Trading Metrics calculated at close of trading on 08-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,459.7 |
1,457.6 |
-2.1 |
-0.1% |
1,429.1 |
High |
1,462.5 |
1,475.5 |
13.0 |
0.9% |
1,475.5 |
Low |
1,453.9 |
1,457.5 |
3.6 |
0.2% |
1,428.8 |
Close |
1,458.5 |
1,473.4 |
14.9 |
1.0% |
1,473.4 |
Range |
8.6 |
18.0 |
9.4 |
109.3% |
46.7 |
ATR |
18.1 |
18.1 |
0.0 |
0.0% |
0.0 |
Volume |
179 |
1,407 |
1,228 |
686.0% |
5,179 |
|
Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,522.8 |
1,516.1 |
1,483.3 |
|
R3 |
1,504.8 |
1,498.1 |
1,478.4 |
|
R2 |
1,486.8 |
1,486.8 |
1,476.7 |
|
R1 |
1,480.1 |
1,480.1 |
1,475.1 |
1,483.5 |
PP |
1,468.8 |
1,468.8 |
1,468.8 |
1,470.5 |
S1 |
1,462.1 |
1,462.1 |
1,471.8 |
1,465.5 |
S2 |
1,450.8 |
1,450.8 |
1,470.1 |
|
S3 |
1,432.8 |
1,444.1 |
1,468.5 |
|
S4 |
1,414.8 |
1,426.1 |
1,463.5 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,599.3 |
1,583.1 |
1,499.1 |
|
R3 |
1,552.6 |
1,536.4 |
1,486.2 |
|
R2 |
1,505.9 |
1,505.9 |
1,482.0 |
|
R1 |
1,489.7 |
1,489.7 |
1,477.7 |
1,497.8 |
PP |
1,459.2 |
1,459.2 |
1,459.2 |
1,463.3 |
S1 |
1,443.0 |
1,443.0 |
1,469.1 |
1,451.1 |
S2 |
1,412.5 |
1,412.5 |
1,464.8 |
|
S3 |
1,365.8 |
1,396.3 |
1,460.6 |
|
S4 |
1,319.1 |
1,349.6 |
1,447.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,475.5 |
1,428.8 |
46.7 |
3.2% |
14.9 |
1.0% |
96% |
True |
False |
1,035 |
10 |
1,475.5 |
1,410.1 |
65.4 |
4.4% |
16.8 |
1.1% |
97% |
True |
False |
35,551 |
20 |
1,475.5 |
1,380.7 |
94.8 |
6.4% |
18.4 |
1.2% |
98% |
True |
False |
87,417 |
40 |
1,475.5 |
1,354.3 |
121.2 |
8.2% |
18.0 |
1.2% |
98% |
True |
False |
106,595 |
60 |
1,475.5 |
1,309.1 |
166.4 |
11.3% |
18.9 |
1.3% |
99% |
True |
False |
99,749 |
80 |
1,475.5 |
1,309.1 |
166.4 |
11.3% |
18.4 |
1.2% |
99% |
True |
False |
77,144 |
100 |
1,475.5 |
1,309.1 |
166.4 |
11.3% |
18.9 |
1.3% |
99% |
True |
False |
62,617 |
120 |
1,475.5 |
1,309.1 |
166.4 |
11.3% |
19.8 |
1.3% |
99% |
True |
False |
52,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,552.0 |
2.618 |
1,522.6 |
1.618 |
1,504.6 |
1.000 |
1,493.5 |
0.618 |
1,486.6 |
HIGH |
1,475.5 |
0.618 |
1,468.6 |
0.500 |
1,466.5 |
0.382 |
1,464.4 |
LOW |
1,457.5 |
0.618 |
1,446.4 |
1.000 |
1,439.5 |
1.618 |
1,428.4 |
2.618 |
1,410.4 |
4.250 |
1,381.0 |
|
|
Fisher Pivots for day following 08-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,471.1 |
1,470.2 |
PP |
1,468.8 |
1,467.0 |
S1 |
1,466.5 |
1,463.8 |
|