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 |
1,432.2 |
1,436.5 |
4.3 |
0.3% |
1,429.0 |
High |
1,441.2 |
1,459.5 |
18.3 |
1.3% |
1,442.0 |
Low |
1,431.4 |
1,433.1 |
1.7 |
0.1% |
1,413.5 |
Close |
1,434.4 |
1,453.9 |
19.5 |
1.4% |
1,430.3 |
Range |
9.8 |
26.4 |
16.6 |
169.4% |
28.5 |
ATR |
17.0 |
17.6 |
0.7 |
4.0% |
0.0 |
Volume |
1,136 |
1,885 |
749 |
65.9% |
12,794 |
|
Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,528.0 |
1,517.4 |
1,468.4 |
|
R3 |
1,501.6 |
1,491.0 |
1,461.2 |
|
R2 |
1,475.2 |
1,475.2 |
1,458.7 |
|
R1 |
1,464.6 |
1,464.6 |
1,456.3 |
1,469.9 |
PP |
1,448.8 |
1,448.8 |
1,448.8 |
1,451.5 |
S1 |
1,438.2 |
1,438.2 |
1,451.5 |
1,443.5 |
S2 |
1,422.4 |
1,422.4 |
1,449.1 |
|
S3 |
1,396.0 |
1,411.8 |
1,446.6 |
|
S4 |
1,369.6 |
1,385.4 |
1,439.4 |
|
|
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 |
1,459.5 |
1,415.4 |
44.1 |
3.0% |
18.6 |
1.3% |
87% |
True |
False |
1,569 |
10 |
1,459.5 |
1,413.5 |
46.0 |
3.2% |
17.4 |
1.2% |
88% |
True |
False |
2,357 |
20 |
1,459.5 |
1,389.8 |
69.7 |
4.8% |
17.3 |
1.2% |
92% |
True |
False |
1,979 |
40 |
1,459.5 |
1,351.8 |
107.7 |
7.4% |
15.3 |
1.1% |
95% |
True |
False |
1,720 |
60 |
1,459.5 |
1,314.2 |
145.3 |
10.0% |
16.0 |
1.1% |
96% |
True |
False |
1,483 |
80 |
1,459.5 |
1,314.2 |
145.3 |
10.0% |
15.0 |
1.0% |
96% |
True |
False |
1,199 |
100 |
1,459.5 |
1,314.2 |
145.3 |
10.0% |
15.4 |
1.1% |
96% |
True |
False |
1,060 |
120 |
1,459.5 |
1,314.2 |
145.3 |
10.0% |
14.4 |
1.0% |
96% |
True |
False |
1,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,571.7 |
2.618 |
1,528.6 |
1.618 |
1,502.2 |
1.000 |
1,485.9 |
0.618 |
1,475.8 |
HIGH |
1,459.5 |
0.618 |
1,449.4 |
0.500 |
1,446.3 |
0.382 |
1,443.2 |
LOW |
1,433.1 |
0.618 |
1,416.8 |
1.000 |
1,406.7 |
1.618 |
1,390.4 |
2.618 |
1,364.0 |
4.250 |
1,320.9 |
|
|
Fisher Pivots for day following 05-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,451.4 |
1,448.4 |
PP |
1,448.8 |
1,443.0 |
S1 |
1,446.3 |
1,437.5 |
|