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 |
2,882 |
2,850 |
-32 |
-1.1% |
2,854 |
High |
2,900 |
2,894 |
-6 |
-0.2% |
3,000 |
Low |
2,845 |
2,834 |
-11 |
-0.4% |
2,854 |
Close |
2,855 |
2,861 |
6 |
0.2% |
2,990 |
Range |
55 |
60 |
5 |
9.1% |
146 |
ATR |
83 |
81 |
-2 |
-2.0% |
0 |
Volume |
9,053 |
10,146 |
1,093 |
12.1% |
29,069 |
|
Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,043 |
3,012 |
2,894 |
|
R3 |
2,983 |
2,952 |
2,878 |
|
R2 |
2,923 |
2,923 |
2,872 |
|
R1 |
2,892 |
2,892 |
2,867 |
2,908 |
PP |
2,863 |
2,863 |
2,863 |
2,871 |
S1 |
2,832 |
2,832 |
2,856 |
2,848 |
S2 |
2,803 |
2,803 |
2,850 |
|
S3 |
2,743 |
2,772 |
2,845 |
|
S4 |
2,683 |
2,712 |
2,828 |
|
|
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 |
2,834 |
166 |
5.8% |
71 |
2.5% |
16% |
False |
True |
8,359 |
10 |
3,000 |
2,782 |
218 |
7.6% |
73 |
2.6% |
36% |
False |
False |
7,724 |
20 |
3,000 |
2,745 |
255 |
8.9% |
84 |
2.9% |
45% |
False |
False |
7,417 |
40 |
3,175 |
2,745 |
430 |
15.0% |
80 |
2.8% |
27% |
False |
False |
7,711 |
60 |
3,512 |
2,745 |
767 |
26.8% |
80 |
2.8% |
15% |
False |
False |
7,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,149 |
2.618 |
3,051 |
1.618 |
2,991 |
1.000 |
2,954 |
0.618 |
2,931 |
HIGH |
2,894 |
0.618 |
2,871 |
0.500 |
2,864 |
0.382 |
2,857 |
LOW |
2,834 |
0.618 |
2,797 |
1.000 |
2,774 |
1.618 |
2,737 |
2.618 |
2,677 |
4.250 |
2,579 |
|
|
Fisher Pivots for day following 08-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
2,864 |
2,907 |
PP |
2,863 |
2,892 |
S1 |
2,862 |
2,876 |
|