Trading Metrics calculated at close of trading on 05-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
10,817 |
10,898 |
81 |
0.7% |
10,805 |
High |
10,899 |
10,928 |
29 |
0.3% |
10,899 |
Low |
10,806 |
10,866 |
60 |
0.6% |
10,771 |
Close |
10,860 |
10,909 |
49 |
0.5% |
10,860 |
Range |
93 |
62 |
-31 |
-33.3% |
128 |
ATR |
101 |
98 |
-2 |
-2.3% |
0 |
Volume |
116,772 |
3,973 |
-112,799 |
-96.6% |
425,160 |
|
Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,087 |
11,060 |
10,943 |
|
R3 |
11,025 |
10,998 |
10,926 |
|
R2 |
10,963 |
10,963 |
10,920 |
|
R1 |
10,936 |
10,936 |
10,915 |
10,950 |
PP |
10,901 |
10,901 |
10,901 |
10,908 |
S1 |
10,874 |
10,874 |
10,903 |
10,888 |
S2 |
10,839 |
10,839 |
10,898 |
|
S3 |
10,777 |
10,812 |
10,892 |
|
S4 |
10,715 |
10,750 |
10,875 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,227 |
11,172 |
10,931 |
|
R3 |
11,099 |
11,044 |
10,895 |
|
R2 |
10,971 |
10,971 |
10,884 |
|
R1 |
10,916 |
10,916 |
10,872 |
10,944 |
PP |
10,843 |
10,843 |
10,843 |
10,857 |
S1 |
10,788 |
10,788 |
10,848 |
10,816 |
S2 |
10,715 |
10,715 |
10,837 |
|
S3 |
10,587 |
10,660 |
10,825 |
|
S4 |
10,459 |
10,532 |
10,790 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,928 |
10,771 |
157 |
1.4% |
74 |
0.7% |
88% |
True |
False |
85,826 |
10 |
10,928 |
10,617 |
311 |
2.9% |
90 |
0.8% |
94% |
True |
False |
105,030 |
20 |
10,928 |
10,442 |
486 |
4.5% |
91 |
0.8% |
96% |
True |
False |
82,095 |
40 |
10,928 |
9,731 |
1,197 |
11.0% |
111 |
1.0% |
98% |
True |
False |
41,224 |
60 |
10,928 |
9,731 |
1,197 |
11.0% |
124 |
1.1% |
98% |
True |
False |
27,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,192 |
2.618 |
11,090 |
1.618 |
11,028 |
1.000 |
10,990 |
0.618 |
10,966 |
HIGH |
10,928 |
0.618 |
10,904 |
0.500 |
10,897 |
0.382 |
10,890 |
LOW |
10,866 |
0.618 |
10,828 |
1.000 |
10,804 |
1.618 |
10,766 |
2.618 |
10,704 |
4.250 |
10,603 |
|
|
Fisher Pivots for day following 05-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
10,905 |
10,889 |
PP |
10,901 |
10,869 |
S1 |
10,897 |
10,850 |
|