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 |
1,316.00 |
1,322.50 |
6.50 |
0.5% |
1,305.50 |
High |
1,328.50 |
1,327.25 |
-1.25 |
-0.1% |
1,328.50 |
Low |
1,315.75 |
1,319.75 |
4.00 |
0.3% |
1,295.25 |
Close |
1,322.50 |
1,324.00 |
1.50 |
0.1% |
1,322.50 |
Range |
12.75 |
7.50 |
-5.25 |
-41.2% |
33.25 |
ATR |
17.01 |
16.33 |
-0.68 |
-4.0% |
0.00 |
Volume |
798 |
2,045 |
1,247 |
156.3% |
6,775 |
|
Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.25 |
1,342.50 |
1,328.00 |
|
R3 |
1,338.75 |
1,335.00 |
1,326.00 |
|
R2 |
1,331.25 |
1,331.25 |
1,325.50 |
|
R1 |
1,327.50 |
1,327.50 |
1,324.75 |
1,329.50 |
PP |
1,323.75 |
1,323.75 |
1,323.75 |
1,324.50 |
S1 |
1,320.00 |
1,320.00 |
1,323.25 |
1,322.00 |
S2 |
1,316.25 |
1,316.25 |
1,322.50 |
|
S3 |
1,308.75 |
1,312.50 |
1,322.00 |
|
S4 |
1,301.25 |
1,305.00 |
1,320.00 |
|
|
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% |
11.00 |
0.8% |
86% |
False |
False |
1,619 |
10 |
1,328.50 |
1,274.25 |
54.25 |
4.1% |
12.00 |
0.9% |
92% |
False |
False |
1,222 |
20 |
1,328.50 |
1,237.25 |
91.25 |
6.9% |
18.50 |
1.4% |
95% |
False |
False |
726 |
40 |
1,332.50 |
1,237.25 |
95.25 |
7.2% |
16.75 |
1.3% |
91% |
False |
False |
392 |
60 |
1,332.50 |
1,237.25 |
95.25 |
7.2% |
15.75 |
1.2% |
91% |
False |
False |
287 |
80 |
1,332.50 |
1,218.00 |
114.50 |
8.6% |
12.75 |
1.0% |
93% |
False |
False |
218 |
100 |
1,332.50 |
1,162.75 |
169.75 |
12.8% |
10.50 |
0.8% |
95% |
False |
False |
175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,359.00 |
2.618 |
1,347.00 |
1.618 |
1,339.50 |
1.000 |
1,334.75 |
0.618 |
1,332.00 |
HIGH |
1,327.25 |
0.618 |
1,324.50 |
0.500 |
1,323.50 |
0.382 |
1,322.50 |
LOW |
1,319.75 |
0.618 |
1,315.00 |
1.000 |
1,312.25 |
1.618 |
1,307.50 |
2.618 |
1,300.00 |
4.250 |
1,288.00 |
|
|
Fisher Pivots for day following 04-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1,323.75 |
1,323.50 |
PP |
1,323.75 |
1,322.75 |
S1 |
1,323.50 |
1,322.00 |
|