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 |
1,435.6 |
1,458.2 |
22.6 |
1.6% |
1,430.0 |
High |
1,458.6 |
1,463.7 |
5.1 |
0.3% |
1,441.0 |
Low |
1,431.0 |
1,452.5 |
21.5 |
1.5% |
1,411.5 |
Close |
1,452.5 |
1,458.5 |
6.0 |
0.4% |
1,428.9 |
Range |
27.6 |
11.2 |
-16.4 |
-59.4% |
29.5 |
ATR |
19.5 |
18.9 |
-0.6 |
-3.0% |
0.0 |
Volume |
154,798 |
118,049 |
-36,749 |
-23.7% |
652,318 |
|
Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,491.8 |
1,486.4 |
1,464.7 |
|
R3 |
1,480.6 |
1,475.2 |
1,461.6 |
|
R2 |
1,469.4 |
1,469.4 |
1,460.6 |
|
R1 |
1,464.0 |
1,464.0 |
1,459.5 |
1,466.7 |
PP |
1,458.2 |
1,458.2 |
1,458.2 |
1,459.6 |
S1 |
1,452.8 |
1,452.8 |
1,457.5 |
1,455.5 |
S2 |
1,447.0 |
1,447.0 |
1,456.4 |
|
S3 |
1,435.8 |
1,441.6 |
1,455.4 |
|
S4 |
1,424.6 |
1,430.4 |
1,452.3 |
|
|
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 |
1,463.7 |
1,413.5 |
50.2 |
3.4% |
18.7 |
1.3% |
90% |
True |
False |
125,910 |
10 |
1,463.7 |
1,411.5 |
52.2 |
3.6% |
18.7 |
1.3% |
90% |
True |
False |
112,476 |
20 |
1,463.7 |
1,382.4 |
81.3 |
5.6% |
19.5 |
1.3% |
94% |
True |
False |
65,832 |
40 |
1,463.7 |
1,353.1 |
110.6 |
7.6% |
17.8 |
1.2% |
95% |
True |
False |
36,663 |
60 |
1,463.7 |
1,310.9 |
152.8 |
10.5% |
18.5 |
1.3% |
97% |
True |
False |
25,980 |
80 |
1,463.7 |
1,310.9 |
152.8 |
10.5% |
18.0 |
1.2% |
97% |
True |
False |
20,007 |
100 |
1,463.7 |
1,310.9 |
152.8 |
10.5% |
18.8 |
1.3% |
97% |
True |
False |
16,603 |
120 |
1,463.7 |
1,310.9 |
152.8 |
10.5% |
19.5 |
1.3% |
97% |
True |
False |
14,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,511.3 |
2.618 |
1,493.0 |
1.618 |
1,481.8 |
1.000 |
1,474.9 |
0.618 |
1,470.6 |
HIGH |
1,463.7 |
0.618 |
1,459.4 |
0.500 |
1,458.1 |
0.382 |
1,456.8 |
LOW |
1,452.5 |
0.618 |
1,445.6 |
1.000 |
1,441.3 |
1.618 |
1,434.4 |
2.618 |
1,423.2 |
4.250 |
1,404.9 |
|
|
Fisher Pivots for day following 06-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,458.4 |
1,454.5 |
PP |
1,458.2 |
1,450.4 |
S1 |
1,458.1 |
1,446.4 |
|