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 |
1,424.4 |
1,433.8 |
9.4 |
0.7% |
1,430.0 |
High |
1,441.0 |
1,437.8 |
-3.2 |
-0.2% |
1,441.0 |
Low |
1,421.7 |
1,413.5 |
-8.2 |
-0.6% |
1,411.5 |
Close |
1,439.9 |
1,428.9 |
-11.0 |
-0.8% |
1,428.9 |
Range |
19.3 |
24.3 |
5.0 |
25.9% |
29.5 |
ATR |
18.9 |
19.4 |
0.5 |
2.9% |
0.0 |
Volume |
119,532 |
158,628 |
39,096 |
32.7% |
652,318 |
|
Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,499.6 |
1,488.6 |
1,442.3 |
|
R3 |
1,475.3 |
1,464.3 |
1,435.6 |
|
R2 |
1,451.0 |
1,451.0 |
1,433.4 |
|
R1 |
1,440.0 |
1,440.0 |
1,431.1 |
1,433.4 |
PP |
1,426.7 |
1,426.7 |
1,426.7 |
1,423.4 |
S1 |
1,415.7 |
1,415.7 |
1,426.7 |
1,409.1 |
S2 |
1,402.4 |
1,402.4 |
1,424.4 |
|
S3 |
1,378.1 |
1,391.4 |
1,422.2 |
|
S4 |
1,353.8 |
1,367.1 |
1,415.5 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,515.6 |
1,501.8 |
1,445.1 |
|
R3 |
1,486.1 |
1,472.3 |
1,437.0 |
|
R2 |
1,456.6 |
1,456.6 |
1,434.3 |
|
R1 |
1,442.8 |
1,442.8 |
1,431.6 |
1,435.0 |
PP |
1,427.1 |
1,427.1 |
1,427.1 |
1,423.2 |
S1 |
1,413.3 |
1,413.3 |
1,426.2 |
1,405.5 |
S2 |
1,397.6 |
1,397.6 |
1,423.5 |
|
S3 |
1,368.1 |
1,383.8 |
1,420.8 |
|
S4 |
1,338.6 |
1,354.3 |
1,412.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,441.0 |
1,411.5 |
29.5 |
2.1% |
19.3 |
1.4% |
59% |
False |
False |
130,463 |
10 |
1,450.0 |
1,411.5 |
38.5 |
2.7% |
17.8 |
1.2% |
45% |
False |
False |
84,444 |
20 |
1,450.0 |
1,382.4 |
67.6 |
4.7% |
19.2 |
1.3% |
69% |
False |
False |
50,272 |
40 |
1,450.0 |
1,346.0 |
104.0 |
7.3% |
17.6 |
1.2% |
80% |
False |
False |
28,194 |
60 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
18.5 |
1.3% |
85% |
False |
False |
20,272 |
80 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
18.2 |
1.3% |
85% |
False |
False |
15,710 |
100 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
19.2 |
1.3% |
85% |
False |
False |
13,196 |
120 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
19.5 |
1.4% |
85% |
False |
False |
11,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,541.1 |
2.618 |
1,501.4 |
1.618 |
1,477.1 |
1.000 |
1,462.1 |
0.618 |
1,452.8 |
HIGH |
1,437.8 |
0.618 |
1,428.5 |
0.500 |
1,425.7 |
0.382 |
1,422.8 |
LOW |
1,413.5 |
0.618 |
1,398.5 |
1.000 |
1,389.2 |
1.618 |
1,374.2 |
2.618 |
1,349.9 |
4.250 |
1,310.2 |
|
|
Fisher Pivots for day following 01-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,427.8 |
1,428.3 |
PP |
1,426.7 |
1,427.7 |
S1 |
1,425.7 |
1,427.1 |
|