Trading Metrics calculated at close of trading on 08-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
10,910 |
10,845 |
-65 |
-0.6% |
10,805 |
High |
10,912 |
10,898 |
-14 |
-0.1% |
10,899 |
Low |
10,791 |
10,791 |
0 |
0.0% |
10,771 |
Close |
10,849 |
10,884 |
35 |
0.3% |
10,860 |
Range |
121 |
107 |
-14 |
-11.6% |
128 |
ATR |
97 |
98 |
1 |
0.7% |
0 |
Volume |
78,087 |
149,803 |
71,716 |
91.8% |
425,160 |
|
Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,179 |
11,138 |
10,943 |
|
R3 |
11,072 |
11,031 |
10,914 |
|
R2 |
10,965 |
10,965 |
10,904 |
|
R1 |
10,924 |
10,924 |
10,894 |
10,945 |
PP |
10,858 |
10,858 |
10,858 |
10,868 |
S1 |
10,817 |
10,817 |
10,874 |
10,838 |
S2 |
10,751 |
10,751 |
10,865 |
|
S3 |
10,644 |
10,710 |
10,855 |
|
S4 |
10,537 |
10,603 |
10,825 |
|
|
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 |
10,791 |
137 |
1.3% |
89 |
0.8% |
68% |
False |
True |
82,910 |
10 |
10,928 |
10,753 |
175 |
1.6% |
87 |
0.8% |
75% |
False |
False |
98,603 |
20 |
10,928 |
10,444 |
484 |
4.4% |
90 |
0.8% |
91% |
False |
False |
96,587 |
40 |
10,928 |
9,868 |
1,060 |
9.7% |
105 |
1.0% |
96% |
False |
False |
48,559 |
60 |
10,928 |
9,731 |
1,197 |
11.0% |
125 |
1.1% |
96% |
False |
False |
32,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,353 |
2.618 |
11,178 |
1.618 |
11,071 |
1.000 |
11,005 |
0.618 |
10,964 |
HIGH |
10,898 |
0.618 |
10,857 |
0.500 |
10,845 |
0.382 |
10,832 |
LOW |
10,791 |
0.618 |
10,725 |
1.000 |
10,684 |
1.618 |
10,618 |
2.618 |
10,511 |
4.250 |
10,336 |
|
|
Fisher Pivots for day following 08-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
10,871 |
10,876 |
PP |
10,858 |
10,867 |
S1 |
10,845 |
10,859 |
|