Trading Metrics calculated at close of trading on 06-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,402.08 |
12,386.66 |
-15.42 |
-0.1% |
12,221.19 |
High |
12,438.14 |
12,450.93 |
12.79 |
0.1% |
12,419.71 |
Low |
12,353.34 |
12,386.66 |
33.32 |
0.3% |
12,173.51 |
Close |
12,393.90 |
12,426.75 |
32.85 |
0.3% |
12,376.72 |
Range |
84.80 |
64.27 |
-20.53 |
-24.2% |
246.20 |
ATR |
121.00 |
116.95 |
-4.05 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,614.26 |
12,584.77 |
12,462.10 |
|
R3 |
12,549.99 |
12,520.50 |
12,444.42 |
|
R2 |
12,485.72 |
12,485.72 |
12,438.53 |
|
R1 |
12,456.23 |
12,456.23 |
12,432.64 |
12,470.98 |
PP |
12,421.45 |
12,421.45 |
12,421.45 |
12,428.82 |
S1 |
12,391.96 |
12,391.96 |
12,420.86 |
12,406.71 |
S2 |
12,357.18 |
12,357.18 |
12,414.97 |
|
S3 |
12,292.91 |
12,327.69 |
12,409.08 |
|
S4 |
12,228.64 |
12,263.42 |
12,391.40 |
|
|
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 |
12,450.93 |
12,319.01 |
131.92 |
1.1% |
69.74 |
0.6% |
82% |
True |
False |
|
10 |
12,450.93 |
12,087.54 |
363.39 |
2.9% |
83.17 |
0.7% |
93% |
True |
False |
|
20 |
12,450.93 |
11,555.48 |
895.45 |
7.2% |
135.17 |
1.1% |
97% |
True |
False |
|
40 |
12,450.93 |
11,555.48 |
895.45 |
7.2% |
130.66 |
1.1% |
97% |
True |
False |
|
60 |
12,450.93 |
11,555.48 |
895.45 |
7.2% |
117.05 |
0.9% |
97% |
True |
False |
|
80 |
12,450.93 |
11,405.33 |
1,045.60 |
8.4% |
105.97 |
0.9% |
98% |
True |
False |
|
100 |
12,450.93 |
10,929.28 |
1,521.65 |
12.2% |
109.36 |
0.9% |
98% |
True |
False |
|
120 |
12,450.93 |
10,917.62 |
1,533.31 |
12.3% |
111.70 |
0.9% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,724.08 |
2.618 |
12,619.19 |
1.618 |
12,554.92 |
1.000 |
12,515.20 |
0.618 |
12,490.65 |
HIGH |
12,450.93 |
0.618 |
12,426.38 |
0.500 |
12,418.80 |
0.382 |
12,411.21 |
LOW |
12,386.66 |
0.618 |
12,346.94 |
1.000 |
12,322.39 |
1.618 |
12,282.67 |
2.618 |
12,218.40 |
4.250 |
12,113.51 |
|
|
Fisher Pivots for day following 06-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,424.10 |
12,418.55 |
PP |
12,421.45 |
12,410.34 |
S1 |
12,418.80 |
12,402.14 |
|