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 |
12,360 |
12,350 |
-10 |
-0.1% |
12,309 |
High |
12,388 |
12,406 |
18 |
0.1% |
12,406 |
Low |
12,273 |
12,266 |
-7 |
-0.1% |
12,266 |
Close |
12,351 |
12,326 |
-25 |
-0.2% |
12,326 |
Range |
115 |
140 |
25 |
21.7% |
140 |
ATR |
132 |
133 |
1 |
0.4% |
0 |
Volume |
109,012 |
95,335 |
-13,677 |
-12.5% |
432,242 |
|
Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,753 |
12,679 |
12,403 |
|
R3 |
12,613 |
12,539 |
12,365 |
|
R2 |
12,473 |
12,473 |
12,352 |
|
R1 |
12,399 |
12,399 |
12,339 |
12,366 |
PP |
12,333 |
12,333 |
12,333 |
12,316 |
S1 |
12,259 |
12,259 |
12,313 |
12,226 |
S2 |
12,193 |
12,193 |
12,300 |
|
S3 |
12,053 |
12,119 |
12,288 |
|
S4 |
11,913 |
11,979 |
12,249 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,753 |
12,679 |
12,403 |
|
R3 |
12,613 |
12,539 |
12,365 |
|
R2 |
12,473 |
12,473 |
12,352 |
|
R1 |
12,399 |
12,399 |
12,339 |
12,436 |
PP |
12,333 |
12,333 |
12,333 |
12,351 |
S1 |
12,259 |
12,259 |
12,313 |
12,296 |
S2 |
12,193 |
12,193 |
12,300 |
|
S3 |
12,053 |
12,119 |
12,288 |
|
S4 |
11,913 |
11,979 |
12,249 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,406 |
12,266 |
140 |
1.1% |
98 |
0.8% |
43% |
True |
True |
86,448 |
10 |
12,406 |
12,108 |
298 |
2.4% |
99 |
0.8% |
73% |
True |
False |
81,864 |
20 |
12,406 |
11,451 |
955 |
7.7% |
148 |
1.2% |
92% |
True |
False |
109,333 |
40 |
12,406 |
11,451 |
955 |
7.7% |
151 |
1.2% |
92% |
True |
False |
59,555 |
60 |
12,406 |
11,451 |
955 |
7.7% |
133 |
1.1% |
92% |
True |
False |
39,717 |
80 |
12,406 |
11,336 |
1,070 |
8.7% |
115 |
0.9% |
93% |
True |
False |
29,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,001 |
2.618 |
12,773 |
1.618 |
12,633 |
1.000 |
12,546 |
0.618 |
12,493 |
HIGH |
12,406 |
0.618 |
12,353 |
0.500 |
12,336 |
0.382 |
12,320 |
LOW |
12,266 |
0.618 |
12,180 |
1.000 |
12,126 |
1.618 |
12,040 |
2.618 |
11,900 |
4.250 |
11,671 |
|
|
Fisher Pivots for day following 08-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,336 |
12,336 |
PP |
12,333 |
12,333 |
S1 |
12,329 |
12,329 |
|