Trading Metrics calculated at close of trading on 08-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
12,426.45 |
12,409.87 |
-16.58 |
-0.1% |
12,374.60 |
High |
12,440.56 |
12,450.36 |
9.80 |
0.1% |
12,450.93 |
Low |
12,328.36 |
12,320.72 |
-7.64 |
-0.1% |
12,320.72 |
Close |
12,409.49 |
12,380.05 |
-29.44 |
-0.2% |
12,380.05 |
Range |
112.20 |
129.64 |
17.44 |
15.5% |
130.21 |
ATR |
116.61 |
117.54 |
0.93 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,772.63 |
12,705.98 |
12,451.35 |
|
R3 |
12,642.99 |
12,576.34 |
12,415.70 |
|
R2 |
12,513.35 |
12,513.35 |
12,403.82 |
|
R1 |
12,446.70 |
12,446.70 |
12,391.93 |
12,415.21 |
PP |
12,383.71 |
12,383.71 |
12,383.71 |
12,367.96 |
S1 |
12,317.06 |
12,317.06 |
12,368.17 |
12,285.57 |
S2 |
12,254.07 |
12,254.07 |
12,356.28 |
|
S3 |
12,124.43 |
12,187.42 |
12,344.40 |
|
S4 |
11,994.79 |
12,057.78 |
12,308.75 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,774.53 |
12,707.50 |
12,451.67 |
|
R3 |
12,644.32 |
12,577.29 |
12,415.86 |
|
R2 |
12,514.11 |
12,514.11 |
12,403.92 |
|
R1 |
12,447.08 |
12,447.08 |
12,391.99 |
12,480.60 |
PP |
12,383.90 |
12,383.90 |
12,383.90 |
12,400.66 |
S1 |
12,316.87 |
12,316.87 |
12,368.11 |
12,350.39 |
S2 |
12,253.69 |
12,253.69 |
12,356.18 |
|
S3 |
12,123.48 |
12,186.66 |
12,344.24 |
|
S4 |
11,993.27 |
12,056.45 |
12,308.43 |
|
|
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 |
12,320.72 |
130.21 |
1.1% |
85.83 |
0.7% |
46% |
False |
True |
|
10 |
12,450.93 |
12,173.51 |
277.42 |
2.2% |
88.09 |
0.7% |
74% |
False |
False |
|
20 |
12,450.93 |
11,555.48 |
895.45 |
7.2% |
127.87 |
1.0% |
92% |
False |
False |
|
40 |
12,450.93 |
11,555.48 |
895.45 |
7.2% |
132.98 |
1.1% |
92% |
False |
False |
|
60 |
12,450.93 |
11,555.48 |
895.45 |
7.2% |
118.13 |
1.0% |
92% |
False |
False |
|
80 |
12,450.93 |
11,421.30 |
1,029.63 |
8.3% |
106.99 |
0.9% |
93% |
False |
False |
|
100 |
12,450.93 |
10,929.28 |
1,521.65 |
12.3% |
109.46 |
0.9% |
95% |
False |
False |
|
120 |
12,450.93 |
10,917.62 |
1,533.31 |
12.4% |
111.75 |
0.9% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,001.33 |
2.618 |
12,789.76 |
1.618 |
12,660.12 |
1.000 |
12,580.00 |
0.618 |
12,530.48 |
HIGH |
12,450.36 |
0.618 |
12,400.84 |
0.500 |
12,385.54 |
0.382 |
12,370.24 |
LOW |
12,320.72 |
0.618 |
12,240.60 |
1.000 |
12,191.08 |
1.618 |
12,110.96 |
2.618 |
11,981.32 |
4.250 |
11,769.75 |
|
|
Fisher Pivots for day following 08-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
12,385.54 |
12,385.83 |
PP |
12,383.71 |
12,383.90 |
S1 |
12,381.88 |
12,381.98 |
|