Trading Metrics calculated at close of trading on 07-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,132.3 |
1,137.4 |
5.1 |
0.5% |
1,115.0 |
High |
1,140.8 |
1,155.0 |
14.2 |
1.2% |
1,129.6 |
Low |
1,126.4 |
1,134.4 |
8.0 |
0.7% |
1,104.3 |
Close |
1,137.2 |
1,154.2 |
17.0 |
1.5% |
1,127.3 |
Range |
14.4 |
20.6 |
6.2 |
43.1% |
25.3 |
ATR |
15.4 |
15.8 |
0.4 |
2.4% |
0.0 |
Volume |
822 |
2,583 |
1,761 |
214.2% |
4,980 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,209.7 |
1,202.5 |
1,165.5 |
|
R3 |
1,189.1 |
1,181.9 |
1,159.9 |
|
R2 |
1,168.5 |
1,168.5 |
1,158.0 |
|
R1 |
1,161.3 |
1,161.3 |
1,156.1 |
1,164.9 |
PP |
1,147.9 |
1,147.9 |
1,147.9 |
1,149.7 |
S1 |
1,140.7 |
1,140.7 |
1,152.3 |
1,144.3 |
S2 |
1,127.3 |
1,127.3 |
1,150.4 |
|
S3 |
1,106.7 |
1,120.1 |
1,148.5 |
|
S4 |
1,086.1 |
1,099.5 |
1,142.9 |
|
|
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 |
1,155.0 |
1,105.3 |
49.7 |
4.3% |
15.4 |
1.3% |
98% |
True |
False |
1,278 |
10 |
1,155.0 |
1,087.8 |
67.2 |
5.8% |
14.6 |
1.3% |
99% |
True |
False |
1,291 |
20 |
1,155.0 |
1,087.8 |
67.2 |
5.8% |
15.1 |
1.3% |
99% |
True |
False |
1,655 |
40 |
1,155.0 |
1,066.0 |
89.0 |
7.7% |
16.7 |
1.4% |
99% |
True |
False |
1,712 |
60 |
1,162.3 |
1,050.0 |
112.3 |
9.7% |
16.8 |
1.5% |
93% |
False |
False |
1,475 |
80 |
1,162.3 |
1,050.0 |
112.3 |
9.7% |
16.0 |
1.4% |
93% |
False |
False |
1,249 |
100 |
1,230.7 |
1,050.0 |
180.7 |
15.7% |
16.2 |
1.4% |
58% |
False |
False |
1,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,242.6 |
2.618 |
1,208.9 |
1.618 |
1,188.3 |
1.000 |
1,175.6 |
0.618 |
1,167.7 |
HIGH |
1,155.0 |
0.618 |
1,147.1 |
0.500 |
1,144.7 |
0.382 |
1,142.3 |
LOW |
1,134.4 |
0.618 |
1,121.7 |
1.000 |
1,113.8 |
1.618 |
1,101.1 |
2.618 |
1,080.5 |
4.250 |
1,046.9 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,151.0 |
1,149.3 |
PP |
1,147.9 |
1,144.3 |
S1 |
1,144.7 |
1,139.4 |
|