Trading Metrics calculated at close of trading on 01-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,423.3 |
1,433.4 |
10.1 |
0.7% |
1,428.5 |
High |
1,440.0 |
1,436.5 |
-3.5 |
-0.2% |
1,440.0 |
Low |
1,420.7 |
1,413.0 |
-7.7 |
-0.5% |
1,410.1 |
Close |
1,438.9 |
1,428.1 |
-10.8 |
-0.8% |
1,428.1 |
Range |
19.3 |
23.5 |
4.2 |
21.8% |
29.9 |
ATR |
19.0 |
19.5 |
0.5 |
2.6% |
0.0 |
Volume |
8,230 |
5,318 |
-2,912 |
-35.4% |
350,340 |
|
Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,496.4 |
1,485.7 |
1,441.0 |
|
R3 |
1,472.9 |
1,462.2 |
1,434.6 |
|
R2 |
1,449.4 |
1,449.4 |
1,432.4 |
|
R1 |
1,438.7 |
1,438.7 |
1,430.3 |
1,432.3 |
PP |
1,425.9 |
1,425.9 |
1,425.9 |
1,422.7 |
S1 |
1,415.2 |
1,415.2 |
1,425.9 |
1,408.8 |
S2 |
1,402.4 |
1,402.4 |
1,423.8 |
|
S3 |
1,378.9 |
1,391.7 |
1,421.6 |
|
S4 |
1,355.4 |
1,368.2 |
1,415.2 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,515.8 |
1,501.8 |
1,444.5 |
|
R3 |
1,485.9 |
1,471.9 |
1,436.3 |
|
R2 |
1,456.0 |
1,456.0 |
1,433.6 |
|
R1 |
1,442.0 |
1,442.0 |
1,430.8 |
1,434.1 |
PP |
1,426.1 |
1,426.1 |
1,426.1 |
1,422.1 |
S1 |
1,412.1 |
1,412.1 |
1,425.4 |
1,404.2 |
S2 |
1,396.2 |
1,396.2 |
1,422.6 |
|
S3 |
1,366.3 |
1,382.2 |
1,419.9 |
|
S4 |
1,336.4 |
1,352.3 |
1,411.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,440.0 |
1,410.1 |
29.9 |
2.1% |
18.7 |
1.3% |
60% |
False |
False |
70,068 |
10 |
1,448.6 |
1,410.1 |
38.5 |
2.7% |
17.4 |
1.2% |
47% |
False |
False |
104,177 |
20 |
1,448.6 |
1,380.7 |
67.9 |
4.8% |
19.3 |
1.4% |
70% |
False |
False |
123,733 |
40 |
1,448.6 |
1,344.1 |
104.5 |
7.3% |
17.9 |
1.3% |
80% |
False |
False |
120,139 |
60 |
1,448.6 |
1,309.1 |
139.5 |
9.8% |
19.0 |
1.3% |
85% |
False |
False |
101,543 |
80 |
1,448.6 |
1,309.1 |
139.5 |
9.8% |
18.7 |
1.3% |
85% |
False |
False |
77,320 |
100 |
1,448.6 |
1,309.1 |
139.5 |
9.8% |
19.6 |
1.4% |
85% |
False |
False |
62,725 |
120 |
1,448.6 |
1,309.1 |
139.5 |
9.8% |
19.9 |
1.4% |
85% |
False |
False |
52,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,536.4 |
2.618 |
1,498.0 |
1.618 |
1,474.5 |
1.000 |
1,460.0 |
0.618 |
1,451.0 |
HIGH |
1,436.5 |
0.618 |
1,427.5 |
0.500 |
1,424.8 |
0.382 |
1,422.0 |
LOW |
1,413.0 |
0.618 |
1,398.5 |
1.000 |
1,389.5 |
1.618 |
1,375.0 |
2.618 |
1,351.5 |
4.250 |
1,313.1 |
|
|
Fisher Pivots for day following 01-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,427.0 |
1,427.4 |
PP |
1,425.9 |
1,426.7 |
S1 |
1,424.8 |
1,426.0 |
|