Trading Metrics calculated at close of trading on 06-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
2,970 |
2,959 |
-11 |
-0.4% |
2,854 |
High |
2,985 |
2,980 |
-5 |
-0.2% |
3,000 |
Low |
2,926 |
2,860 |
-66 |
-2.3% |
2,854 |
Close |
2,953 |
2,913 |
-40 |
-1.4% |
2,990 |
Range |
59 |
120 |
61 |
103.4% |
146 |
ATR |
81 |
84 |
3 |
3.5% |
0 |
Volume |
8,738 |
5,565 |
-3,173 |
-36.3% |
29,069 |
|
Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,278 |
3,215 |
2,979 |
|
R3 |
3,158 |
3,095 |
2,946 |
|
R2 |
3,038 |
3,038 |
2,935 |
|
R1 |
2,975 |
2,975 |
2,924 |
2,947 |
PP |
2,918 |
2,918 |
2,918 |
2,903 |
S1 |
2,855 |
2,855 |
2,902 |
2,827 |
S2 |
2,798 |
2,798 |
2,891 |
|
S3 |
2,678 |
2,735 |
2,880 |
|
S4 |
2,558 |
2,615 |
2,847 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,386 |
3,334 |
3,070 |
|
R3 |
3,240 |
3,188 |
3,030 |
|
R2 |
3,094 |
3,094 |
3,017 |
|
R1 |
3,042 |
3,042 |
3,003 |
3,068 |
PP |
2,948 |
2,948 |
2,948 |
2,961 |
S1 |
2,896 |
2,896 |
2,977 |
2,922 |
S2 |
2,802 |
2,802 |
2,963 |
|
S3 |
2,656 |
2,750 |
2,950 |
|
S4 |
2,510 |
2,604 |
2,910 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,000 |
2,860 |
140 |
4.8% |
79 |
2.7% |
38% |
False |
True |
7,600 |
10 |
3,000 |
2,782 |
218 |
7.5% |
78 |
2.7% |
60% |
False |
False |
7,148 |
20 |
3,000 |
2,745 |
255 |
8.8% |
86 |
3.0% |
66% |
False |
False |
7,131 |
40 |
3,175 |
2,745 |
430 |
14.8% |
80 |
2.8% |
39% |
False |
False |
7,827 |
60 |
3,512 |
2,745 |
767 |
26.3% |
79 |
2.7% |
22% |
False |
False |
6,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,490 |
2.618 |
3,294 |
1.618 |
3,174 |
1.000 |
3,100 |
0.618 |
3,054 |
HIGH |
2,980 |
0.618 |
2,934 |
0.500 |
2,920 |
0.382 |
2,906 |
LOW |
2,860 |
0.618 |
2,786 |
1.000 |
2,740 |
1.618 |
2,666 |
2.618 |
2,546 |
4.250 |
2,350 |
|
|
Fisher Pivots for day following 06-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
2,920 |
2,930 |
PP |
2,918 |
2,924 |
S1 |
2,915 |
2,919 |
|