Trading Metrics calculated at close of trading on 07-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,386.66 |
12,426.45 |
39.79 |
0.3% |
12,221.19 |
High |
12,450.93 |
12,440.56 |
-10.37 |
-0.1% |
12,419.71 |
Low |
12,386.66 |
12,328.36 |
-58.30 |
-0.5% |
12,173.51 |
Close |
12,426.75 |
12,409.49 |
-17.26 |
-0.1% |
12,376.72 |
Range |
64.27 |
112.20 |
47.93 |
74.6% |
246.20 |
ATR |
116.95 |
116.61 |
-0.34 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,729.40 |
12,681.65 |
12,471.20 |
|
R3 |
12,617.20 |
12,569.45 |
12,440.35 |
|
R2 |
12,505.00 |
12,505.00 |
12,430.06 |
|
R1 |
12,457.25 |
12,457.25 |
12,419.78 |
12,425.03 |
PP |
12,392.80 |
12,392.80 |
12,392.80 |
12,376.69 |
S1 |
12,345.05 |
12,345.05 |
12,399.21 |
12,312.83 |
S2 |
12,280.60 |
12,280.60 |
12,388.92 |
|
S3 |
12,168.40 |
12,232.85 |
12,378.64 |
|
S4 |
12,056.20 |
12,120.65 |
12,347.78 |
|
|
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 |
12,321.02 |
129.91 |
1.0% |
79.64 |
0.6% |
68% |
False |
False |
|
10 |
12,450.93 |
12,170.71 |
280.22 |
2.3% |
84.03 |
0.7% |
85% |
False |
False |
|
20 |
12,450.93 |
11,555.48 |
895.45 |
7.2% |
128.93 |
1.0% |
95% |
False |
False |
|
40 |
12,450.93 |
11,555.48 |
895.45 |
7.2% |
131.81 |
1.1% |
95% |
False |
False |
|
60 |
12,450.93 |
11,555.48 |
895.45 |
7.2% |
117.78 |
0.9% |
95% |
False |
False |
|
80 |
12,450.93 |
11,421.30 |
1,029.63 |
8.3% |
106.44 |
0.9% |
96% |
False |
False |
|
100 |
12,450.93 |
10,929.28 |
1,521.65 |
12.3% |
109.08 |
0.9% |
97% |
False |
False |
|
120 |
12,450.93 |
10,917.62 |
1,533.31 |
12.4% |
111.54 |
0.9% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,917.41 |
2.618 |
12,734.30 |
1.618 |
12,622.10 |
1.000 |
12,552.76 |
0.618 |
12,509.90 |
HIGH |
12,440.56 |
0.618 |
12,397.70 |
0.500 |
12,384.46 |
0.382 |
12,371.22 |
LOW |
12,328.36 |
0.618 |
12,259.02 |
1.000 |
12,216.16 |
1.618 |
12,146.82 |
2.618 |
12,034.62 |
4.250 |
11,851.51 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,401.15 |
12,402.88 |
PP |
12,392.80 |
12,396.26 |
S1 |
12,384.46 |
12,389.65 |
|