Trading Metrics calculated at close of trading on 06-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,437.9 |
1,456.9 |
19.0 |
1.3% |
1,428.5 |
High |
1,457.6 |
1,462.3 |
4.7 |
0.3% |
1,440.0 |
Low |
1,430.3 |
1,452.0 |
21.7 |
1.5% |
1,410.1 |
Close |
1,451.8 |
1,457.7 |
5.9 |
0.4% |
1,428.1 |
Range |
27.3 |
10.3 |
-17.0 |
-62.3% |
29.9 |
ATR |
19.5 |
18.8 |
-0.6 |
-3.3% |
0.0 |
Volume |
2,009 |
901 |
-1,108 |
-55.2% |
350,340 |
|
Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,488.2 |
1,483.3 |
1,463.4 |
|
R3 |
1,477.9 |
1,473.0 |
1,460.5 |
|
R2 |
1,467.6 |
1,467.6 |
1,459.6 |
|
R1 |
1,462.7 |
1,462.7 |
1,458.6 |
1,465.2 |
PP |
1,457.3 |
1,457.3 |
1,457.3 |
1,458.6 |
S1 |
1,452.4 |
1,452.4 |
1,456.8 |
1,454.9 |
S2 |
1,447.0 |
1,447.0 |
1,455.8 |
|
S3 |
1,436.7 |
1,442.1 |
1,454.9 |
|
S4 |
1,426.4 |
1,431.8 |
1,452.0 |
|
|
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 |
1,462.3 |
1,413.0 |
49.3 |
3.4% |
18.1 |
1.2% |
91% |
True |
False |
3,428 |
10 |
1,462.3 |
1,410.1 |
52.2 |
3.6% |
18.2 |
1.3% |
91% |
True |
False |
70,025 |
20 |
1,462.3 |
1,380.7 |
81.6 |
5.6% |
19.5 |
1.3% |
94% |
True |
False |
104,582 |
40 |
1,462.3 |
1,351.4 |
110.9 |
7.6% |
17.9 |
1.2% |
96% |
True |
False |
111,841 |
60 |
1,462.3 |
1,309.1 |
153.2 |
10.5% |
18.9 |
1.3% |
97% |
True |
False |
100,488 |
80 |
1,462.3 |
1,309.1 |
153.2 |
10.5% |
18.5 |
1.3% |
97% |
True |
False |
77,228 |
100 |
1,462.3 |
1,309.1 |
153.2 |
10.5% |
19.3 |
1.3% |
97% |
True |
False |
62,663 |
120 |
1,462.3 |
1,309.1 |
153.2 |
10.5% |
19.9 |
1.4% |
97% |
True |
False |
52,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,506.1 |
2.618 |
1,489.3 |
1.618 |
1,479.0 |
1.000 |
1,472.6 |
0.618 |
1,468.7 |
HIGH |
1,462.3 |
0.618 |
1,458.4 |
0.500 |
1,457.2 |
0.382 |
1,455.9 |
LOW |
1,452.0 |
0.618 |
1,445.6 |
1.000 |
1,441.7 |
1.618 |
1,435.3 |
2.618 |
1,425.0 |
4.250 |
1,408.2 |
|
|
Fisher Pivots for day following 06-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,457.5 |
1,453.7 |
PP |
1,457.3 |
1,449.6 |
S1 |
1,457.2 |
1,445.6 |
|