Trading Metrics calculated at close of trading on 01-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
5,618.0 |
5,648.5 |
30.5 |
0.5% |
5,586.5 |
High |
5,652.5 |
5,704.5 |
52.0 |
0.9% |
5,693.5 |
Low |
5,598.0 |
5,648.0 |
50.0 |
0.9% |
5,534.5 |
Close |
5,610.5 |
5,682.5 |
72.0 |
1.3% |
5,653.5 |
Range |
54.5 |
56.5 |
2.0 |
3.7% |
159.0 |
ATR |
59.0 |
61.5 |
2.5 |
4.2% |
0.0 |
Volume |
94,178 |
119,221 |
25,043 |
26.6% |
610,483 |
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,848.0 |
5,821.5 |
5,713.5 |
|
R3 |
5,791.5 |
5,765.0 |
5,698.0 |
|
R2 |
5,735.0 |
5,735.0 |
5,693.0 |
|
R1 |
5,708.5 |
5,708.5 |
5,687.5 |
5,722.0 |
PP |
5,678.5 |
5,678.5 |
5,678.5 |
5,685.0 |
S1 |
5,652.0 |
5,652.0 |
5,677.5 |
5,665.0 |
S2 |
5,622.0 |
5,622.0 |
5,672.0 |
|
S3 |
5,565.5 |
5,595.5 |
5,667.0 |
|
S4 |
5,509.0 |
5,539.0 |
5,651.5 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,104.0 |
6,038.0 |
5,741.0 |
|
R3 |
5,945.0 |
5,879.0 |
5,697.0 |
|
R2 |
5,786.0 |
5,786.0 |
5,682.5 |
|
R1 |
5,720.0 |
5,720.0 |
5,668.0 |
5,753.0 |
PP |
5,627.0 |
5,627.0 |
5,627.0 |
5,644.0 |
S1 |
5,561.0 |
5,561.0 |
5,639.0 |
5,594.0 |
S2 |
5,468.0 |
5,468.0 |
5,624.5 |
|
S3 |
5,309.0 |
5,402.0 |
5,610.0 |
|
S4 |
5,150.0 |
5,243.0 |
5,566.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,704.5 |
5,598.0 |
106.5 |
1.9% |
57.0 |
1.0% |
79% |
True |
False |
97,032 |
10 |
5,704.5 |
5,534.5 |
170.0 |
3.0% |
61.0 |
1.1% |
87% |
True |
False |
109,596 |
20 |
5,704.5 |
5,484.0 |
220.5 |
3.9% |
54.0 |
1.0% |
90% |
True |
False |
95,657 |
40 |
5,704.5 |
4,947.0 |
757.5 |
13.3% |
57.5 |
1.0% |
97% |
True |
False |
48,000 |
60 |
5,704.5 |
4,947.0 |
757.5 |
13.3% |
47.5 |
0.8% |
97% |
True |
False |
32,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,944.5 |
2.618 |
5,852.5 |
1.618 |
5,796.0 |
1.000 |
5,761.0 |
0.618 |
5,739.5 |
HIGH |
5,704.5 |
0.618 |
5,683.0 |
0.500 |
5,676.0 |
0.382 |
5,669.5 |
LOW |
5,648.0 |
0.618 |
5,613.0 |
1.000 |
5,591.5 |
1.618 |
5,556.5 |
2.618 |
5,500.0 |
4.250 |
5,408.0 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
5,680.5 |
5,672.0 |
PP |
5,678.5 |
5,661.5 |
S1 |
5,676.0 |
5,651.0 |
|