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 |
5,995.0 |
5,998.0 |
3.0 |
0.1% |
5,963.0 |
High |
6,013.0 |
6,026.0 |
13.0 |
0.2% |
6,026.0 |
Low |
5,959.5 |
5,972.5 |
13.0 |
0.2% |
5,944.0 |
Close |
5,977.0 |
5,998.5 |
21.5 |
0.4% |
5,998.5 |
Range |
53.5 |
53.5 |
0.0 |
0.0% |
82.0 |
ATR |
74.5 |
73.0 |
-1.5 |
-2.0% |
0.0 |
Volume |
91,973 |
66,163 |
-25,810 |
-28.1% |
384,962 |
|
Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,159.5 |
6,132.5 |
6,028.0 |
|
R3 |
6,106.0 |
6,079.0 |
6,013.0 |
|
R2 |
6,052.5 |
6,052.5 |
6,008.5 |
|
R1 |
6,025.5 |
6,025.5 |
6,003.5 |
6,039.0 |
PP |
5,999.0 |
5,999.0 |
5,999.0 |
6,006.0 |
S1 |
5,972.0 |
5,972.0 |
5,993.5 |
5,985.5 |
S2 |
5,945.5 |
5,945.5 |
5,988.5 |
|
S3 |
5,892.0 |
5,918.5 |
5,984.0 |
|
S4 |
5,838.5 |
5,865.0 |
5,969.0 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,235.5 |
6,199.0 |
6,043.5 |
|
R3 |
6,153.5 |
6,117.0 |
6,021.0 |
|
R2 |
6,071.5 |
6,071.5 |
6,013.5 |
|
R1 |
6,035.0 |
6,035.0 |
6,006.0 |
6,053.0 |
PP |
5,989.5 |
5,989.5 |
5,989.5 |
5,998.5 |
S1 |
5,953.0 |
5,953.0 |
5,991.0 |
5,971.0 |
S2 |
5,907.5 |
5,907.5 |
5,983.5 |
|
S3 |
5,825.5 |
5,871.0 |
5,976.0 |
|
S4 |
5,743.5 |
5,789.0 |
5,953.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,026.0 |
5,944.0 |
82.0 |
1.4% |
51.0 |
0.8% |
66% |
True |
False |
76,992 |
10 |
6,026.0 |
5,833.5 |
192.5 |
3.2% |
56.5 |
0.9% |
86% |
True |
False |
79,064 |
20 |
6,026.0 |
5,458.5 |
567.5 |
9.5% |
81.5 |
1.4% |
95% |
True |
False |
105,333 |
40 |
6,042.0 |
5,458.5 |
583.5 |
9.7% |
78.5 |
1.3% |
93% |
False |
False |
58,197 |
60 |
6,042.0 |
5,458.5 |
583.5 |
9.7% |
63.0 |
1.1% |
93% |
False |
False |
38,829 |
80 |
6,042.0 |
5,458.5 |
583.5 |
9.7% |
51.0 |
0.9% |
93% |
False |
False |
29,129 |
100 |
6,042.0 |
5,458.5 |
583.5 |
9.7% |
45.5 |
0.8% |
93% |
False |
False |
23,313 |
120 |
6,042.0 |
5,458.5 |
583.5 |
9.7% |
40.0 |
0.7% |
93% |
False |
False |
19,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,253.5 |
2.618 |
6,166.0 |
1.618 |
6,112.5 |
1.000 |
6,079.5 |
0.618 |
6,059.0 |
HIGH |
6,026.0 |
0.618 |
6,005.5 |
0.500 |
5,999.0 |
0.382 |
5,993.0 |
LOW |
5,972.5 |
0.618 |
5,939.5 |
1.000 |
5,919.0 |
1.618 |
5,886.0 |
2.618 |
5,832.5 |
4.250 |
5,745.0 |
|
|
Fisher Pivots for day following 08-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
5,999.0 |
5,996.5 |
PP |
5,999.0 |
5,994.5 |
S1 |
5,999.0 |
5,993.0 |
|