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 |
1,321.25 |
1,327.00 |
5.75 |
0.4% |
1,309.25 |
High |
1,333.75 |
1,332.75 |
-1.00 |
-0.1% |
1,333.75 |
Low |
1,320.50 |
1,324.50 |
4.00 |
0.3% |
1,300.25 |
Close |
1,327.75 |
1,329.25 |
1.50 |
0.1% |
1,327.75 |
Range |
13.25 |
8.25 |
-5.00 |
-37.7% |
33.50 |
ATR |
17.91 |
17.22 |
-0.69 |
-3.9% |
0.00 |
Volume |
1,658,616 |
1,272,234 |
-386,382 |
-23.3% |
7,407,788 |
|
Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.50 |
1,349.75 |
1,333.75 |
|
R3 |
1,345.25 |
1,341.50 |
1,331.50 |
|
R2 |
1,337.00 |
1,337.00 |
1,330.75 |
|
R1 |
1,333.25 |
1,333.25 |
1,330.00 |
1,335.00 |
PP |
1,328.75 |
1,328.75 |
1,328.75 |
1,329.75 |
S1 |
1,325.00 |
1,325.00 |
1,328.50 |
1,327.00 |
S2 |
1,320.50 |
1,320.50 |
1,327.75 |
|
S3 |
1,312.25 |
1,316.75 |
1,327.00 |
|
S4 |
1,304.00 |
1,308.50 |
1,324.75 |
|
|
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% |
11.50 |
0.9% |
87% |
False |
False |
1,480,308 |
10 |
1,333.75 |
1,279.00 |
54.75 |
4.1% |
12.50 |
0.9% |
92% |
False |
False |
1,553,201 |
20 |
1,333.75 |
1,241.25 |
92.50 |
7.0% |
19.50 |
1.5% |
95% |
False |
False |
1,876,010 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
18.25 |
1.4% |
91% |
False |
False |
942,829 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
16.75 |
1.3% |
91% |
False |
False |
629,012 |
80 |
1,337.75 |
1,217.25 |
120.50 |
9.1% |
14.75 |
1.1% |
93% |
False |
False |
471,869 |
100 |
1,337.75 |
1,161.50 |
176.25 |
13.3% |
15.00 |
1.1% |
95% |
False |
False |
377,500 |
120 |
1,337.75 |
1,145.75 |
192.00 |
14.4% |
14.75 |
1.1% |
96% |
False |
False |
314,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,367.75 |
2.618 |
1,354.25 |
1.618 |
1,346.00 |
1.000 |
1,341.00 |
0.618 |
1,337.75 |
HIGH |
1,332.75 |
0.618 |
1,329.50 |
0.500 |
1,328.50 |
0.382 |
1,327.75 |
LOW |
1,324.50 |
0.618 |
1,319.50 |
1.000 |
1,316.25 |
1.618 |
1,311.25 |
2.618 |
1,303.00 |
4.250 |
1,289.50 |
|
|
Fisher Pivots for day following 04-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,329.00 |
1,328.50 |
PP |
1,328.75 |
1,327.75 |
S1 |
1,328.50 |
1,327.00 |
|