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 |
9,790 |
9,750 |
-40 |
-0.4% |
9,385 |
High |
9,825 |
9,860 |
35 |
0.4% |
9,860 |
Low |
9,690 |
9,715 |
25 |
0.3% |
9,330 |
Close |
9,735 |
9,825 |
90 |
0.9% |
9,825 |
Range |
135 |
145 |
10 |
7.4% |
530 |
ATR |
281 |
272 |
-10 |
-3.5% |
0 |
Volume |
7,191 |
7,310 |
119 |
1.7% |
47,773 |
|
Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,235 |
10,175 |
9,905 |
|
R3 |
10,090 |
10,030 |
9,865 |
|
R2 |
9,945 |
9,945 |
9,852 |
|
R1 |
9,885 |
9,885 |
9,838 |
9,915 |
PP |
9,800 |
9,800 |
9,800 |
9,815 |
S1 |
9,740 |
9,740 |
9,812 |
9,770 |
S2 |
9,655 |
9,655 |
9,799 |
|
S3 |
9,510 |
9,595 |
9,785 |
|
S4 |
9,365 |
9,450 |
9,745 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,262 |
11,073 |
10,117 |
|
R3 |
10,732 |
10,543 |
9,971 |
|
R2 |
10,202 |
10,202 |
9,922 |
|
R1 |
10,013 |
10,013 |
9,874 |
10,108 |
PP |
9,672 |
9,672 |
9,672 |
9,719 |
S1 |
9,483 |
9,483 |
9,777 |
9,578 |
S2 |
9,142 |
9,142 |
9,728 |
|
S3 |
8,612 |
8,953 |
9,679 |
|
S4 |
8,082 |
8,423 |
9,534 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,860 |
9,330 |
530 |
5.4% |
190 |
1.9% |
93% |
True |
False |
9,554 |
10 |
9,860 |
9,270 |
590 |
6.0% |
213 |
2.2% |
94% |
True |
False |
11,894 |
20 |
10,620 |
8,200 |
2,420 |
24.6% |
354 |
3.6% |
67% |
False |
False |
21,214 |
40 |
10,855 |
8,200 |
2,655 |
27.0% |
214 |
2.2% |
61% |
False |
False |
10,728 |
60 |
10,855 |
8,200 |
2,655 |
27.0% |
144 |
1.5% |
61% |
False |
False |
7,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,476 |
2.618 |
10,240 |
1.618 |
10,095 |
1.000 |
10,005 |
0.618 |
9,950 |
HIGH |
9,860 |
0.618 |
9,805 |
0.500 |
9,788 |
0.382 |
9,771 |
LOW |
9,715 |
0.618 |
9,626 |
1.000 |
9,570 |
1.618 |
9,481 |
2.618 |
9,336 |
4.250 |
9,099 |
|
|
Fisher Pivots for day following 01-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
9,813 |
9,776 |
PP |
9,800 |
9,727 |
S1 |
9,788 |
9,678 |
|