Trading Metrics calculated at close of trading on 07-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,456.9 |
1,459.7 |
2.8 |
0.2% |
1,428.5 |
High |
1,462.3 |
1,462.5 |
0.2 |
0.0% |
1,440.0 |
Low |
1,452.0 |
1,453.9 |
1.9 |
0.1% |
1,410.1 |
Close |
1,457.7 |
1,458.5 |
0.8 |
0.1% |
1,428.1 |
Range |
10.3 |
8.6 |
-1.7 |
-16.5% |
29.9 |
ATR |
18.8 |
18.1 |
-0.7 |
-3.9% |
0.0 |
Volume |
901 |
179 |
-722 |
-80.1% |
350,340 |
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,484.1 |
1,479.9 |
1,463.2 |
|
R3 |
1,475.5 |
1,471.3 |
1,460.9 |
|
R2 |
1,466.9 |
1,466.9 |
1,460.1 |
|
R1 |
1,462.7 |
1,462.7 |
1,459.3 |
1,460.5 |
PP |
1,458.3 |
1,458.3 |
1,458.3 |
1,457.2 |
S1 |
1,454.1 |
1,454.1 |
1,457.7 |
1,451.9 |
S2 |
1,449.7 |
1,449.7 |
1,456.9 |
|
S3 |
1,441.1 |
1,445.5 |
1,456.1 |
|
S4 |
1,432.5 |
1,436.9 |
1,453.8 |
|
|
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 |
1,462.5 |
1,413.0 |
49.5 |
3.4% |
16.0 |
1.1% |
92% |
True |
False |
1,818 |
10 |
1,462.5 |
1,410.1 |
52.4 |
3.6% |
16.6 |
1.1% |
92% |
True |
False |
52,706 |
20 |
1,462.5 |
1,380.7 |
81.8 |
5.6% |
18.5 |
1.3% |
95% |
True |
False |
95,248 |
40 |
1,462.5 |
1,351.4 |
111.1 |
7.6% |
17.9 |
1.2% |
96% |
True |
False |
109,361 |
60 |
1,462.5 |
1,309.1 |
153.4 |
10.5% |
18.8 |
1.3% |
97% |
True |
False |
100,116 |
80 |
1,462.5 |
1,309.1 |
153.4 |
10.5% |
18.3 |
1.3% |
97% |
True |
False |
77,171 |
100 |
1,462.5 |
1,309.1 |
153.4 |
10.5% |
18.9 |
1.3% |
97% |
True |
False |
62,644 |
120 |
1,462.5 |
1,309.1 |
153.4 |
10.5% |
19.8 |
1.4% |
97% |
True |
False |
52,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,499.1 |
2.618 |
1,485.0 |
1.618 |
1,476.4 |
1.000 |
1,471.1 |
0.618 |
1,467.8 |
HIGH |
1,462.5 |
0.618 |
1,459.2 |
0.500 |
1,458.2 |
0.382 |
1,457.2 |
LOW |
1,453.9 |
0.618 |
1,448.6 |
1.000 |
1,445.3 |
1.618 |
1,440.0 |
2.618 |
1,431.4 |
4.250 |
1,417.4 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,458.4 |
1,454.5 |
PP |
1,458.3 |
1,450.4 |
S1 |
1,458.2 |
1,446.4 |
|