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 |
1,436.5 |
1,457.0 |
20.5 |
1.4% |
1,429.0 |
High |
1,459.5 |
1,464.5 |
5.0 |
0.3% |
1,442.0 |
Low |
1,433.1 |
1,454.2 |
21.1 |
1.5% |
1,413.5 |
Close |
1,453.9 |
1,459.8 |
5.9 |
0.4% |
1,430.3 |
Range |
26.4 |
10.3 |
-16.1 |
-61.0% |
28.5 |
ATR |
17.6 |
17.1 |
-0.5 |
-2.9% |
0.0 |
Volume |
1,885 |
11,461 |
9,576 |
508.0% |
12,794 |
|
Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,490.4 |
1,485.4 |
1,465.5 |
|
R3 |
1,480.1 |
1,475.1 |
1,462.6 |
|
R2 |
1,469.8 |
1,469.8 |
1,461.7 |
|
R1 |
1,464.8 |
1,464.8 |
1,460.7 |
1,467.3 |
PP |
1,459.5 |
1,459.5 |
1,459.5 |
1,460.8 |
S1 |
1,454.5 |
1,454.5 |
1,458.9 |
1,457.0 |
S2 |
1,449.2 |
1,449.2 |
1,457.9 |
|
S3 |
1,438.9 |
1,444.2 |
1,457.0 |
|
S4 |
1,428.6 |
1,433.9 |
1,454.1 |
|
|
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 |
1,464.5 |
1,415.5 |
49.0 |
3.4% |
17.3 |
1.2% |
90% |
True |
False |
3,497 |
10 |
1,464.5 |
1,413.5 |
51.0 |
3.5% |
17.0 |
1.2% |
91% |
True |
False |
3,331 |
20 |
1,464.5 |
1,389.8 |
74.7 |
5.1% |
17.3 |
1.2% |
94% |
True |
False |
2,450 |
40 |
1,464.5 |
1,356.3 |
108.2 |
7.4% |
15.1 |
1.0% |
96% |
True |
False |
1,951 |
60 |
1,464.5 |
1,314.2 |
150.3 |
10.3% |
16.0 |
1.1% |
97% |
True |
False |
1,659 |
80 |
1,464.5 |
1,314.2 |
150.3 |
10.3% |
15.0 |
1.0% |
97% |
True |
False |
1,339 |
100 |
1,464.5 |
1,314.2 |
150.3 |
10.3% |
15.4 |
1.1% |
97% |
True |
False |
1,172 |
120 |
1,464.5 |
1,314.2 |
150.3 |
10.3% |
14.4 |
1.0% |
97% |
True |
False |
1,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,508.3 |
2.618 |
1,491.5 |
1.618 |
1,481.2 |
1.000 |
1,474.8 |
0.618 |
1,470.9 |
HIGH |
1,464.5 |
0.618 |
1,460.6 |
0.500 |
1,459.4 |
0.382 |
1,458.1 |
LOW |
1,454.2 |
0.618 |
1,447.8 |
1.000 |
1,443.9 |
1.618 |
1,437.5 |
2.618 |
1,427.2 |
4.250 |
1,410.4 |
|
|
Fisher Pivots for day following 06-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,459.7 |
1,455.9 |
PP |
1,459.5 |
1,451.9 |
S1 |
1,459.4 |
1,448.0 |
|