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 |
2,960 |
2,964 |
4 |
0.1% |
2,844 |
High |
2,991 |
3,000 |
9 |
0.3% |
2,935 |
Low |
2,891 |
2,941 |
50 |
1.7% |
2,782 |
Close |
2,969 |
2,990 |
21 |
0.7% |
2,854 |
Range |
100 |
59 |
-41 |
-41.0% |
153 |
ATR |
84 |
82 |
-2 |
-2.1% |
0 |
Volume |
9,312 |
8,295 |
-1,017 |
-10.9% |
33,502 |
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,154 |
3,131 |
3,022 |
|
R3 |
3,095 |
3,072 |
3,006 |
|
R2 |
3,036 |
3,036 |
3,001 |
|
R1 |
3,013 |
3,013 |
2,995 |
3,025 |
PP |
2,977 |
2,977 |
2,977 |
2,983 |
S1 |
2,954 |
2,954 |
2,985 |
2,966 |
S2 |
2,918 |
2,918 |
2,979 |
|
S3 |
2,859 |
2,895 |
2,974 |
|
S4 |
2,800 |
2,836 |
2,958 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,316 |
3,238 |
2,938 |
|
R3 |
3,163 |
3,085 |
2,896 |
|
R2 |
3,010 |
3,010 |
2,882 |
|
R1 |
2,932 |
2,932 |
2,868 |
2,971 |
PP |
2,857 |
2,857 |
2,857 |
2,877 |
S1 |
2,779 |
2,779 |
2,840 |
2,818 |
S2 |
2,704 |
2,704 |
2,826 |
|
S3 |
2,551 |
2,626 |
2,812 |
|
S4 |
2,398 |
2,473 |
2,770 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,000 |
2,796 |
204 |
6.8% |
74 |
2.5% |
95% |
True |
False |
7,319 |
10 |
3,000 |
2,782 |
218 |
7.3% |
83 |
2.8% |
95% |
True |
False |
7,063 |
20 |
3,000 |
2,745 |
255 |
8.5% |
84 |
2.8% |
96% |
True |
False |
7,078 |
40 |
3,180 |
2,745 |
435 |
14.5% |
82 |
2.7% |
56% |
False |
False |
7,891 |
60 |
3,512 |
2,745 |
767 |
25.7% |
77 |
2.6% |
32% |
False |
False |
6,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,251 |
2.618 |
3,154 |
1.618 |
3,095 |
1.000 |
3,059 |
0.618 |
3,036 |
HIGH |
3,000 |
0.618 |
2,977 |
0.500 |
2,971 |
0.382 |
2,964 |
LOW |
2,941 |
0.618 |
2,905 |
1.000 |
2,882 |
1.618 |
2,846 |
2.618 |
2,787 |
4.250 |
2,690 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
2,984 |
2,975 |
PP |
2,977 |
2,960 |
S1 |
2,971 |
2,946 |
|