Trading Metrics calculated at close of trading on 07-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,131.9 |
1,135.2 |
3.3 |
0.3% |
1,111.0 |
High |
1,139.6 |
1,154.2 |
14.6 |
1.3% |
1,129.1 |
Low |
1,123.5 |
1,133.3 |
9.8 |
0.9% |
1,102.4 |
Close |
1,136.0 |
1,153.0 |
17.0 |
1.5% |
1,126.1 |
Range |
16.1 |
20.9 |
4.8 |
29.8% |
26.7 |
ATR |
16.9 |
17.2 |
0.3 |
1.7% |
0.0 |
Volume |
75,636 |
126,656 |
51,020 |
67.5% |
443,385 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,209.5 |
1,202.2 |
1,164.5 |
|
R3 |
1,188.6 |
1,181.3 |
1,158.7 |
|
R2 |
1,167.7 |
1,167.7 |
1,156.8 |
|
R1 |
1,160.4 |
1,160.4 |
1,154.9 |
1,164.1 |
PP |
1,146.8 |
1,146.8 |
1,146.8 |
1,148.7 |
S1 |
1,139.5 |
1,139.5 |
1,151.1 |
1,143.2 |
S2 |
1,125.9 |
1,125.9 |
1,149.2 |
|
S3 |
1,105.0 |
1,118.6 |
1,147.3 |
|
S4 |
1,084.1 |
1,097.7 |
1,141.5 |
|
|
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 |
1,154.2 |
1,103.1 |
51.1 |
4.4% |
16.8 |
1.5% |
98% |
True |
False |
84,139 |
10 |
1,154.2 |
1,086.1 |
68.1 |
5.9% |
16.0 |
1.4% |
98% |
True |
False |
78,475 |
20 |
1,154.2 |
1,086.1 |
68.1 |
5.9% |
16.5 |
1.4% |
98% |
True |
False |
49,233 |
40 |
1,154.2 |
1,064.3 |
89.9 |
7.8% |
18.1 |
1.6% |
99% |
True |
False |
27,927 |
60 |
1,164.1 |
1,045.6 |
118.5 |
10.3% |
19.3 |
1.7% |
91% |
False |
False |
19,998 |
80 |
1,164.1 |
1,045.6 |
118.5 |
10.3% |
19.2 |
1.7% |
91% |
False |
False |
15,687 |
100 |
1,230.0 |
1,045.6 |
184.4 |
16.0% |
20.3 |
1.8% |
58% |
False |
False |
13,083 |
120 |
1,230.0 |
1,030.0 |
200.0 |
17.3% |
19.3 |
1.7% |
62% |
False |
False |
11,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,243.0 |
2.618 |
1,208.9 |
1.618 |
1,188.0 |
1.000 |
1,175.1 |
0.618 |
1,167.1 |
HIGH |
1,154.2 |
0.618 |
1,146.2 |
0.500 |
1,143.8 |
0.382 |
1,141.3 |
LOW |
1,133.3 |
0.618 |
1,120.4 |
1.000 |
1,112.4 |
1.618 |
1,099.5 |
2.618 |
1,078.6 |
4.250 |
1,044.5 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,149.9 |
1,147.8 |
PP |
1,146.8 |
1,142.7 |
S1 |
1,143.8 |
1,137.5 |
|