Trading Metrics calculated at close of trading on 08-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
7,224.0 |
7,241.0 |
17.0 |
0.2% |
7,195.5 |
High |
7,261.0 |
7,253.0 |
-8.0 |
-0.1% |
7,262.5 |
Low |
7,192.5 |
7,189.0 |
-3.5 |
0.0% |
7,148.0 |
Close |
7,200.5 |
7,223.0 |
22.5 |
0.3% |
7,223.0 |
Range |
68.5 |
64.0 |
-4.5 |
-6.6% |
114.5 |
ATR |
107.8 |
104.7 |
-3.1 |
-2.9% |
0.0 |
Volume |
134,223 |
93,424 |
-40,799 |
-30.4% |
554,386 |
|
Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,413.7 |
7,382.3 |
7,258.2 |
|
R3 |
7,349.7 |
7,318.3 |
7,240.6 |
|
R2 |
7,285.7 |
7,285.7 |
7,234.7 |
|
R1 |
7,254.3 |
7,254.3 |
7,228.9 |
7,238.0 |
PP |
7,221.7 |
7,221.7 |
7,221.7 |
7,213.5 |
S1 |
7,190.3 |
7,190.3 |
7,217.1 |
7,174.0 |
S2 |
7,157.7 |
7,157.7 |
7,211.3 |
|
S3 |
7,093.7 |
7,126.3 |
7,205.4 |
|
S4 |
7,029.7 |
7,062.3 |
7,187.8 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,554.7 |
7,503.3 |
7,286.0 |
|
R3 |
7,440.2 |
7,388.8 |
7,254.5 |
|
R2 |
7,325.7 |
7,325.7 |
7,244.0 |
|
R1 |
7,274.3 |
7,274.3 |
7,233.5 |
7,300.0 |
PP |
7,211.2 |
7,211.2 |
7,211.2 |
7,224.0 |
S1 |
7,159.8 |
7,159.8 |
7,212.5 |
7,185.5 |
S2 |
7,096.7 |
7,096.7 |
7,202.0 |
|
S3 |
6,982.2 |
7,045.3 |
7,191.5 |
|
S4 |
6,867.7 |
6,930.8 |
7,160.0 |
|
|
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 |
7,148.0 |
114.5 |
1.6% |
65.3 |
0.9% |
66% |
False |
False |
110,877 |
10 |
7,262.5 |
6,885.0 |
377.5 |
5.2% |
73.4 |
1.0% |
90% |
False |
False |
114,954 |
20 |
7,262.5 |
6,436.0 |
826.5 |
11.4% |
111.5 |
1.5% |
95% |
False |
False |
123,928 |
40 |
7,470.0 |
6,436.0 |
1,034.0 |
14.3% |
105.4 |
1.5% |
76% |
False |
False |
64,016 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.3% |
93.0 |
1.3% |
76% |
False |
False |
42,859 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.3% |
86.9 |
1.2% |
76% |
False |
False |
32,341 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.3% |
85.9 |
1.2% |
76% |
False |
False |
26,149 |
120 |
7,470.0 |
6,436.0 |
1,034.0 |
14.3% |
81.6 |
1.1% |
76% |
False |
False |
21,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,525.0 |
2.618 |
7,420.6 |
1.618 |
7,356.6 |
1.000 |
7,317.0 |
0.618 |
7,292.6 |
HIGH |
7,253.0 |
0.618 |
7,228.6 |
0.500 |
7,221.0 |
0.382 |
7,213.4 |
LOW |
7,189.0 |
0.618 |
7,149.4 |
1.000 |
7,125.0 |
1.618 |
7,085.4 |
2.618 |
7,021.4 |
4.250 |
6,917.0 |
|
|
Fisher Pivots for day following 08-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
7,222.3 |
7,221.7 |
PP |
7,221.7 |
7,220.3 |
S1 |
7,221.0 |
7,219.0 |
|