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 |
1,460.1 |
1,459.8 |
-0.3 |
0.0% |
1,430.0 |
High |
1,466.5 |
1,476.4 |
9.9 |
0.7% |
1,476.4 |
Low |
1,453.7 |
1,457.7 |
4.0 |
0.3% |
1,429.1 |
Close |
1,459.3 |
1,474.1 |
14.8 |
1.0% |
1,474.1 |
Range |
12.8 |
18.7 |
5.9 |
46.1% |
47.3 |
ATR |
18.4 |
18.5 |
0.0 |
0.1% |
0.0 |
Volume |
103,474 |
112,008 |
8,534 |
8.2% |
566,876 |
|
Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,525.5 |
1,518.5 |
1,484.4 |
|
R3 |
1,506.8 |
1,499.8 |
1,479.2 |
|
R2 |
1,488.1 |
1,488.1 |
1,477.5 |
|
R1 |
1,481.1 |
1,481.1 |
1,475.8 |
1,484.6 |
PP |
1,469.4 |
1,469.4 |
1,469.4 |
1,471.2 |
S1 |
1,462.4 |
1,462.4 |
1,472.4 |
1,465.9 |
S2 |
1,450.7 |
1,450.7 |
1,470.7 |
|
S3 |
1,432.0 |
1,443.7 |
1,469.0 |
|
S4 |
1,413.3 |
1,425.0 |
1,463.8 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,601.8 |
1,585.2 |
1,500.1 |
|
R3 |
1,554.5 |
1,537.9 |
1,487.1 |
|
R2 |
1,507.2 |
1,507.2 |
1,482.8 |
|
R1 |
1,490.6 |
1,490.6 |
1,478.4 |
1,498.9 |
PP |
1,459.9 |
1,459.9 |
1,459.9 |
1,464.0 |
S1 |
1,443.3 |
1,443.3 |
1,469.8 |
1,451.6 |
S2 |
1,412.6 |
1,412.6 |
1,465.4 |
|
S3 |
1,365.3 |
1,396.0 |
1,461.1 |
|
S4 |
1,318.0 |
1,348.7 |
1,448.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,476.4 |
1,429.1 |
47.3 |
3.2% |
16.3 |
1.1% |
95% |
True |
False |
113,375 |
10 |
1,476.4 |
1,411.5 |
64.9 |
4.4% |
17.8 |
1.2% |
96% |
True |
False |
121,919 |
20 |
1,476.4 |
1,382.4 |
94.0 |
6.4% |
18.7 |
1.3% |
98% |
True |
False |
74,142 |
40 |
1,476.4 |
1,355.9 |
120.5 |
8.2% |
18.0 |
1.2% |
98% |
True |
False |
41,912 |
60 |
1,476.4 |
1,310.9 |
165.5 |
11.2% |
18.6 |
1.3% |
99% |
True |
False |
29,459 |
80 |
1,476.4 |
1,310.9 |
165.5 |
11.2% |
18.0 |
1.2% |
99% |
True |
False |
22,642 |
100 |
1,476.4 |
1,310.9 |
165.5 |
11.2% |
18.5 |
1.3% |
99% |
True |
False |
18,693 |
120 |
1,476.4 |
1,310.9 |
165.5 |
11.2% |
19.5 |
1.3% |
99% |
True |
False |
15,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,555.9 |
2.618 |
1,525.4 |
1.618 |
1,506.7 |
1.000 |
1,495.1 |
0.618 |
1,488.0 |
HIGH |
1,476.4 |
0.618 |
1,469.3 |
0.500 |
1,467.1 |
0.382 |
1,464.8 |
LOW |
1,457.7 |
0.618 |
1,446.1 |
1.000 |
1,439.0 |
1.618 |
1,427.4 |
2.618 |
1,408.7 |
4.250 |
1,378.2 |
|
|
Fisher Pivots for day following 08-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,471.8 |
1,470.9 |
PP |
1,469.4 |
1,467.7 |
S1 |
1,467.1 |
1,464.5 |
|