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 |
1,458.2 |
1,460.1 |
1.9 |
0.1% |
1,430.0 |
High |
1,463.7 |
1,466.5 |
2.8 |
0.2% |
1,441.0 |
Low |
1,452.5 |
1,453.7 |
1.2 |
0.1% |
1,411.5 |
Close |
1,458.5 |
1,459.3 |
0.8 |
0.1% |
1,428.9 |
Range |
11.2 |
12.8 |
1.6 |
14.3% |
29.5 |
ATR |
18.9 |
18.4 |
-0.4 |
-2.3% |
0.0 |
Volume |
118,049 |
103,474 |
-14,575 |
-12.3% |
652,318 |
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,498.2 |
1,491.6 |
1,466.3 |
|
R3 |
1,485.4 |
1,478.8 |
1,462.8 |
|
R2 |
1,472.6 |
1,472.6 |
1,461.6 |
|
R1 |
1,466.0 |
1,466.0 |
1,460.5 |
1,462.9 |
PP |
1,459.8 |
1,459.8 |
1,459.8 |
1,458.3 |
S1 |
1,453.2 |
1,453.2 |
1,458.1 |
1,450.1 |
S2 |
1,447.0 |
1,447.0 |
1,457.0 |
|
S3 |
1,434.2 |
1,440.4 |
1,455.8 |
|
S4 |
1,421.4 |
1,427.6 |
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 |
1,466.5 |
1,413.5 |
53.0 |
3.6% |
17.4 |
1.2% |
86% |
True |
False |
122,699 |
10 |
1,466.5 |
1,411.5 |
55.0 |
3.8% |
17.5 |
1.2% |
87% |
True |
False |
118,310 |
20 |
1,466.5 |
1,382.4 |
84.1 |
5.8% |
18.7 |
1.3% |
91% |
True |
False |
70,228 |
40 |
1,466.5 |
1,353.1 |
113.4 |
7.8% |
17.9 |
1.2% |
94% |
True |
False |
39,180 |
60 |
1,466.5 |
1,310.9 |
155.6 |
10.7% |
18.5 |
1.3% |
95% |
True |
False |
27,646 |
80 |
1,466.5 |
1,310.9 |
155.6 |
10.7% |
17.9 |
1.2% |
95% |
True |
False |
21,274 |
100 |
1,466.5 |
1,310.9 |
155.6 |
10.7% |
18.5 |
1.3% |
95% |
True |
False |
17,609 |
120 |
1,466.5 |
1,310.9 |
155.6 |
10.7% |
19.5 |
1.3% |
95% |
True |
False |
15,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,520.9 |
2.618 |
1,500.0 |
1.618 |
1,487.2 |
1.000 |
1,479.3 |
0.618 |
1,474.4 |
HIGH |
1,466.5 |
0.618 |
1,461.6 |
0.500 |
1,460.1 |
0.382 |
1,458.6 |
LOW |
1,453.7 |
0.618 |
1,445.8 |
1.000 |
1,440.9 |
1.618 |
1,433.0 |
2.618 |
1,420.2 |
4.250 |
1,399.3 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,460.1 |
1,455.8 |
PP |
1,459.8 |
1,452.3 |
S1 |
1,459.6 |
1,448.8 |
|