Trading Metrics calculated at close of trading on 08-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,135.2 |
1,150.2 |
15.0 |
1.3% |
1,111.0 |
High |
1,154.2 |
1,154.7 |
0.5 |
0.0% |
1,129.1 |
Low |
1,133.3 |
1,144.4 |
11.1 |
1.0% |
1,102.4 |
Close |
1,153.0 |
1,152.9 |
-0.1 |
0.0% |
1,126.1 |
Range |
20.9 |
10.3 |
-10.6 |
-50.7% |
26.7 |
ATR |
17.2 |
16.7 |
-0.5 |
-2.9% |
0.0 |
Volume |
126,656 |
163,437 |
36,781 |
29.0% |
443,385 |
|
Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,181.6 |
1,177.5 |
1,158.6 |
|
R3 |
1,171.3 |
1,167.2 |
1,155.7 |
|
R2 |
1,161.0 |
1,161.0 |
1,154.8 |
|
R1 |
1,156.9 |
1,156.9 |
1,153.8 |
1,159.0 |
PP |
1,150.7 |
1,150.7 |
1,150.7 |
1,151.7 |
S1 |
1,146.6 |
1,146.6 |
1,152.0 |
1,148.7 |
S2 |
1,140.4 |
1,140.4 |
1,151.0 |
|
S3 |
1,130.1 |
1,136.3 |
1,150.1 |
|
S4 |
1,119.8 |
1,126.0 |
1,147.2 |
|
|
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 |
1,154.7 |
1,112.3 |
42.4 |
3.7% |
15.5 |
1.3% |
96% |
True |
False |
94,842 |
10 |
1,154.7 |
1,086.6 |
68.1 |
5.9% |
15.0 |
1.3% |
97% |
True |
False |
91,281 |
20 |
1,154.7 |
1,086.1 |
68.6 |
6.0% |
15.8 |
1.4% |
97% |
True |
False |
56,693 |
40 |
1,154.7 |
1,064.3 |
90.4 |
7.8% |
17.9 |
1.6% |
98% |
True |
False |
31,831 |
60 |
1,160.5 |
1,045.6 |
114.9 |
10.0% |
19.1 |
1.7% |
93% |
False |
False |
22,672 |
80 |
1,164.1 |
1,045.6 |
118.5 |
10.3% |
19.2 |
1.7% |
91% |
False |
False |
17,703 |
100 |
1,230.0 |
1,045.6 |
184.4 |
16.0% |
20.3 |
1.8% |
58% |
False |
False |
14,679 |
120 |
1,230.0 |
1,030.0 |
200.0 |
17.3% |
19.3 |
1.7% |
61% |
False |
False |
12,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,198.5 |
2.618 |
1,181.7 |
1.618 |
1,171.4 |
1.000 |
1,165.0 |
0.618 |
1,161.1 |
HIGH |
1,154.7 |
0.618 |
1,150.8 |
0.500 |
1,149.6 |
0.382 |
1,148.3 |
LOW |
1,144.4 |
0.618 |
1,138.0 |
1.000 |
1,134.1 |
1.618 |
1,127.7 |
2.618 |
1,117.4 |
4.250 |
1,100.6 |
|
|
Fisher Pivots for day following 08-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,151.8 |
1,148.3 |
PP |
1,150.7 |
1,143.7 |
S1 |
1,149.6 |
1,139.1 |
|