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 |
1,424.7 |
1,433.8 |
9.1 |
0.6% |
1,429.0 |
High |
1,442.0 |
1,438.2 |
-3.8 |
-0.3% |
1,442.0 |
Low |
1,424.7 |
1,415.5 |
-9.2 |
-0.6% |
1,413.5 |
Close |
1,441.3 |
1,430.3 |
-11.0 |
-0.8% |
1,430.3 |
Range |
17.3 |
22.7 |
5.4 |
31.2% |
28.5 |
ATR |
16.8 |
17.4 |
0.6 |
3.8% |
0.0 |
Volume |
1,911 |
1,096 |
-815 |
-42.6% |
12,794 |
|
Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,496.1 |
1,485.9 |
1,442.8 |
|
R3 |
1,473.4 |
1,463.2 |
1,436.5 |
|
R2 |
1,450.7 |
1,450.7 |
1,434.5 |
|
R1 |
1,440.5 |
1,440.5 |
1,432.4 |
1,434.3 |
PP |
1,428.0 |
1,428.0 |
1,428.0 |
1,424.9 |
S1 |
1,417.8 |
1,417.8 |
1,428.2 |
1,411.6 |
S2 |
1,405.3 |
1,405.3 |
1,426.1 |
|
S3 |
1,382.6 |
1,395.1 |
1,424.1 |
|
S4 |
1,359.9 |
1,372.4 |
1,417.8 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,514.1 |
1,500.7 |
1,446.0 |
|
R3 |
1,485.6 |
1,472.2 |
1,438.1 |
|
R2 |
1,457.1 |
1,457.1 |
1,435.5 |
|
R1 |
1,443.7 |
1,443.7 |
1,432.9 |
1,450.4 |
PP |
1,428.6 |
1,428.6 |
1,428.6 |
1,432.0 |
S1 |
1,415.2 |
1,415.2 |
1,427.7 |
1,421.9 |
S2 |
1,400.1 |
1,400.1 |
1,425.1 |
|
S3 |
1,371.6 |
1,386.7 |
1,422.5 |
|
S4 |
1,343.1 |
1,358.2 |
1,414.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,442.0 |
1,413.5 |
28.5 |
2.0% |
16.9 |
1.2% |
59% |
False |
False |
2,558 |
10 |
1,451.1 |
1,413.5 |
37.6 |
2.6% |
15.8 |
1.1% |
45% |
False |
False |
2,338 |
20 |
1,451.1 |
1,389.8 |
61.3 |
4.3% |
16.7 |
1.2% |
66% |
False |
False |
2,034 |
40 |
1,451.1 |
1,347.4 |
103.7 |
7.3% |
14.9 |
1.0% |
80% |
False |
False |
1,753 |
60 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
15.9 |
1.1% |
85% |
False |
False |
1,457 |
80 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
15.1 |
1.1% |
85% |
False |
False |
1,173 |
100 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
15.5 |
1.1% |
85% |
False |
False |
1,052 |
120 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
14.1 |
1.0% |
85% |
False |
False |
1,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,534.7 |
2.618 |
1,497.6 |
1.618 |
1,474.9 |
1.000 |
1,460.9 |
0.618 |
1,452.2 |
HIGH |
1,438.2 |
0.618 |
1,429.5 |
0.500 |
1,426.9 |
0.382 |
1,424.2 |
LOW |
1,415.5 |
0.618 |
1,401.5 |
1.000 |
1,392.8 |
1.618 |
1,378.8 |
2.618 |
1,356.1 |
4.250 |
1,319.0 |
|
|
Fisher Pivots for day following 01-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,429.2 |
1,429.8 |
PP |
1,428.0 |
1,429.2 |
S1 |
1,426.9 |
1,428.7 |
|