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 |
7,213.5 |
7,215.5 |
2.0 |
0.0% |
6,963.0 |
High |
7,217.0 |
7,262.5 |
45.5 |
0.6% |
7,213.5 |
Low |
7,148.0 |
7,175.5 |
27.5 |
0.4% |
6,885.0 |
Close |
7,198.5 |
7,236.5 |
38.0 |
0.5% |
7,198.5 |
Range |
69.0 |
87.0 |
18.0 |
26.1% |
328.5 |
ATR |
112.7 |
110.9 |
-1.8 |
-1.6% |
0.0 |
Volume |
106,986 |
134,508 |
27,522 |
25.7% |
595,154 |
|
Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,485.8 |
7,448.2 |
7,284.4 |
|
R3 |
7,398.8 |
7,361.2 |
7,260.4 |
|
R2 |
7,311.8 |
7,311.8 |
7,252.5 |
|
R1 |
7,274.2 |
7,274.2 |
7,244.5 |
7,293.0 |
PP |
7,224.8 |
7,224.8 |
7,224.8 |
7,234.3 |
S1 |
7,187.2 |
7,187.2 |
7,228.5 |
7,206.0 |
S2 |
7,137.8 |
7,137.8 |
7,220.6 |
|
S3 |
7,050.8 |
7,100.2 |
7,212.6 |
|
S4 |
6,963.8 |
7,013.2 |
7,188.7 |
|
|
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 |
7,262.5 |
7,056.0 |
206.5 |
2.9% |
72.3 |
1.0% |
87% |
True |
False |
111,331 |
10 |
7,262.5 |
6,805.5 |
457.0 |
6.3% |
84.2 |
1.2% |
94% |
True |
False |
119,692 |
20 |
7,262.5 |
6,436.0 |
826.5 |
11.4% |
111.6 |
1.5% |
97% |
True |
False |
113,737 |
40 |
7,470.0 |
6,436.0 |
1,034.0 |
14.3% |
106.9 |
1.5% |
77% |
False |
False |
58,400 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.3% |
92.8 |
1.3% |
77% |
False |
False |
39,077 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.3% |
86.4 |
1.2% |
77% |
False |
False |
29,693 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.3% |
86.0 |
1.2% |
77% |
False |
False |
23,875 |
120 |
7,470.0 |
6,436.0 |
1,034.0 |
14.3% |
81.5 |
1.1% |
77% |
False |
False |
19,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,632.3 |
2.618 |
7,490.3 |
1.618 |
7,403.3 |
1.000 |
7,349.5 |
0.618 |
7,316.3 |
HIGH |
7,262.5 |
0.618 |
7,229.3 |
0.500 |
7,219.0 |
0.382 |
7,208.7 |
LOW |
7,175.5 |
0.618 |
7,121.7 |
1.000 |
7,088.5 |
1.618 |
7,034.7 |
2.618 |
6,947.7 |
4.250 |
6,805.8 |
|
|
Fisher Pivots for day following 06-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
7,230.7 |
7,226.1 |
PP |
7,224.8 |
7,215.7 |
S1 |
7,219.0 |
7,205.3 |
|