Trading Metrics calculated at close of trading on 05-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,430.0 |
1,435.6 |
5.6 |
0.4% |
1,430.0 |
High |
1,440.3 |
1,458.6 |
18.3 |
1.3% |
1,441.0 |
Low |
1,429.1 |
1,431.0 |
1.9 |
0.1% |
1,411.5 |
Close |
1,433.0 |
1,452.5 |
19.5 |
1.4% |
1,428.9 |
Range |
11.2 |
27.6 |
16.4 |
146.4% |
29.5 |
ATR |
18.8 |
19.5 |
0.6 |
3.3% |
0.0 |
Volume |
78,547 |
154,798 |
76,251 |
97.1% |
652,318 |
|
Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,530.2 |
1,518.9 |
1,467.7 |
|
R3 |
1,502.6 |
1,491.3 |
1,460.1 |
|
R2 |
1,475.0 |
1,475.0 |
1,457.6 |
|
R1 |
1,463.7 |
1,463.7 |
1,455.0 |
1,469.4 |
PP |
1,447.4 |
1,447.4 |
1,447.4 |
1,450.2 |
S1 |
1,436.1 |
1,436.1 |
1,450.0 |
1,441.8 |
S2 |
1,419.8 |
1,419.8 |
1,447.4 |
|
S3 |
1,392.2 |
1,408.5 |
1,444.9 |
|
S4 |
1,364.6 |
1,380.9 |
1,437.3 |
|
|
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 |
1,458.6 |
1,413.1 |
45.5 |
3.1% |
20.2 |
1.4% |
87% |
True |
False |
132,457 |
10 |
1,458.6 |
1,411.5 |
47.1 |
3.2% |
19.1 |
1.3% |
87% |
True |
False |
103,023 |
20 |
1,458.6 |
1,382.4 |
76.2 |
5.2% |
19.6 |
1.4% |
92% |
True |
False |
60,719 |
40 |
1,458.6 |
1,350.3 |
108.3 |
7.5% |
18.0 |
1.2% |
94% |
True |
False |
33,764 |
60 |
1,458.6 |
1,310.9 |
147.7 |
10.2% |
18.5 |
1.3% |
96% |
True |
False |
24,063 |
80 |
1,458.6 |
1,310.9 |
147.7 |
10.2% |
18.1 |
1.2% |
96% |
True |
False |
18,550 |
100 |
1,458.6 |
1,310.9 |
147.7 |
10.2% |
18.9 |
1.3% |
96% |
True |
False |
15,464 |
120 |
1,458.6 |
1,310.9 |
147.7 |
10.2% |
19.6 |
1.3% |
96% |
True |
False |
13,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,575.9 |
2.618 |
1,530.9 |
1.618 |
1,503.3 |
1.000 |
1,486.2 |
0.618 |
1,475.7 |
HIGH |
1,458.6 |
0.618 |
1,448.1 |
0.500 |
1,444.8 |
0.382 |
1,441.5 |
LOW |
1,431.0 |
0.618 |
1,413.9 |
1.000 |
1,403.4 |
1.618 |
1,386.3 |
2.618 |
1,358.7 |
4.250 |
1,313.7 |
|
|
Fisher Pivots for day following 05-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,449.9 |
1,447.0 |
PP |
1,447.4 |
1,441.5 |
S1 |
1,444.8 |
1,436.1 |
|