Trading Metrics calculated at close of trading on 07-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,327.00 |
1,329.00 |
2.00 |
0.2% |
1,309.25 |
High |
1,336.50 |
1,335.25 |
-1.25 |
-0.1% |
1,333.75 |
Low |
1,326.00 |
1,322.25 |
-3.75 |
-0.3% |
1,300.25 |
Close |
1,329.00 |
1,328.50 |
-0.50 |
0.0% |
1,327.75 |
Range |
10.50 |
13.00 |
2.50 |
23.8% |
33.50 |
ATR |
16.35 |
16.11 |
-0.24 |
-1.5% |
0.00 |
Volume |
1,656,542 |
2,179,895 |
523,353 |
31.6% |
7,407,788 |
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.75 |
1,361.00 |
1,335.75 |
|
R3 |
1,354.75 |
1,348.00 |
1,332.00 |
|
R2 |
1,341.75 |
1,341.75 |
1,331.00 |
|
R1 |
1,335.00 |
1,335.00 |
1,329.75 |
1,332.00 |
PP |
1,328.75 |
1,328.75 |
1,328.75 |
1,327.00 |
S1 |
1,322.00 |
1,322.00 |
1,327.25 |
1,319.00 |
S2 |
1,315.75 |
1,315.75 |
1,326.00 |
|
S3 |
1,302.75 |
1,309.00 |
1,325.00 |
|
S4 |
1,289.75 |
1,296.00 |
1,321.25 |
|
|
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% |
11.25 |
0.8% |
50% |
False |
False |
1,664,647 |
10 |
1,336.50 |
1,300.25 |
36.25 |
2.7% |
11.50 |
0.9% |
78% |
False |
False |
1,571,572 |
20 |
1,336.50 |
1,241.25 |
95.25 |
7.2% |
18.50 |
1.4% |
92% |
False |
False |
2,032,892 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
18.25 |
1.4% |
90% |
False |
False |
1,077,566 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
16.75 |
1.3% |
90% |
False |
False |
718,845 |
80 |
1,337.75 |
1,224.00 |
113.75 |
8.6% |
15.00 |
1.1% |
92% |
False |
False |
539,273 |
100 |
1,337.75 |
1,161.50 |
176.25 |
13.3% |
15.00 |
1.1% |
95% |
False |
False |
431,424 |
120 |
1,337.75 |
1,145.75 |
192.00 |
14.5% |
14.75 |
1.1% |
95% |
False |
False |
359,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,390.50 |
2.618 |
1,369.25 |
1.618 |
1,356.25 |
1.000 |
1,348.25 |
0.618 |
1,343.25 |
HIGH |
1,335.25 |
0.618 |
1,330.25 |
0.500 |
1,328.75 |
0.382 |
1,327.25 |
LOW |
1,322.25 |
0.618 |
1,314.25 |
1.000 |
1,309.25 |
1.618 |
1,301.25 |
2.618 |
1,288.25 |
4.250 |
1,267.00 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,328.75 |
1,329.50 |
PP |
1,328.75 |
1,329.00 |
S1 |
1,328.50 |
1,328.75 |
|