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 |
9,755 |
9,650 |
-105 |
-1.1% |
9,385 |
High |
9,760 |
9,740 |
-20 |
-0.2% |
9,860 |
Low |
9,600 |
9,590 |
-10 |
-0.1% |
9,330 |
Close |
9,670 |
9,675 |
5 |
0.1% |
9,825 |
Range |
160 |
150 |
-10 |
-6.3% |
530 |
ATR |
254 |
247 |
-7 |
-2.9% |
0 |
Volume |
7,727 |
7,680 |
-47 |
-0.6% |
47,773 |
|
Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,118 |
10,047 |
9,758 |
|
R3 |
9,968 |
9,897 |
9,716 |
|
R2 |
9,818 |
9,818 |
9,703 |
|
R1 |
9,747 |
9,747 |
9,689 |
9,783 |
PP |
9,668 |
9,668 |
9,668 |
9,686 |
S1 |
9,597 |
9,597 |
9,661 |
9,633 |
S2 |
9,518 |
9,518 |
9,648 |
|
S3 |
9,368 |
9,447 |
9,634 |
|
S4 |
9,218 |
9,297 |
9,593 |
|
|
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 |
9,590 |
270 |
2.8% |
143 |
1.5% |
31% |
False |
True |
7,523 |
10 |
9,860 |
9,330 |
530 |
5.5% |
180 |
1.9% |
65% |
False |
False |
9,541 |
20 |
10,515 |
8,200 |
2,315 |
23.9% |
351 |
3.6% |
64% |
False |
False |
20,057 |
40 |
10,855 |
8,200 |
2,655 |
27.4% |
225 |
2.3% |
56% |
False |
False |
11,305 |
60 |
10,855 |
8,200 |
2,655 |
27.4% |
152 |
1.6% |
56% |
False |
False |
7,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,378 |
2.618 |
10,133 |
1.618 |
9,983 |
1.000 |
9,890 |
0.618 |
9,833 |
HIGH |
9,740 |
0.618 |
9,683 |
0.500 |
9,665 |
0.382 |
9,647 |
LOW |
9,590 |
0.618 |
9,497 |
1.000 |
9,440 |
1.618 |
9,347 |
2.618 |
9,197 |
4.250 |
8,953 |
|
|
Fisher Pivots for day following 06-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
9,672 |
9,720 |
PP |
9,668 |
9,705 |
S1 |
9,665 |
9,690 |
|