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 |
7,099.0 |
7,100.0 |
1.0 |
0.0% |
6,963.0 |
High |
7,100.5 |
7,213.5 |
113.0 |
1.6% |
7,213.5 |
Low |
7,056.0 |
7,090.5 |
34.5 |
0.5% |
6,885.0 |
Close |
7,078.5 |
7,198.5 |
120.0 |
1.7% |
7,198.5 |
Range |
44.5 |
123.0 |
78.5 |
176.4% |
328.5 |
ATR |
121.1 |
122.1 |
1.0 |
0.8% |
0.0 |
Volume |
108,021 |
121,898 |
13,877 |
12.8% |
595,154 |
|
Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,536.5 |
7,490.5 |
7,266.2 |
|
R3 |
7,413.5 |
7,367.5 |
7,232.3 |
|
R2 |
7,290.5 |
7,290.5 |
7,221.1 |
|
R1 |
7,244.5 |
7,244.5 |
7,209.8 |
7,267.5 |
PP |
7,167.5 |
7,167.5 |
7,167.5 |
7,179.0 |
S1 |
7,121.5 |
7,121.5 |
7,187.2 |
7,144.5 |
S2 |
7,044.5 |
7,044.5 |
7,176.0 |
|
S3 |
6,921.5 |
6,998.5 |
7,164.7 |
|
S4 |
6,798.5 |
6,875.5 |
7,130.9 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,084.5 |
7,970.0 |
7,379.2 |
|
R3 |
7,756.0 |
7,641.5 |
7,288.8 |
|
R2 |
7,427.5 |
7,427.5 |
7,258.7 |
|
R1 |
7,313.0 |
7,313.0 |
7,228.6 |
7,370.3 |
PP |
7,099.0 |
7,099.0 |
7,099.0 |
7,127.6 |
S1 |
6,984.5 |
6,984.5 |
7,168.4 |
7,041.8 |
S2 |
6,770.5 |
6,770.5 |
7,138.3 |
|
S3 |
6,442.0 |
6,656.0 |
7,108.2 |
|
S4 |
6,113.5 |
6,327.5 |
7,017.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,213.5 |
6,885.0 |
328.5 |
4.6% |
81.4 |
1.1% |
95% |
True |
False |
119,030 |
10 |
7,213.5 |
6,733.0 |
480.5 |
6.7% |
92.7 |
1.3% |
97% |
True |
False |
130,207 |
20 |
7,298.0 |
6,436.0 |
862.0 |
12.0% |
121.8 |
1.7% |
88% |
False |
False |
98,480 |
40 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
106.2 |
1.5% |
74% |
False |
False |
50,272 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
95.0 |
1.3% |
74% |
False |
False |
33,642 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
85.7 |
1.2% |
74% |
False |
False |
25,673 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
86.5 |
1.2% |
74% |
False |
False |
20,614 |
120 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
81.2 |
1.1% |
74% |
False |
False |
17,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,736.3 |
2.618 |
7,535.5 |
1.618 |
7,412.5 |
1.000 |
7,336.5 |
0.618 |
7,289.5 |
HIGH |
7,213.5 |
0.618 |
7,166.5 |
0.500 |
7,152.0 |
0.382 |
7,137.5 |
LOW |
7,090.5 |
0.618 |
7,014.5 |
1.000 |
6,967.5 |
1.618 |
6,891.5 |
2.618 |
6,768.5 |
4.250 |
6,567.8 |
|
|
Fisher Pivots for day following 01-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
7,183.0 |
7,170.4 |
PP |
7,167.5 |
7,142.3 |
S1 |
7,152.0 |
7,114.3 |
|