Trading Metrics calculated at close of trading on 04-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,433.4 |
1,429.1 |
-4.3 |
-0.3% |
1,428.5 |
High |
1,436.5 |
1,439.1 |
2.6 |
0.2% |
1,440.0 |
Low |
1,413.0 |
1,428.8 |
15.8 |
1.1% |
1,410.1 |
Close |
1,428.1 |
1,432.2 |
4.1 |
0.3% |
1,428.1 |
Range |
23.5 |
10.3 |
-13.2 |
-56.2% |
29.9 |
ATR |
19.5 |
18.9 |
-0.6 |
-3.1% |
0.0 |
Volume |
5,318 |
683 |
-4,635 |
-87.2% |
350,340 |
|
Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,464.3 |
1,458.5 |
1,437.9 |
|
R3 |
1,454.0 |
1,448.2 |
1,435.0 |
|
R2 |
1,443.7 |
1,443.7 |
1,434.1 |
|
R1 |
1,437.9 |
1,437.9 |
1,433.1 |
1,440.8 |
PP |
1,433.4 |
1,433.4 |
1,433.4 |
1,434.8 |
S1 |
1,427.6 |
1,427.6 |
1,431.3 |
1,430.5 |
S2 |
1,423.1 |
1,423.1 |
1,430.3 |
|
S3 |
1,412.8 |
1,417.3 |
1,429.4 |
|
S4 |
1,402.5 |
1,407.0 |
1,426.5 |
|
|
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 |
1,411.0 |
29.0 |
2.0% |
16.8 |
1.2% |
73% |
False |
False |
37,343 |
10 |
1,448.6 |
1,410.1 |
38.5 |
2.7% |
17.3 |
1.2% |
57% |
False |
False |
92,635 |
20 |
1,448.6 |
1,380.7 |
67.9 |
4.7% |
18.9 |
1.3% |
76% |
False |
False |
115,975 |
40 |
1,448.6 |
1,344.1 |
104.5 |
7.3% |
17.7 |
1.2% |
84% |
False |
False |
116,838 |
60 |
1,448.6 |
1,309.1 |
139.5 |
9.7% |
18.9 |
1.3% |
88% |
False |
False |
101,231 |
80 |
1,448.6 |
1,309.1 |
139.5 |
9.7% |
18.4 |
1.3% |
88% |
False |
False |
77,278 |
100 |
1,448.6 |
1,309.1 |
139.5 |
9.7% |
19.3 |
1.3% |
88% |
False |
False |
62,693 |
120 |
1,448.6 |
1,309.1 |
139.5 |
9.7% |
19.9 |
1.4% |
88% |
False |
False |
52,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,482.9 |
2.618 |
1,466.1 |
1.618 |
1,455.8 |
1.000 |
1,449.4 |
0.618 |
1,445.5 |
HIGH |
1,439.1 |
0.618 |
1,435.2 |
0.500 |
1,434.0 |
0.382 |
1,432.7 |
LOW |
1,428.8 |
0.618 |
1,422.4 |
1.000 |
1,418.5 |
1.618 |
1,412.1 |
2.618 |
1,401.8 |
4.250 |
1,385.0 |
|
|
Fisher Pivots for day following 04-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,434.0 |
1,430.3 |
PP |
1,433.4 |
1,428.4 |
S1 |
1,432.8 |
1,426.5 |
|