Trading Metrics calculated at close of trading on 04-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
5,886.5 |
5,963.0 |
76.5 |
1.3% |
5,850.0 |
High |
5,975.5 |
6,000.0 |
24.5 |
0.4% |
5,975.5 |
Low |
5,879.5 |
5,944.0 |
64.5 |
1.1% |
5,833.5 |
Close |
5,972.5 |
5,977.5 |
5.0 |
0.1% |
5,972.5 |
Range |
96.0 |
56.0 |
-40.0 |
-41.7% |
142.0 |
ATR |
82.9 |
81.0 |
-1.9 |
-2.3% |
0.0 |
Volume |
93,976 |
77,578 |
-16,398 |
-17.4% |
405,685 |
|
Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,142.0 |
6,115.5 |
6,008.5 |
|
R3 |
6,086.0 |
6,059.5 |
5,993.0 |
|
R2 |
6,030.0 |
6,030.0 |
5,988.0 |
|
R1 |
6,003.5 |
6,003.5 |
5,982.5 |
6,017.0 |
PP |
5,974.0 |
5,974.0 |
5,974.0 |
5,980.5 |
S1 |
5,947.5 |
5,947.5 |
5,972.5 |
5,961.0 |
S2 |
5,918.0 |
5,918.0 |
5,967.0 |
|
S3 |
5,862.0 |
5,891.5 |
5,962.0 |
|
S4 |
5,806.0 |
5,835.5 |
5,946.5 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,353.0 |
6,305.0 |
6,050.5 |
|
R3 |
6,211.0 |
6,163.0 |
6,011.5 |
|
R2 |
6,069.0 |
6,069.0 |
5,998.5 |
|
R1 |
6,021.0 |
6,021.0 |
5,985.5 |
6,045.0 |
PP |
5,927.0 |
5,927.0 |
5,927.0 |
5,939.0 |
S1 |
5,879.0 |
5,879.0 |
5,959.5 |
5,903.0 |
S2 |
5,785.0 |
5,785.0 |
5,946.5 |
|
S3 |
5,643.0 |
5,737.0 |
5,933.5 |
|
S4 |
5,501.0 |
5,595.0 |
5,894.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,000.0 |
5,833.5 |
166.5 |
2.8% |
65.5 |
1.1% |
86% |
True |
False |
84,625 |
10 |
6,000.0 |
5,685.0 |
315.0 |
5.3% |
68.0 |
1.1% |
93% |
True |
False |
85,167 |
20 |
6,000.0 |
5,458.5 |
541.5 |
9.1% |
87.5 |
1.5% |
96% |
True |
False |
99,245 |
40 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
78.5 |
1.3% |
89% |
False |
False |
50,525 |
60 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
61.5 |
1.0% |
89% |
False |
False |
33,708 |
80 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
49.0 |
0.8% |
89% |
False |
False |
25,287 |
100 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
45.0 |
0.8% |
89% |
False |
False |
20,241 |
120 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
39.5 |
0.7% |
89% |
False |
False |
16,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,238.0 |
2.618 |
6,146.5 |
1.618 |
6,090.5 |
1.000 |
6,056.0 |
0.618 |
6,034.5 |
HIGH |
6,000.0 |
0.618 |
5,978.5 |
0.500 |
5,972.0 |
0.382 |
5,965.5 |
LOW |
5,944.0 |
0.618 |
5,909.5 |
1.000 |
5,888.0 |
1.618 |
5,853.5 |
2.618 |
5,797.5 |
4.250 |
5,706.0 |
|
|
Fisher Pivots for day following 04-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
5,975.5 |
5,962.0 |
PP |
5,974.0 |
5,946.0 |
S1 |
5,972.0 |
5,930.0 |
|