Trading Metrics calculated at close of trading on 06-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
5,977.5 |
5,971.5 |
-6.0 |
-0.1% |
5,850.0 |
High |
5,987.5 |
6,016.0 |
28.5 |
0.5% |
5,975.5 |
Low |
5,946.0 |
5,966.0 |
20.0 |
0.3% |
5,833.5 |
Close |
5,969.0 |
6,002.0 |
33.0 |
0.6% |
5,972.5 |
Range |
41.5 |
50.0 |
8.5 |
20.5% |
142.0 |
ATR |
78.2 |
76.2 |
-2.0 |
-2.6% |
0.0 |
Volume |
68,051 |
81,197 |
13,146 |
19.3% |
405,685 |
|
Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,144.5 |
6,123.5 |
6,029.5 |
|
R3 |
6,094.5 |
6,073.5 |
6,016.0 |
|
R2 |
6,044.5 |
6,044.5 |
6,011.0 |
|
R1 |
6,023.5 |
6,023.5 |
6,006.5 |
6,034.0 |
PP |
5,994.5 |
5,994.5 |
5,994.5 |
6,000.0 |
S1 |
5,973.5 |
5,973.5 |
5,997.5 |
5,984.0 |
S2 |
5,944.5 |
5,944.5 |
5,993.0 |
|
S3 |
5,894.5 |
5,923.5 |
5,988.0 |
|
S4 |
5,844.5 |
5,873.5 |
5,974.5 |
|
|
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 |
6,016.0 |
5,860.5 |
155.5 |
2.6% |
63.0 |
1.1% |
91% |
True |
False |
86,159 |
10 |
6,016.0 |
5,732.5 |
283.5 |
4.7% |
63.0 |
1.0% |
95% |
True |
False |
81,478 |
20 |
6,016.0 |
5,458.5 |
557.5 |
9.3% |
85.5 |
1.4% |
97% |
True |
False |
105,106 |
40 |
6,042.0 |
5,458.5 |
583.5 |
9.7% |
78.5 |
1.3% |
93% |
False |
False |
54,250 |
60 |
6,042.0 |
5,458.5 |
583.5 |
9.7% |
63.0 |
1.1% |
93% |
False |
False |
36,195 |
80 |
6,042.0 |
5,458.5 |
583.5 |
9.7% |
50.0 |
0.8% |
93% |
False |
False |
27,152 |
100 |
6,042.0 |
5,458.5 |
583.5 |
9.7% |
45.5 |
0.8% |
93% |
False |
False |
21,732 |
120 |
6,042.0 |
5,458.5 |
583.5 |
9.7% |
40.0 |
0.7% |
93% |
False |
False |
18,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,228.5 |
2.618 |
6,147.0 |
1.618 |
6,097.0 |
1.000 |
6,066.0 |
0.618 |
6,047.0 |
HIGH |
6,016.0 |
0.618 |
5,997.0 |
0.500 |
5,991.0 |
0.382 |
5,985.0 |
LOW |
5,966.0 |
0.618 |
5,935.0 |
1.000 |
5,916.0 |
1.618 |
5,885.0 |
2.618 |
5,835.0 |
4.250 |
5,753.5 |
|
|
Fisher Pivots for day following 06-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
5,998.5 |
5,994.5 |
PP |
5,994.5 |
5,987.5 |
S1 |
5,991.0 |
5,980.0 |
|