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 |
12,350.76 |
12,321.02 |
-29.74 |
-0.2% |
12,221.19 |
High |
12,381.68 |
12,419.71 |
38.03 |
0.3% |
12,419.71 |
Low |
12,319.01 |
12,321.02 |
2.01 |
0.0% |
12,173.51 |
Close |
12,319.73 |
12,376.72 |
56.99 |
0.5% |
12,376.72 |
Range |
62.67 |
98.69 |
36.02 |
57.5% |
246.20 |
ATR |
132.71 |
130.37 |
-2.34 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,668.55 |
12,621.33 |
12,431.00 |
|
R3 |
12,569.86 |
12,522.64 |
12,403.86 |
|
R2 |
12,471.17 |
12,471.17 |
12,394.81 |
|
R1 |
12,423.95 |
12,423.95 |
12,385.77 |
12,447.56 |
PP |
12,372.48 |
12,372.48 |
12,372.48 |
12,384.29 |
S1 |
12,325.26 |
12,325.26 |
12,367.67 |
12,348.87 |
S2 |
12,273.79 |
12,273.79 |
12,358.63 |
|
S3 |
12,175.10 |
12,226.57 |
12,349.58 |
|
S4 |
12,076.41 |
12,127.88 |
12,322.44 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,061.91 |
12,965.52 |
12,512.13 |
|
R3 |
12,815.71 |
12,719.32 |
12,444.43 |
|
R2 |
12,569.51 |
12,569.51 |
12,421.86 |
|
R1 |
12,473.12 |
12,473.12 |
12,399.29 |
12,521.32 |
PP |
12,323.31 |
12,323.31 |
12,323.31 |
12,347.41 |
S1 |
12,226.92 |
12,226.92 |
12,354.15 |
12,275.12 |
S2 |
12,077.11 |
12,077.11 |
12,331.58 |
|
S3 |
11,830.91 |
11,980.72 |
12,309.02 |
|
S4 |
11,584.71 |
11,734.52 |
12,241.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,419.71 |
12,173.51 |
246.20 |
2.0% |
90.34 |
0.7% |
83% |
True |
False |
|
10 |
12,419.71 |
11,860.11 |
559.60 |
4.5% |
105.43 |
0.9% |
92% |
True |
False |
|
20 |
12,419.71 |
11,555.48 |
864.23 |
7.0% |
149.91 |
1.2% |
95% |
True |
False |
|
40 |
12,419.71 |
11,555.48 |
864.23 |
7.0% |
132.27 |
1.1% |
95% |
True |
False |
|
60 |
12,419.71 |
11,555.48 |
864.23 |
7.0% |
118.93 |
1.0% |
95% |
True |
False |
|
80 |
12,419.71 |
11,327.49 |
1,092.22 |
8.8% |
106.12 |
0.9% |
96% |
True |
False |
|
100 |
12,419.71 |
10,929.28 |
1,490.43 |
12.0% |
110.73 |
0.9% |
97% |
True |
False |
|
120 |
12,419.71 |
10,913.84 |
1,505.87 |
12.2% |
113.15 |
0.9% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,839.14 |
2.618 |
12,678.08 |
1.618 |
12,579.39 |
1.000 |
12,518.40 |
0.618 |
12,480.70 |
HIGH |
12,419.71 |
0.618 |
12,382.01 |
0.500 |
12,370.37 |
0.382 |
12,358.72 |
LOW |
12,321.02 |
0.618 |
12,260.03 |
1.000 |
12,222.33 |
1.618 |
12,161.34 |
2.618 |
12,062.65 |
4.250 |
11,901.59 |
|
|
Fisher Pivots for day following 01-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,374.60 |
12,367.78 |
PP |
12,372.48 |
12,358.83 |
S1 |
12,370.37 |
12,349.89 |
|