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 |
9,650 |
9,655 |
5 |
0.1% |
9,385 |
High |
9,740 |
9,705 |
-35 |
-0.4% |
9,860 |
Low |
9,590 |
9,420 |
-170 |
-1.8% |
9,330 |
Close |
9,675 |
9,525 |
-150 |
-1.6% |
9,825 |
Range |
150 |
285 |
135 |
90.0% |
530 |
ATR |
247 |
249 |
3 |
1.1% |
0 |
Volume |
7,680 |
16,342 |
8,662 |
112.8% |
47,773 |
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,405 |
10,250 |
9,682 |
|
R3 |
10,120 |
9,965 |
9,604 |
|
R2 |
9,835 |
9,835 |
9,577 |
|
R1 |
9,680 |
9,680 |
9,551 |
9,615 |
PP |
9,550 |
9,550 |
9,550 |
9,518 |
S1 |
9,395 |
9,395 |
9,499 |
9,330 |
S2 |
9,265 |
9,265 |
9,473 |
|
S3 |
8,980 |
9,110 |
9,447 |
|
S4 |
8,695 |
8,825 |
9,368 |
|
|
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 |
9,420 |
440 |
4.6% |
173 |
1.8% |
24% |
False |
True |
9,353 |
10 |
9,860 |
9,330 |
530 |
5.6% |
184 |
1.9% |
37% |
False |
False |
10,216 |
20 |
10,345 |
8,200 |
2,145 |
22.5% |
354 |
3.7% |
62% |
False |
False |
20,095 |
40 |
10,855 |
8,200 |
2,655 |
27.9% |
232 |
2.4% |
50% |
False |
False |
11,713 |
60 |
10,855 |
8,200 |
2,655 |
27.9% |
156 |
1.6% |
50% |
False |
False |
7,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,916 |
2.618 |
10,451 |
1.618 |
10,166 |
1.000 |
9,990 |
0.618 |
9,881 |
HIGH |
9,705 |
0.618 |
9,596 |
0.500 |
9,563 |
0.382 |
9,529 |
LOW |
9,420 |
0.618 |
9,244 |
1.000 |
9,135 |
1.618 |
8,959 |
2.618 |
8,674 |
4.250 |
8,209 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
9,563 |
9,590 |
PP |
9,550 |
9,568 |
S1 |
9,538 |
9,547 |
|