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 |
10,852 |
10,817 |
-35 |
-0.3% |
10,662 |
High |
10,854 |
10,899 |
45 |
0.4% |
10,894 |
Low |
10,771 |
10,806 |
35 |
0.3% |
10,617 |
Close |
10,797 |
10,860 |
63 |
0.6% |
10,798 |
Range |
83 |
93 |
10 |
12.0% |
277 |
ATR |
100 |
101 |
0 |
0.1% |
0 |
Volume |
96,893 |
116,772 |
19,879 |
20.5% |
621,172 |
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,134 |
11,090 |
10,911 |
|
R3 |
11,041 |
10,997 |
10,886 |
|
R2 |
10,948 |
10,948 |
10,877 |
|
R1 |
10,904 |
10,904 |
10,869 |
10,926 |
PP |
10,855 |
10,855 |
10,855 |
10,866 |
S1 |
10,811 |
10,811 |
10,852 |
10,833 |
S2 |
10,762 |
10,762 |
10,843 |
|
S3 |
10,669 |
10,718 |
10,835 |
|
S4 |
10,576 |
10,625 |
10,809 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,601 |
11,476 |
10,950 |
|
R3 |
11,324 |
11,199 |
10,874 |
|
R2 |
11,047 |
11,047 |
10,849 |
|
R1 |
10,922 |
10,922 |
10,824 |
10,985 |
PP |
10,770 |
10,770 |
10,770 |
10,801 |
S1 |
10,645 |
10,645 |
10,773 |
10,708 |
S2 |
10,493 |
10,493 |
10,747 |
|
S3 |
10,216 |
10,368 |
10,722 |
|
S4 |
9,939 |
10,091 |
10,646 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,899 |
10,753 |
146 |
1.3% |
80 |
0.7% |
73% |
True |
False |
112,818 |
10 |
10,899 |
10,617 |
282 |
2.6% |
96 |
0.9% |
86% |
True |
False |
115,242 |
20 |
10,899 |
10,371 |
528 |
4.9% |
94 |
0.9% |
93% |
True |
False |
81,940 |
40 |
10,899 |
9,731 |
1,168 |
10.8% |
117 |
1.1% |
97% |
True |
False |
41,127 |
60 |
10,899 |
9,731 |
1,168 |
10.8% |
125 |
1.1% |
97% |
True |
False |
27,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,294 |
2.618 |
11,143 |
1.618 |
11,050 |
1.000 |
10,992 |
0.618 |
10,957 |
HIGH |
10,899 |
0.618 |
10,864 |
0.500 |
10,853 |
0.382 |
10,842 |
LOW |
10,806 |
0.618 |
10,749 |
1.000 |
10,713 |
1.618 |
10,656 |
2.618 |
10,563 |
4.250 |
10,411 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
10,858 |
10,852 |
PP |
10,855 |
10,843 |
S1 |
10,853 |
10,835 |
|