Trading Metrics calculated at close of trading on 01-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,288 |
12,263 |
-25 |
-0.2% |
12,170 |
High |
12,320 |
12,358 |
38 |
0.3% |
12,358 |
Low |
12,252 |
12,258 |
6 |
0.0% |
12,108 |
Close |
12,252 |
12,318 |
66 |
0.5% |
12,318 |
Range |
68 |
100 |
32 |
47.1% |
250 |
ATR |
151 |
147 |
-3 |
-2.1% |
0 |
Volume |
74,358 |
83,890 |
9,532 |
12.8% |
386,398 |
|
Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,611 |
12,565 |
12,373 |
|
R3 |
12,511 |
12,465 |
12,346 |
|
R2 |
12,411 |
12,411 |
12,336 |
|
R1 |
12,365 |
12,365 |
12,327 |
12,388 |
PP |
12,311 |
12,311 |
12,311 |
12,323 |
S1 |
12,265 |
12,265 |
12,309 |
12,288 |
S2 |
12,211 |
12,211 |
12,300 |
|
S3 |
12,111 |
12,165 |
12,291 |
|
S4 |
12,011 |
12,065 |
12,263 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,011 |
12,915 |
12,456 |
|
R3 |
12,761 |
12,665 |
12,387 |
|
R2 |
12,511 |
12,511 |
12,364 |
|
R1 |
12,415 |
12,415 |
12,341 |
12,463 |
PP |
12,261 |
12,261 |
12,261 |
12,286 |
S1 |
12,165 |
12,165 |
12,295 |
12,213 |
S2 |
12,011 |
12,011 |
12,272 |
|
S3 |
11,761 |
11,915 |
12,249 |
|
S4 |
11,511 |
11,665 |
12,181 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,358 |
12,108 |
250 |
2.0% |
100 |
0.8% |
84% |
True |
False |
77,279 |
10 |
12,358 |
11,802 |
556 |
4.5% |
114 |
0.9% |
93% |
True |
False |
89,781 |
20 |
12,358 |
11,451 |
907 |
7.4% |
169 |
1.4% |
96% |
True |
False |
97,334 |
40 |
12,358 |
11,451 |
907 |
7.4% |
149 |
1.2% |
96% |
True |
False |
48,753 |
60 |
12,358 |
11,451 |
907 |
7.4% |
133 |
1.1% |
96% |
True |
False |
32,514 |
80 |
12,358 |
11,200 |
1,158 |
9.4% |
112 |
0.9% |
97% |
True |
False |
24,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,783 |
2.618 |
12,620 |
1.618 |
12,520 |
1.000 |
12,458 |
0.618 |
12,420 |
HIGH |
12,358 |
0.618 |
12,320 |
0.500 |
12,308 |
0.382 |
12,296 |
LOW |
12,258 |
0.618 |
12,196 |
1.000 |
12,158 |
1.618 |
12,096 |
2.618 |
11,996 |
4.250 |
11,833 |
|
|
Fisher Pivots for day following 01-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,315 |
12,307 |
PP |
12,311 |
12,296 |
S1 |
12,308 |
12,285 |
|