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 |
10,910 |
10,910 |
0 |
0.0% |
10,805 |
High |
10,927 |
10,912 |
-15 |
-0.1% |
10,899 |
Low |
10,867 |
10,791 |
-76 |
-0.7% |
10,771 |
Close |
10,913 |
10,849 |
-64 |
-0.6% |
10,860 |
Range |
60 |
121 |
61 |
101.7% |
128 |
ATR |
96 |
97 |
2 |
2.0% |
0 |
Volume |
65,916 |
78,087 |
12,171 |
18.5% |
425,160 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,214 |
11,152 |
10,916 |
|
R3 |
11,093 |
11,031 |
10,882 |
|
R2 |
10,972 |
10,972 |
10,871 |
|
R1 |
10,910 |
10,910 |
10,860 |
10,881 |
PP |
10,851 |
10,851 |
10,851 |
10,836 |
S1 |
10,789 |
10,789 |
10,838 |
10,760 |
S2 |
10,730 |
10,730 |
10,827 |
|
S3 |
10,609 |
10,668 |
10,816 |
|
S4 |
10,488 |
10,547 |
10,783 |
|
|
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% |
84 |
0.8% |
50% |
False |
False |
72,328 |
10 |
10,928 |
10,753 |
175 |
1.6% |
83 |
0.8% |
55% |
False |
False |
94,931 |
20 |
10,928 |
10,444 |
484 |
4.5% |
88 |
0.8% |
84% |
False |
False |
89,167 |
40 |
10,928 |
9,820 |
1,108 |
10.2% |
108 |
1.0% |
93% |
False |
False |
44,816 |
60 |
10,928 |
9,731 |
1,197 |
11.0% |
125 |
1.1% |
93% |
False |
False |
29,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,426 |
2.618 |
11,229 |
1.618 |
11,108 |
1.000 |
11,033 |
0.618 |
10,987 |
HIGH |
10,912 |
0.618 |
10,866 |
0.500 |
10,852 |
0.382 |
10,837 |
LOW |
10,791 |
0.618 |
10,716 |
1.000 |
10,670 |
1.618 |
10,595 |
2.618 |
10,474 |
4.250 |
10,277 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
10,852 |
10,860 |
PP |
10,851 |
10,856 |
S1 |
10,850 |
10,853 |
|