Trading Metrics calculated at close of trading on 07-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
5,971.5 |
5,995.0 |
23.5 |
0.4% |
5,850.0 |
High |
6,016.0 |
6,013.0 |
-3.0 |
0.0% |
5,975.5 |
Low |
5,966.0 |
5,959.5 |
-6.5 |
-0.1% |
5,833.5 |
Close |
6,002.0 |
5,977.0 |
-25.0 |
-0.4% |
5,972.5 |
Range |
50.0 |
53.5 |
3.5 |
7.0% |
142.0 |
ATR |
76.2 |
74.5 |
-1.6 |
-2.1% |
0.0 |
Volume |
81,197 |
91,973 |
10,776 |
13.3% |
405,685 |
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,143.5 |
6,114.0 |
6,006.5 |
|
R3 |
6,090.0 |
6,060.5 |
5,991.5 |
|
R2 |
6,036.5 |
6,036.5 |
5,987.0 |
|
R1 |
6,007.0 |
6,007.0 |
5,982.0 |
5,995.0 |
PP |
5,983.0 |
5,983.0 |
5,983.0 |
5,977.0 |
S1 |
5,953.5 |
5,953.5 |
5,972.0 |
5,941.5 |
S2 |
5,929.5 |
5,929.5 |
5,967.0 |
|
S3 |
5,876.0 |
5,900.0 |
5,962.5 |
|
S4 |
5,822.5 |
5,846.5 |
5,947.5 |
|
|
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 |
5,879.5 |
136.5 |
2.3% |
59.5 |
1.0% |
71% |
False |
False |
82,555 |
10 |
6,016.0 |
5,832.0 |
184.0 |
3.1% |
57.0 |
0.9% |
79% |
False |
False |
80,971 |
20 |
6,016.0 |
5,458.5 |
557.5 |
9.3% |
82.0 |
1.4% |
93% |
False |
False |
106,018 |
40 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
79.0 |
1.3% |
89% |
False |
False |
56,544 |
60 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
63.5 |
1.1% |
89% |
False |
False |
37,726 |
80 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
50.5 |
0.8% |
89% |
False |
False |
28,302 |
100 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
46.0 |
0.8% |
89% |
False |
False |
22,652 |
120 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
40.0 |
0.7% |
89% |
False |
False |
18,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,240.5 |
2.618 |
6,153.0 |
1.618 |
6,099.5 |
1.000 |
6,066.5 |
0.618 |
6,046.0 |
HIGH |
6,013.0 |
0.618 |
5,992.5 |
0.500 |
5,986.0 |
0.382 |
5,980.0 |
LOW |
5,959.5 |
0.618 |
5,926.5 |
1.000 |
5,906.0 |
1.618 |
5,873.0 |
2.618 |
5,819.5 |
4.250 |
5,732.0 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
5,986.0 |
5,981.0 |
PP |
5,983.0 |
5,979.5 |
S1 |
5,980.0 |
5,978.5 |
|