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 |
12,309 |
12,340 |
31 |
0.3% |
12,170 |
High |
12,346 |
12,377 |
31 |
0.3% |
12,358 |
Low |
12,286 |
12,288 |
2 |
0.0% |
12,108 |
Close |
12,337 |
12,327 |
-10 |
-0.1% |
12,318 |
Range |
60 |
89 |
29 |
48.3% |
250 |
ATR |
141 |
137 |
-4 |
-2.6% |
0 |
Volume |
59,990 |
81,198 |
21,208 |
35.4% |
386,398 |
|
Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,598 |
12,551 |
12,376 |
|
R3 |
12,509 |
12,462 |
12,352 |
|
R2 |
12,420 |
12,420 |
12,343 |
|
R1 |
12,373 |
12,373 |
12,335 |
12,352 |
PP |
12,331 |
12,331 |
12,331 |
12,320 |
S1 |
12,284 |
12,284 |
12,319 |
12,263 |
S2 |
12,242 |
12,242 |
12,311 |
|
S3 |
12,153 |
12,195 |
12,303 |
|
S4 |
12,064 |
12,106 |
12,278 |
|
|
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 |
12,377 |
12,212 |
165 |
1.3% |
85 |
0.7% |
70% |
True |
False |
72,966 |
10 |
12,377 |
11,907 |
470 |
3.8% |
101 |
0.8% |
89% |
True |
False |
84,389 |
20 |
12,377 |
11,451 |
926 |
7.5% |
158 |
1.3% |
95% |
True |
False |
104,161 |
40 |
12,377 |
11,451 |
926 |
7.5% |
148 |
1.2% |
95% |
True |
False |
52,283 |
60 |
12,377 |
11,451 |
926 |
7.5% |
132 |
1.1% |
95% |
True |
False |
34,867 |
80 |
12,377 |
11,293 |
1,084 |
8.8% |
112 |
0.9% |
95% |
True |
False |
26,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,755 |
2.618 |
12,610 |
1.618 |
12,521 |
1.000 |
12,466 |
0.618 |
12,432 |
HIGH |
12,377 |
0.618 |
12,343 |
0.500 |
12,333 |
0.382 |
12,322 |
LOW |
12,288 |
0.618 |
12,233 |
1.000 |
12,199 |
1.618 |
12,144 |
2.618 |
12,055 |
4.250 |
11,910 |
|
|
Fisher Pivots for day following 05-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,333 |
12,324 |
PP |
12,331 |
12,321 |
S1 |
12,329 |
12,318 |
|