Trading Metrics calculated at close of trading on 04-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
7,100.0 |
7,195.5 |
95.5 |
1.3% |
6,963.0 |
High |
7,213.5 |
7,220.0 |
6.5 |
0.1% |
7,213.5 |
Low |
7,090.5 |
7,182.0 |
91.5 |
1.3% |
6,885.0 |
Close |
7,198.5 |
7,199.5 |
1.0 |
0.0% |
7,198.5 |
Range |
123.0 |
38.0 |
-85.0 |
-69.1% |
328.5 |
ATR |
122.1 |
116.1 |
-6.0 |
-4.9% |
0.0 |
Volume |
121,898 |
85,245 |
-36,653 |
-30.1% |
595,154 |
|
Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,314.5 |
7,295.0 |
7,220.4 |
|
R3 |
7,276.5 |
7,257.0 |
7,210.0 |
|
R2 |
7,238.5 |
7,238.5 |
7,206.5 |
|
R1 |
7,219.0 |
7,219.0 |
7,203.0 |
7,228.8 |
PP |
7,200.5 |
7,200.5 |
7,200.5 |
7,205.4 |
S1 |
7,181.0 |
7,181.0 |
7,196.0 |
7,190.8 |
S2 |
7,162.5 |
7,162.5 |
7,192.5 |
|
S3 |
7,124.5 |
7,143.0 |
7,189.1 |
|
S4 |
7,086.5 |
7,105.0 |
7,178.6 |
|
|
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 |
7,220.0 |
6,885.0 |
335.0 |
4.7% |
75.3 |
1.0% |
94% |
True |
False |
113,024 |
10 |
7,220.0 |
6,738.5 |
481.5 |
6.7% |
84.9 |
1.2% |
96% |
True |
False |
124,923 |
20 |
7,251.0 |
6,436.0 |
815.0 |
11.3% |
116.7 |
1.6% |
94% |
False |
False |
102,537 |
40 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
105.3 |
1.5% |
74% |
False |
False |
52,392 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
93.9 |
1.3% |
74% |
False |
False |
35,061 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
85.3 |
1.2% |
74% |
False |
False |
26,728 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
86.5 |
1.2% |
74% |
False |
False |
21,462 |
120 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
81.2 |
1.1% |
74% |
False |
False |
17,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,381.5 |
2.618 |
7,319.5 |
1.618 |
7,281.5 |
1.000 |
7,258.0 |
0.618 |
7,243.5 |
HIGH |
7,220.0 |
0.618 |
7,205.5 |
0.500 |
7,201.0 |
0.382 |
7,196.5 |
LOW |
7,182.0 |
0.618 |
7,158.5 |
1.000 |
7,144.0 |
1.618 |
7,120.5 |
2.618 |
7,082.5 |
4.250 |
7,020.5 |
|
|
Fisher Pivots for day following 04-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
7,201.0 |
7,179.0 |
PP |
7,200.5 |
7,158.5 |
S1 |
7,200.0 |
7,138.0 |
|