Trading Metrics calculated at close of trading on 05-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,327.00 |
1,329.75 |
2.75 |
0.2% |
1,309.25 |
High |
1,332.75 |
1,334.25 |
1.50 |
0.1% |
1,333.75 |
Low |
1,324.50 |
1,323.00 |
-1.50 |
-0.1% |
1,300.25 |
Close |
1,329.25 |
1,326.75 |
-2.50 |
-0.2% |
1,327.75 |
Range |
8.25 |
11.25 |
3.00 |
36.4% |
33.50 |
ATR |
17.22 |
16.80 |
-0.43 |
-2.5% |
0.00 |
Volume |
1,272,234 |
1,555,950 |
283,716 |
22.3% |
7,407,788 |
|
Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.75 |
1,355.50 |
1,333.00 |
|
R3 |
1,350.50 |
1,344.25 |
1,329.75 |
|
R2 |
1,339.25 |
1,339.25 |
1,328.75 |
|
R1 |
1,333.00 |
1,333.00 |
1,327.75 |
1,330.50 |
PP |
1,328.00 |
1,328.00 |
1,328.00 |
1,326.75 |
S1 |
1,321.75 |
1,321.75 |
1,325.75 |
1,319.25 |
S2 |
1,316.75 |
1,316.75 |
1,324.75 |
|
S3 |
1,305.50 |
1,310.50 |
1,323.75 |
|
S4 |
1,294.25 |
1,299.25 |
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 |
1,334.25 |
1,314.75 |
19.50 |
1.5% |
10.25 |
0.8% |
62% |
True |
False |
1,481,888 |
10 |
1,334.25 |
1,279.00 |
55.25 |
4.2% |
12.75 |
1.0% |
86% |
True |
False |
1,564,617 |
20 |
1,334.25 |
1,241.25 |
93.00 |
7.0% |
19.00 |
1.4% |
92% |
True |
False |
1,946,798 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
18.00 |
1.4% |
89% |
False |
False |
981,702 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
16.75 |
1.3% |
89% |
False |
False |
654,921 |
80 |
1,337.75 |
1,222.25 |
115.50 |
8.7% |
14.75 |
1.1% |
90% |
False |
False |
491,318 |
100 |
1,337.75 |
1,161.50 |
176.25 |
13.3% |
15.00 |
1.1% |
94% |
False |
False |
393,060 |
120 |
1,337.75 |
1,145.75 |
192.00 |
14.5% |
14.75 |
1.1% |
94% |
False |
False |
327,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,382.00 |
2.618 |
1,363.75 |
1.618 |
1,352.50 |
1.000 |
1,345.50 |
0.618 |
1,341.25 |
HIGH |
1,334.25 |
0.618 |
1,330.00 |
0.500 |
1,328.50 |
0.382 |
1,327.25 |
LOW |
1,323.00 |
0.618 |
1,316.00 |
1.000 |
1,311.75 |
1.618 |
1,304.75 |
2.618 |
1,293.50 |
4.250 |
1,275.25 |
|
|
Fisher Pivots for day following 05-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,328.50 |
1,327.50 |
PP |
1,328.00 |
1,327.25 |
S1 |
1,327.50 |
1,327.00 |
|