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 |
9,750 |
9,850 |
100 |
1.0% |
9,385 |
High |
9,860 |
9,850 |
-10 |
-0.1% |
9,860 |
Low |
9,715 |
9,725 |
10 |
0.1% |
9,330 |
Close |
9,825 |
9,745 |
-80 |
-0.8% |
9,825 |
Range |
145 |
125 |
-20 |
-13.8% |
530 |
ATR |
272 |
261 |
-10 |
-3.9% |
0 |
Volume |
7,310 |
7,710 |
400 |
5.5% |
47,773 |
|
Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,148 |
10,072 |
9,814 |
|
R3 |
10,023 |
9,947 |
9,780 |
|
R2 |
9,898 |
9,898 |
9,768 |
|
R1 |
9,822 |
9,822 |
9,757 |
9,798 |
PP |
9,773 |
9,773 |
9,773 |
9,761 |
S1 |
9,697 |
9,697 |
9,734 |
9,673 |
S2 |
9,648 |
9,648 |
9,722 |
|
S3 |
9,523 |
9,572 |
9,711 |
|
S4 |
9,398 |
9,447 |
9,676 |
|
|
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% |
187 |
1.9% |
78% |
False |
False |
9,662 |
10 |
9,860 |
9,330 |
530 |
5.4% |
194 |
2.0% |
78% |
False |
False |
10,362 |
20 |
10,620 |
8,200 |
2,420 |
24.8% |
351 |
3.6% |
64% |
False |
False |
21,145 |
40 |
10,855 |
8,200 |
2,655 |
27.2% |
217 |
2.2% |
58% |
False |
False |
10,920 |
60 |
10,855 |
8,200 |
2,655 |
27.2% |
146 |
1.5% |
58% |
False |
False |
7,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,381 |
2.618 |
10,177 |
1.618 |
10,052 |
1.000 |
9,975 |
0.618 |
9,927 |
HIGH |
9,850 |
0.618 |
9,802 |
0.500 |
9,788 |
0.382 |
9,773 |
LOW |
9,725 |
0.618 |
9,648 |
1.000 |
9,600 |
1.618 |
9,523 |
2.618 |
9,398 |
4.250 |
9,194 |
|
|
Fisher Pivots for day following 04-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
9,788 |
9,775 |
PP |
9,773 |
9,765 |
S1 |
9,759 |
9,755 |
|