Trading Metrics calculated at close of trading on 05-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,374.60 |
12,402.08 |
27.48 |
0.2% |
12,221.19 |
High |
12,407.41 |
12,438.14 |
30.73 |
0.2% |
12,419.71 |
Low |
12,369.15 |
12,353.34 |
-15.81 |
-0.1% |
12,173.51 |
Close |
12,400.03 |
12,393.90 |
-6.13 |
0.0% |
12,376.72 |
Range |
38.26 |
84.80 |
46.54 |
121.6% |
246.20 |
ATR |
123.79 |
121.00 |
-2.78 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,649.53 |
12,606.51 |
12,440.54 |
|
R3 |
12,564.73 |
12,521.71 |
12,417.22 |
|
R2 |
12,479.93 |
12,479.93 |
12,409.45 |
|
R1 |
12,436.91 |
12,436.91 |
12,401.67 |
12,416.02 |
PP |
12,395.13 |
12,395.13 |
12,395.13 |
12,384.68 |
S1 |
12,352.11 |
12,352.11 |
12,386.13 |
12,331.22 |
S2 |
12,310.33 |
12,310.33 |
12,378.35 |
|
S3 |
12,225.53 |
12,267.31 |
12,370.58 |
|
S4 |
12,140.73 |
12,182.51 |
12,347.26 |
|
|
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 |
12,438.14 |
12,280.07 |
158.07 |
1.3% |
77.56 |
0.6% |
72% |
True |
False |
|
10 |
12,438.14 |
11,972.61 |
465.53 |
3.8% |
91.10 |
0.7% |
90% |
True |
False |
|
20 |
12,438.14 |
11,555.48 |
882.66 |
7.1% |
137.02 |
1.1% |
95% |
True |
False |
|
40 |
12,438.14 |
11,555.48 |
882.66 |
7.1% |
131.27 |
1.1% |
95% |
True |
False |
|
60 |
12,438.14 |
11,555.48 |
882.66 |
7.1% |
117.71 |
0.9% |
95% |
True |
False |
|
80 |
12,438.14 |
11,357.72 |
1,080.42 |
8.7% |
105.86 |
0.9% |
96% |
True |
False |
|
100 |
12,438.14 |
10,929.28 |
1,508.86 |
12.2% |
109.67 |
0.9% |
97% |
True |
False |
|
120 |
12,438.14 |
10,917.62 |
1,520.52 |
12.3% |
111.90 |
0.9% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,798.54 |
2.618 |
12,660.15 |
1.618 |
12,575.35 |
1.000 |
12,522.94 |
0.618 |
12,490.55 |
HIGH |
12,438.14 |
0.618 |
12,405.75 |
0.500 |
12,395.74 |
0.382 |
12,385.73 |
LOW |
12,353.34 |
0.618 |
12,300.93 |
1.000 |
12,268.54 |
1.618 |
12,216.13 |
2.618 |
12,131.33 |
4.250 |
11,992.94 |
|
|
Fisher Pivots for day following 05-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,395.74 |
12,389.13 |
PP |
12,395.13 |
12,384.35 |
S1 |
12,394.51 |
12,379.58 |
|