Trading Metrics calculated at close of trading on 08-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
9,655 |
9,540 |
-115 |
-1.2% |
9,850 |
High |
9,705 |
9,820 |
115 |
1.2% |
9,850 |
Low |
9,420 |
9,500 |
80 |
0.8% |
9,420 |
Close |
9,525 |
9,730 |
205 |
2.2% |
9,730 |
Range |
285 |
320 |
35 |
12.3% |
430 |
ATR |
249 |
254 |
5 |
2.0% |
0 |
Volume |
16,342 |
11,612 |
-4,730 |
-28.9% |
51,071 |
|
Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,643 |
10,507 |
9,906 |
|
R3 |
10,323 |
10,187 |
9,818 |
|
R2 |
10,003 |
10,003 |
9,789 |
|
R1 |
9,867 |
9,867 |
9,759 |
9,935 |
PP |
9,683 |
9,683 |
9,683 |
9,718 |
S1 |
9,547 |
9,547 |
9,701 |
9,615 |
S2 |
9,363 |
9,363 |
9,671 |
|
S3 |
9,043 |
9,227 |
9,642 |
|
S4 |
8,723 |
8,907 |
9,554 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,957 |
10,773 |
9,967 |
|
R3 |
10,527 |
10,343 |
9,848 |
|
R2 |
10,097 |
10,097 |
9,809 |
|
R1 |
9,913 |
9,913 |
9,770 |
9,790 |
PP |
9,667 |
9,667 |
9,667 |
9,605 |
S1 |
9,483 |
9,483 |
9,691 |
9,360 |
S2 |
9,237 |
9,237 |
9,651 |
|
S3 |
8,807 |
9,053 |
9,612 |
|
S4 |
8,377 |
8,623 |
9,494 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,850 |
9,420 |
430 |
4.4% |
208 |
2.1% |
72% |
False |
False |
10,214 |
10 |
9,860 |
9,330 |
530 |
5.4% |
199 |
2.0% |
75% |
False |
False |
9,884 |
20 |
9,860 |
8,200 |
1,660 |
17.1% |
349 |
3.6% |
92% |
False |
False |
19,522 |
40 |
10,855 |
8,200 |
2,655 |
27.3% |
239 |
2.5% |
58% |
False |
False |
12,003 |
60 |
10,855 |
8,200 |
2,655 |
27.3% |
162 |
1.7% |
58% |
False |
False |
8,009 |
80 |
10,855 |
8,200 |
2,655 |
27.3% |
121 |
1.2% |
58% |
False |
False |
6,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,180 |
2.618 |
10,658 |
1.618 |
10,338 |
1.000 |
10,140 |
0.618 |
10,018 |
HIGH |
9,820 |
0.618 |
9,698 |
0.500 |
9,660 |
0.382 |
9,622 |
LOW |
9,500 |
0.618 |
9,302 |
1.000 |
9,180 |
1.618 |
8,982 |
2.618 |
8,662 |
4.250 |
8,140 |
|
|
Fisher Pivots for day following 08-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
9,707 |
9,693 |
PP |
9,683 |
9,657 |
S1 |
9,660 |
9,620 |
|