Trading Metrics calculated at close of trading on 07-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
10,972.49 |
10,961.95 |
-10.54 |
-0.1% |
10,849.23 |
High |
10,987.38 |
10,962.66 |
-24.72 |
-0.2% |
10,956.39 |
Low |
10,927.52 |
10,845.45 |
-82.07 |
-0.8% |
10,832.83 |
Close |
10,969.99 |
10,897.52 |
-72.47 |
-0.7% |
10,927.07 |
Range |
59.86 |
117.21 |
57.35 |
95.8% |
123.56 |
ATR |
89.40 |
91.91 |
2.51 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,253.51 |
11,192.72 |
10,961.99 |
|
R3 |
11,136.30 |
11,075.51 |
10,929.75 |
|
R2 |
11,019.09 |
11,019.09 |
10,919.01 |
|
R1 |
10,958.30 |
10,958.30 |
10,908.26 |
10,930.09 |
PP |
10,901.88 |
10,901.88 |
10,901.88 |
10,887.77 |
S1 |
10,841.09 |
10,841.09 |
10,886.78 |
10,812.88 |
S2 |
10,784.67 |
10,784.67 |
10,876.03 |
|
S3 |
10,667.46 |
10,723.88 |
10,865.29 |
|
S4 |
10,550.25 |
10,606.67 |
10,833.05 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,276.11 |
11,225.15 |
10,995.03 |
|
R3 |
11,152.55 |
11,101.59 |
10,961.05 |
|
R2 |
11,028.99 |
11,028.99 |
10,949.72 |
|
R1 |
10,978.03 |
10,978.03 |
10,938.40 |
11,003.51 |
PP |
10,905.43 |
10,905.43 |
10,905.43 |
10,918.17 |
S1 |
10,854.47 |
10,854.47 |
10,915.74 |
10,879.95 |
S2 |
10,781.87 |
10,781.87 |
10,904.42 |
|
S3 |
10,658.31 |
10,730.91 |
10,893.09 |
|
S4 |
10,534.75 |
10,607.35 |
10,859.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,988.06 |
10,832.83 |
155.23 |
1.4% |
82.97 |
0.8% |
42% |
False |
False |
|
10 |
10,988.06 |
10,816.43 |
171.63 |
1.6% |
83.23 |
0.8% |
47% |
False |
False |
|
20 |
10,988.06 |
10,507.17 |
480.89 |
4.4% |
84.76 |
0.8% |
81% |
False |
False |
|
40 |
10,988.06 |
9,910.06 |
1,078.00 |
9.9% |
99.37 |
0.9% |
92% |
False |
False |
|
60 |
10,988.06 |
9,835.09 |
1,152.97 |
10.6% |
116.11 |
1.1% |
92% |
False |
False |
|
80 |
10,988.06 |
9,835.09 |
1,152.97 |
10.6% |
107.77 |
1.0% |
92% |
False |
False |
|
100 |
10,988.06 |
9,835.09 |
1,152.97 |
10.6% |
111.28 |
1.0% |
92% |
False |
False |
|
120 |
10,988.06 |
9,678.95 |
1,309.11 |
12.0% |
118.60 |
1.1% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,460.80 |
2.618 |
11,269.52 |
1.618 |
11,152.31 |
1.000 |
11,079.87 |
0.618 |
11,035.10 |
HIGH |
10,962.66 |
0.618 |
10,917.89 |
0.500 |
10,904.06 |
0.382 |
10,890.22 |
LOW |
10,845.45 |
0.618 |
10,773.01 |
1.000 |
10,728.24 |
1.618 |
10,655.80 |
2.618 |
10,538.59 |
4.250 |
10,347.31 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
10,904.06 |
10,916.76 |
PP |
10,901.88 |
10,910.34 |
S1 |
10,899.70 |
10,903.93 |
|