Trading Metrics calculated at close of trading on 05-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,115.9 |
1,125.0 |
9.1 |
0.8% |
1,115.0 |
High |
1,129.6 |
1,135.3 |
5.7 |
0.5% |
1,129.6 |
Low |
1,114.0 |
1,123.8 |
9.8 |
0.9% |
1,104.3 |
Close |
1,127.3 |
1,135.0 |
7.7 |
0.7% |
1,127.3 |
Range |
15.6 |
11.5 |
-4.1 |
-26.3% |
25.3 |
ATR |
15.8 |
15.5 |
-0.3 |
-1.9% |
0.0 |
Volume |
655 |
664 |
9 |
1.4% |
4,980 |
|
Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,165.9 |
1,161.9 |
1,141.3 |
|
R3 |
1,154.4 |
1,150.4 |
1,138.2 |
|
R2 |
1,142.9 |
1,142.9 |
1,137.1 |
|
R1 |
1,138.9 |
1,138.9 |
1,136.1 |
1,140.9 |
PP |
1,131.4 |
1,131.4 |
1,131.4 |
1,132.4 |
S1 |
1,127.4 |
1,127.4 |
1,133.9 |
1,129.4 |
S2 |
1,119.9 |
1,119.9 |
1,132.9 |
|
S3 |
1,108.4 |
1,115.9 |
1,131.8 |
|
S4 |
1,096.9 |
1,104.4 |
1,128.7 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,196.3 |
1,187.1 |
1,141.2 |
|
R3 |
1,171.0 |
1,161.8 |
1,134.3 |
|
R2 |
1,145.7 |
1,145.7 |
1,131.9 |
|
R1 |
1,136.5 |
1,136.5 |
1,129.6 |
1,141.1 |
PP |
1,120.4 |
1,120.4 |
1,120.4 |
1,122.7 |
S1 |
1,111.2 |
1,111.2 |
1,125.0 |
1,115.8 |
S2 |
1,095.1 |
1,095.1 |
1,122.7 |
|
S3 |
1,069.8 |
1,085.9 |
1,120.3 |
|
S4 |
1,044.5 |
1,060.6 |
1,113.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,135.3 |
1,104.3 |
31.0 |
2.7% |
12.5 |
1.1% |
99% |
True |
False |
1,128 |
10 |
1,135.3 |
1,087.8 |
47.5 |
4.2% |
14.1 |
1.2% |
99% |
True |
False |
1,190 |
20 |
1,140.4 |
1,087.8 |
52.6 |
4.6% |
15.1 |
1.3% |
90% |
False |
False |
1,791 |
40 |
1,147.3 |
1,050.0 |
97.3 |
8.6% |
16.4 |
1.4% |
87% |
False |
False |
1,705 |
60 |
1,162.3 |
1,050.0 |
112.3 |
9.9% |
16.6 |
1.5% |
76% |
False |
False |
1,449 |
80 |
1,162.3 |
1,050.0 |
112.3 |
9.9% |
16.2 |
1.4% |
76% |
False |
False |
1,231 |
100 |
1,230.7 |
1,050.0 |
180.7 |
15.9% |
16.0 |
1.4% |
47% |
False |
False |
1,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,184.2 |
2.618 |
1,165.4 |
1.618 |
1,153.9 |
1.000 |
1,146.8 |
0.618 |
1,142.4 |
HIGH |
1,135.3 |
0.618 |
1,130.9 |
0.500 |
1,129.6 |
0.382 |
1,128.2 |
LOW |
1,123.8 |
0.618 |
1,116.7 |
1.000 |
1,112.3 |
1.618 |
1,105.2 |
2.618 |
1,093.7 |
4.250 |
1,074.9 |
|
|
Fisher Pivots for day following 05-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,133.2 |
1,130.1 |
PP |
1,131.4 |
1,125.2 |
S1 |
1,129.6 |
1,120.3 |
|