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 |
5,709.0 |
5,727.0 |
18.0 |
0.3% |
5,679.0 |
High |
5,742.5 |
5,738.0 |
-4.5 |
-0.1% |
5,704.5 |
Low |
5,697.5 |
5,682.0 |
-15.5 |
-0.3% |
5,598.0 |
Close |
5,730.5 |
5,722.5 |
-8.0 |
-0.1% |
5,682.5 |
Range |
45.0 |
56.0 |
11.0 |
24.4% |
106.5 |
ATR |
61.4 |
61.0 |
-0.4 |
-0.6% |
0.0 |
Volume |
93,677 |
97,155 |
3,478 |
3.7% |
382,516 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,882.0 |
5,858.5 |
5,753.5 |
|
R3 |
5,826.0 |
5,802.5 |
5,738.0 |
|
R2 |
5,770.0 |
5,770.0 |
5,733.0 |
|
R1 |
5,746.5 |
5,746.5 |
5,727.5 |
5,730.0 |
PP |
5,714.0 |
5,714.0 |
5,714.0 |
5,706.0 |
S1 |
5,690.5 |
5,690.5 |
5,717.5 |
5,674.0 |
S2 |
5,658.0 |
5,658.0 |
5,712.0 |
|
S3 |
5,602.0 |
5,634.5 |
5,707.0 |
|
S4 |
5,546.0 |
5,578.5 |
5,691.5 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,981.0 |
5,938.5 |
5,741.0 |
|
R3 |
5,874.5 |
5,832.0 |
5,712.0 |
|
R2 |
5,768.0 |
5,768.0 |
5,702.0 |
|
R1 |
5,725.5 |
5,725.5 |
5,692.5 |
5,747.0 |
PP |
5,661.5 |
5,661.5 |
5,661.5 |
5,672.5 |
S1 |
5,619.0 |
5,619.0 |
5,672.5 |
5,640.0 |
S2 |
5,555.0 |
5,555.0 |
5,663.0 |
|
S3 |
5,448.5 |
5,512.5 |
5,653.0 |
|
S4 |
5,342.0 |
5,406.0 |
5,624.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,742.5 |
5,598.0 |
144.5 |
2.5% |
58.5 |
1.0% |
86% |
False |
False |
97,578 |
10 |
5,742.5 |
5,589.0 |
153.5 |
2.7% |
56.5 |
1.0% |
87% |
False |
False |
101,367 |
20 |
5,742.5 |
5,501.5 |
241.0 |
4.2% |
53.5 |
0.9% |
92% |
False |
False |
104,948 |
40 |
5,742.5 |
5,006.0 |
736.5 |
12.9% |
57.0 |
1.0% |
97% |
False |
False |
52,768 |
60 |
5,742.5 |
4,947.0 |
795.5 |
13.9% |
48.5 |
0.8% |
97% |
False |
False |
35,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,976.0 |
2.618 |
5,884.5 |
1.618 |
5,828.5 |
1.000 |
5,794.0 |
0.618 |
5,772.5 |
HIGH |
5,738.0 |
0.618 |
5,716.5 |
0.500 |
5,710.0 |
0.382 |
5,703.5 |
LOW |
5,682.0 |
0.618 |
5,647.5 |
1.000 |
5,626.0 |
1.618 |
5,591.5 |
2.618 |
5,535.5 |
4.250 |
5,444.0 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
5,718.5 |
5,713.5 |
PP |
5,714.0 |
5,704.5 |
S1 |
5,710.0 |
5,695.0 |
|