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 |
9,850 |
9,755 |
-95 |
-1.0% |
9,385 |
High |
9,850 |
9,760 |
-90 |
-0.9% |
9,860 |
Low |
9,725 |
9,600 |
-125 |
-1.3% |
9,330 |
Close |
9,745 |
9,670 |
-75 |
-0.8% |
9,825 |
Range |
125 |
160 |
35 |
28.0% |
530 |
ATR |
261 |
254 |
-7 |
-2.8% |
0 |
Volume |
7,710 |
7,727 |
17 |
0.2% |
47,773 |
|
Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,157 |
10,073 |
9,758 |
|
R3 |
9,997 |
9,913 |
9,714 |
|
R2 |
9,837 |
9,837 |
9,699 |
|
R1 |
9,753 |
9,753 |
9,685 |
9,715 |
PP |
9,677 |
9,677 |
9,677 |
9,658 |
S1 |
9,593 |
9,593 |
9,655 |
9,555 |
S2 |
9,517 |
9,517 |
9,641 |
|
S3 |
9,357 |
9,433 |
9,626 |
|
S4 |
9,197 |
9,273 |
9,582 |
|
|
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 |
9,495 |
365 |
3.8% |
180 |
1.9% |
48% |
False |
False |
9,152 |
10 |
9,860 |
9,330 |
530 |
5.5% |
189 |
1.9% |
64% |
False |
False |
9,901 |
20 |
10,620 |
8,200 |
2,420 |
25.0% |
350 |
3.6% |
61% |
False |
False |
20,196 |
40 |
10,855 |
8,200 |
2,655 |
27.5% |
221 |
2.3% |
55% |
False |
False |
11,113 |
60 |
10,855 |
8,200 |
2,655 |
27.5% |
149 |
1.5% |
55% |
False |
False |
7,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,440 |
2.618 |
10,179 |
1.618 |
10,019 |
1.000 |
9,920 |
0.618 |
9,859 |
HIGH |
9,760 |
0.618 |
9,699 |
0.500 |
9,680 |
0.382 |
9,661 |
LOW |
9,600 |
0.618 |
9,501 |
1.000 |
9,440 |
1.618 |
9,341 |
2.618 |
9,181 |
4.250 |
8,920 |
|
|
Fisher Pivots for day following 05-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
9,680 |
9,730 |
PP |
9,677 |
9,710 |
S1 |
9,673 |
9,690 |
|