 |
10.4% |
19.2 |
1.7% |
76% |
False |
False |
17,910 |
80 |
1,164.1 |
1,045.6 |
118.5 |
10.4% |
19.3 |
1.7% |
76% |
False |
False |
14,152 |
100 |
1,230.0 |
1,045.6 |
184.4 |
16.2% |
20.2 |
1.8% |
49% |
False |
False |
11,842 |
120 |
1,230.0 |
1,030.0 |
200.0 |
17.6% |
19.2 |
1.7% |
53% |
False |
False |
10,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,208.0 |
2.618 |
1,181.7 |
1.618 |
1,165.6 |
1.000 |
1,155.7 |
0.618 |
1,149.5 |
HIGH |
1,139.6 |
0.618 |
1,133.4 |
0.500 |
1,131.6 |
0.382 |
1,129.7 |
LOW |
1,123.5 |
0.618 |
1,113.6 |
1.000 |
1,107.4 |
1.618 |
1,097.5 |
2.618 |
1,081.4 |
4.250 |
1,055.1 |
|
|
Fisher Pivots for day following 06-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,134.5 |
1,132.7 |
PP |
1,133.0 |
1,129.3 |
S1 |
1,131.6 |
1,126.0 |
|