Trading Metrics calculated at close of trading on 01-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
10,907.34 |
10,857.31 |
-50.03 |
-0.5% |
10,741.00 |
High |
10,907.42 |
10,956.39 |
48.97 |
0.4% |
10,955.48 |
Low |
10,832.83 |
10,857.31 |
24.48 |
0.2% |
10,695.13 |
Close |
10,856.63 |
10,927.07 |
70.44 |
0.6% |
10,850.36 |
Range |
74.59 |
99.08 |
24.49 |
32.8% |
260.35 |
ATR |
93.34 |
93.80 |
0.46 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,210.83 |
11,168.03 |
10,981.56 |
|
R3 |
11,111.75 |
11,068.95 |
10,954.32 |
|
R2 |
11,012.67 |
11,012.67 |
10,945.23 |
|
R1 |
10,969.87 |
10,969.87 |
10,936.15 |
10,991.27 |
PP |
10,913.59 |
10,913.59 |
10,913.59 |
10,924.29 |
S1 |
10,870.79 |
10,870.79 |
10,917.99 |
10,892.19 |
S2 |
10,814.51 |
10,814.51 |
10,908.91 |
|
S3 |
10,715.43 |
10,771.71 |
10,899.82 |
|
S4 |
10,616.35 |
10,672.63 |
10,872.58 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,614.71 |
11,492.88 |
10,993.55 |
|
R3 |
11,354.36 |
11,232.53 |
10,921.96 |
|
R2 |
11,094.01 |
11,094.01 |
10,898.09 |
|
R1 |
10,972.18 |
10,972.18 |
10,874.23 |
11,033.10 |
PP |
10,833.66 |
10,833.66 |
10,833.66 |
10,864.11 |
S1 |
10,711.83 |
10,711.83 |
10,826.49 |
10,772.75 |
S2 |
10,573.31 |
10,573.31 |
10,802.63 |
|
S3 |
10,312.96 |
10,451.48 |
10,778.76 |
|
S4 |
10,052.61 |
10,191.13 |
10,707.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,956.39 |
10,816.43 |
139.96 |
1.3% |
81.48 |
0.7% |
79% |
True |
False |
|
10 |
10,956.39 |
10,694.22 |
262.17 |
2.4% |
94.07 |
0.9% |
89% |
True |
False |
|
20 |
10,956.39 |
10,445.05 |
511.34 |
4.7% |
85.24 |
0.8% |
94% |
True |
False |
|
40 |
10,956.39 |
9,835.09 |
1,121.30 |
10.3% |
108.25 |
1.0% |
97% |
True |
False |
|
60 |
10,956.39 |
9,835.09 |
1,121.30 |
10.3% |
115.77 |
1.1% |
97% |
True |
False |
|
80 |
10,956.39 |
9,835.09 |
1,121.30 |
10.3% |
108.82 |
1.0% |
97% |
True |
False |
|
100 |
10,956.39 |
9,835.09 |
1,121.30 |
10.3% |
112.65 |
1.0% |
97% |
True |
False |
|
120 |
10,956.39 |
9,678.95 |
1,277.44 |
11.7% |
118.77 |
1.1% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,377.48 |
2.618 |
11,215.78 |
1.618 |
11,116.70 |
1.000 |
11,055.47 |
0.618 |
11,017.62 |
HIGH |
10,956.39 |
0.618 |
10,918.54 |
0.500 |
10,906.85 |
0.382 |
10,895.16 |
LOW |
10,857.31 |
0.618 |
10,796.08 |
1.000 |
10,758.23 |
1.618 |
10,697.00 |
2.618 |
10,597.92 |
4.250 |
10,436.22 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
10,920.33 |
10,916.25 |
PP |
10,913.59 |
10,905.43 |
S1 |
10,906.85 |
10,894.61 |
|