Trading Metrics calculated at close of trading on 01-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1,318.75 |
1,316.00 |
-2.75 |
-0.2% |
1,305.50 |
High |
1,320.50 |
1,328.50 |
8.00 |
0.6% |
1,328.50 |
Low |
1,315.75 |
1,315.75 |
0.00 |
0.0% |
1,295.25 |
Close |
1,315.75 |
1,322.50 |
6.75 |
0.5% |
1,322.50 |
Range |
4.75 |
12.75 |
8.00 |
168.4% |
33.25 |
ATR |
17.34 |
17.01 |
-0.33 |
-1.9% |
0.00 |
Volume |
1,703 |
798 |
-905 |
-53.1% |
6,775 |
|
Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,360.50 |
1,354.25 |
1,329.50 |
|
R3 |
1,347.75 |
1,341.50 |
1,326.00 |
|
R2 |
1,335.00 |
1,335.00 |
1,324.75 |
|
R1 |
1,328.75 |
1,328.75 |
1,323.75 |
1,332.00 |
PP |
1,322.25 |
1,322.25 |
1,322.25 |
1,323.75 |
S1 |
1,316.00 |
1,316.00 |
1,321.25 |
1,319.00 |
S2 |
1,309.50 |
1,309.50 |
1,320.25 |
|
S3 |
1,296.75 |
1,303.25 |
1,319.00 |
|
S4 |
1,284.00 |
1,290.50 |
1,315.50 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,415.25 |
1,402.00 |
1,340.75 |
|
R3 |
1,382.00 |
1,368.75 |
1,331.75 |
|
R2 |
1,348.75 |
1,348.75 |
1,328.50 |
|
R1 |
1,335.50 |
1,335.50 |
1,325.50 |
1,342.00 |
PP |
1,315.50 |
1,315.50 |
1,315.50 |
1,318.75 |
S1 |
1,302.25 |
1,302.25 |
1,319.50 |
1,309.00 |
S2 |
1,282.25 |
1,282.25 |
1,316.50 |
|
S3 |
1,249.00 |
1,269.00 |
1,313.25 |
|
S4 |
1,215.75 |
1,235.75 |
1,304.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,328.50 |
1,295.25 |
33.25 |
2.5% |
12.00 |
0.9% |
82% |
True |
False |
1,355 |
10 |
1,328.50 |
1,269.75 |
58.75 |
4.4% |
13.25 |
1.0% |
90% |
True |
False |
1,141 |
20 |
1,328.50 |
1,237.25 |
91.25 |
6.9% |
19.25 |
1.5% |
93% |
True |
False |
630 |
40 |
1,332.50 |
1,237.25 |
95.25 |
7.2% |
17.00 |
1.3% |
90% |
False |
False |
341 |
60 |
1,332.50 |
1,237.25 |
95.25 |
7.2% |
15.75 |
1.2% |
90% |
False |
False |
253 |
80 |
1,332.50 |
1,203.50 |
129.00 |
9.8% |
12.75 |
1.0% |
92% |
False |
False |
193 |
100 |
1,332.50 |
1,162.75 |
169.75 |
12.8% |
10.50 |
0.8% |
94% |
False |
False |
154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,382.75 |
2.618 |
1,362.00 |
1.618 |
1,349.25 |
1.000 |
1,341.25 |
0.618 |
1,336.50 |
HIGH |
1,328.50 |
0.618 |
1,323.75 |
0.500 |
1,322.00 |
0.382 |
1,320.50 |
LOW |
1,315.75 |
0.618 |
1,307.75 |
1.000 |
1,303.00 |
1.618 |
1,295.00 |
2.618 |
1,282.25 |
4.250 |
1,261.50 |
|
|
Fisher Pivots for day following 01-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,322.50 |
1,321.50 |
PP |
1,322.25 |
1,320.25 |
S1 |
1,322.00 |
1,319.00 |
|