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 |
1,457.0 |
1,463.9 |
6.9 |
0.5% |
1,429.0 |
High |
1,464.5 |
1,466.1 |
1.6 |
0.1% |
1,442.0 |
Low |
1,454.2 |
1,456.1 |
1.9 |
0.1% |
1,413.5 |
Close |
1,459.8 |
1,460.6 |
0.8 |
0.1% |
1,430.3 |
Range |
10.3 |
10.0 |
-0.3 |
-2.9% |
28.5 |
ATR |
17.1 |
16.6 |
-0.5 |
-3.0% |
0.0 |
Volume |
11,461 |
1,889 |
-9,572 |
-83.5% |
12,794 |
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,490.9 |
1,485.8 |
1,466.1 |
|
R3 |
1,480.9 |
1,475.8 |
1,463.4 |
|
R2 |
1,470.9 |
1,470.9 |
1,462.4 |
|
R1 |
1,465.8 |
1,465.8 |
1,461.5 |
1,463.4 |
PP |
1,460.9 |
1,460.9 |
1,460.9 |
1,459.7 |
S1 |
1,455.8 |
1,455.8 |
1,459.7 |
1,453.4 |
S2 |
1,450.9 |
1,450.9 |
1,458.8 |
|
S3 |
1,440.9 |
1,445.8 |
1,457.9 |
|
S4 |
1,430.9 |
1,435.8 |
1,455.1 |
|
|
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 |
1,466.1 |
1,415.5 |
50.6 |
3.5% |
15.8 |
1.1% |
89% |
True |
False |
3,493 |
10 |
1,466.1 |
1,413.5 |
52.6 |
3.6% |
15.7 |
1.1% |
90% |
True |
False |
3,391 |
20 |
1,466.1 |
1,389.8 |
76.3 |
5.2% |
16.4 |
1.1% |
93% |
True |
False |
2,403 |
40 |
1,466.1 |
1,356.3 |
109.8 |
7.5% |
15.2 |
1.0% |
95% |
True |
False |
1,949 |
60 |
1,466.1 |
1,314.2 |
151.9 |
10.4% |
16.1 |
1.1% |
96% |
True |
False |
1,679 |
80 |
1,466.1 |
1,314.2 |
151.9 |
10.4% |
15.0 |
1.0% |
96% |
True |
False |
1,359 |
100 |
1,466.1 |
1,314.2 |
151.9 |
10.4% |
15.3 |
1.0% |
96% |
True |
False |
1,186 |
120 |
1,466.1 |
1,314.2 |
151.9 |
10.4% |
14.5 |
1.0% |
96% |
True |
False |
1,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,508.6 |
2.618 |
1,492.3 |
1.618 |
1,482.3 |
1.000 |
1,476.1 |
0.618 |
1,472.3 |
HIGH |
1,466.1 |
0.618 |
1,462.3 |
0.500 |
1,461.1 |
0.382 |
1,459.9 |
LOW |
1,456.1 |
0.618 |
1,449.9 |
1.000 |
1,446.1 |
1.618 |
1,439.9 |
2.618 |
1,429.9 |
4.250 |
1,413.6 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,461.1 |
1,456.9 |
PP |
1,460.9 |
1,453.3 |
S1 |
1,460.8 |
1,449.6 |
|