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 |
1,324.50 |
1,321.25 |
-3.25 |
-0.2% |
1,309.25 |
High |
1,325.75 |
1,333.75 |
8.00 |
0.6% |
1,333.75 |
Low |
1,320.50 |
1,320.50 |
0.00 |
0.0% |
1,300.25 |
Close |
1,321.00 |
1,327.75 |
6.75 |
0.5% |
1,327.75 |
Range |
5.25 |
13.25 |
8.00 |
152.4% |
33.50 |
ATR |
18.27 |
17.91 |
-0.36 |
-2.0% |
0.00 |
Volume |
1,520,310 |
1,658,616 |
138,306 |
9.1% |
7,407,788 |
|
Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.00 |
1,360.75 |
1,335.00 |
|
R3 |
1,353.75 |
1,347.50 |
1,331.50 |
|
R2 |
1,340.50 |
1,340.50 |
1,330.25 |
|
R1 |
1,334.25 |
1,334.25 |
1,329.00 |
1,337.50 |
PP |
1,327.25 |
1,327.25 |
1,327.25 |
1,329.00 |
S1 |
1,321.00 |
1,321.00 |
1,326.50 |
1,324.00 |
S2 |
1,314.00 |
1,314.00 |
1,325.25 |
|
S3 |
1,300.75 |
1,307.75 |
1,324.00 |
|
S4 |
1,287.50 |
1,294.50 |
1,320.50 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,421.00 |
1,408.00 |
1,346.25 |
|
R3 |
1,387.50 |
1,374.50 |
1,337.00 |
|
R2 |
1,354.00 |
1,354.00 |
1,334.00 |
|
R1 |
1,341.00 |
1,341.00 |
1,330.75 |
1,347.50 |
PP |
1,320.50 |
1,320.50 |
1,320.50 |
1,324.00 |
S1 |
1,307.50 |
1,307.50 |
1,324.75 |
1,314.00 |
S2 |
1,287.00 |
1,287.00 |
1,321.50 |
|
S3 |
1,253.50 |
1,274.00 |
1,318.50 |
|
S4 |
1,220.00 |
1,240.50 |
1,309.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,333.75 |
1,300.25 |
33.50 |
2.5% |
12.50 |
0.9% |
82% |
True |
False |
1,481,557 |
10 |
1,333.75 |
1,274.75 |
59.00 |
4.4% |
13.75 |
1.0% |
90% |
True |
False |
1,574,717 |
20 |
1,333.75 |
1,241.25 |
92.50 |
7.0% |
20.25 |
1.5% |
94% |
True |
False |
1,815,345 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
18.25 |
1.4% |
90% |
False |
False |
911,049 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
16.75 |
1.3% |
90% |
False |
False |
607,818 |
80 |
1,337.75 |
1,208.00 |
129.75 |
9.8% |
14.75 |
1.1% |
92% |
False |
False |
455,970 |
100 |
1,337.75 |
1,161.50 |
176.25 |
13.3% |
15.00 |
1.1% |
94% |
False |
False |
364,779 |
120 |
1,337.75 |
1,142.25 |
195.50 |
14.7% |
14.75 |
1.1% |
95% |
False |
False |
303,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,390.00 |
2.618 |
1,368.50 |
1.618 |
1,355.25 |
1.000 |
1,347.00 |
0.618 |
1,342.00 |
HIGH |
1,333.75 |
0.618 |
1,328.75 |
0.500 |
1,327.00 |
0.382 |
1,325.50 |
LOW |
1,320.50 |
0.618 |
1,312.25 |
1.000 |
1,307.25 |
1.618 |
1,299.00 |
2.618 |
1,285.75 |
4.250 |
1,264.25 |
|
|
Fisher Pivots for day following 01-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,327.50 |
1,326.50 |
PP |
1,327.25 |
1,325.50 |
S1 |
1,327.00 |
1,324.25 |
|