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 |
12,321.02 |
12,374.60 |
53.58 |
0.4% |
12,221.19 |
High |
12,419.71 |
12,407.41 |
-12.30 |
-0.1% |
12,419.71 |
Low |
12,321.02 |
12,369.15 |
48.13 |
0.4% |
12,173.51 |
Close |
12,376.72 |
12,400.03 |
23.31 |
0.2% |
12,376.72 |
Range |
98.69 |
38.26 |
-60.43 |
-61.2% |
246.20 |
ATR |
130.37 |
123.79 |
-6.58 |
-5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,506.98 |
12,491.76 |
12,421.07 |
|
R3 |
12,468.72 |
12,453.50 |
12,410.55 |
|
R2 |
12,430.46 |
12,430.46 |
12,407.04 |
|
R1 |
12,415.24 |
12,415.24 |
12,403.54 |
12,422.85 |
PP |
12,392.20 |
12,392.20 |
12,392.20 |
12,396.00 |
S1 |
12,376.98 |
12,376.98 |
12,396.52 |
12,384.59 |
S2 |
12,353.94 |
12,353.94 |
12,393.02 |
|
S3 |
12,315.68 |
12,338.72 |
12,389.51 |
|
S4 |
12,277.42 |
12,300.46 |
12,378.99 |
|
|
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% |
82.98 |
0.7% |
92% |
False |
False |
|
10 |
12,419.71 |
11,972.61 |
447.10 |
3.6% |
87.43 |
0.7% |
96% |
False |
False |
|
20 |
12,419.71 |
11,555.48 |
864.23 |
7.0% |
141.73 |
1.1% |
98% |
False |
False |
|
40 |
12,419.71 |
11,555.48 |
864.23 |
7.0% |
131.56 |
1.1% |
98% |
False |
False |
|
60 |
12,419.71 |
11,555.48 |
864.23 |
7.0% |
118.41 |
1.0% |
98% |
False |
False |
|
80 |
12,419.71 |
11,331.50 |
1,088.21 |
8.8% |
105.83 |
0.9% |
98% |
False |
False |
|
100 |
12,419.71 |
10,929.28 |
1,490.43 |
12.0% |
109.94 |
0.9% |
99% |
False |
False |
|
120 |
12,419.71 |
10,917.62 |
1,502.09 |
12.1% |
112.30 |
0.9% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,570.02 |
2.618 |
12,507.57 |
1.618 |
12,469.31 |
1.000 |
12,445.67 |
0.618 |
12,431.05 |
HIGH |
12,407.41 |
0.618 |
12,392.79 |
0.500 |
12,388.28 |
0.382 |
12,383.77 |
LOW |
12,369.15 |
0.618 |
12,345.51 |
1.000 |
12,330.89 |
1.618 |
12,307.25 |
2.618 |
12,268.99 |
4.250 |
12,206.55 |
|
|
Fisher Pivots for day following 04-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,396.11 |
12,389.81 |
PP |
12,392.20 |
12,379.58 |
S1 |
12,388.28 |
12,369.36 |
|