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 |
1,329.75 |
1,327.00 |
-2.75 |
-0.2% |
1,309.25 |
High |
1,334.25 |
1,336.50 |
2.25 |
0.2% |
1,333.75 |
Low |
1,323.00 |
1,326.00 |
3.00 |
0.2% |
1,300.25 |
Close |
1,326.75 |
1,329.00 |
2.25 |
0.2% |
1,327.75 |
Range |
11.25 |
10.50 |
-0.75 |
-6.7% |
33.50 |
ATR |
16.80 |
16.35 |
-0.45 |
-2.7% |
0.00 |
Volume |
1,555,950 |
1,656,542 |
100,592 |
6.5% |
7,407,788 |
|
Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.00 |
1,356.00 |
1,334.75 |
|
R3 |
1,351.50 |
1,345.50 |
1,332.00 |
|
R2 |
1,341.00 |
1,341.00 |
1,331.00 |
|
R1 |
1,335.00 |
1,335.00 |
1,330.00 |
1,338.00 |
PP |
1,330.50 |
1,330.50 |
1,330.50 |
1,332.00 |
S1 |
1,324.50 |
1,324.50 |
1,328.00 |
1,327.50 |
S2 |
1,320.00 |
1,320.00 |
1,327.00 |
|
S3 |
1,309.50 |
1,314.00 |
1,326.00 |
|
S4 |
1,299.00 |
1,303.50 |
1,323.25 |
|
|
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 |
1,336.50 |
1,320.50 |
16.00 |
1.2% |
9.75 |
0.7% |
53% |
True |
False |
1,532,730 |
10 |
1,336.50 |
1,289.25 |
47.25 |
3.6% |
12.00 |
0.9% |
84% |
True |
False |
1,536,440 |
20 |
1,336.50 |
1,241.25 |
95.25 |
7.2% |
19.00 |
1.4% |
92% |
True |
False |
2,016,129 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
18.25 |
1.4% |
91% |
False |
False |
1,023,096 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
16.75 |
1.3% |
91% |
False |
False |
682,520 |
80 |
1,337.75 |
1,224.00 |
113.75 |
8.6% |
14.75 |
1.1% |
92% |
False |
False |
512,025 |
100 |
1,337.75 |
1,161.50 |
176.25 |
13.3% |
15.00 |
1.1% |
95% |
False |
False |
409,625 |
120 |
1,337.75 |
1,145.75 |
192.00 |
14.4% |
14.75 |
1.1% |
95% |
False |
False |
341,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,381.00 |
2.618 |
1,364.00 |
1.618 |
1,353.50 |
1.000 |
1,347.00 |
0.618 |
1,343.00 |
HIGH |
1,336.50 |
0.618 |
1,332.50 |
0.500 |
1,331.25 |
0.382 |
1,330.00 |
LOW |
1,326.00 |
0.618 |
1,319.50 |
1.000 |
1,315.50 |
1.618 |
1,309.00 |
2.618 |
1,298.50 |
4.250 |
1,281.50 |
|
|
Fisher Pivots for day following 06-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,331.25 |
1,329.75 |
PP |
1,330.50 |
1,329.50 |
S1 |
1,329.75 |
1,329.25 |
|