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 |
133.88 |
133.42 |
-0.46 |
-0.3% |
131.58 |
High |
134.00 |
133.98 |
-0.02 |
0.0% |
133.77 |
Low |
133.12 |
132.66 |
-0.46 |
-0.3% |
130.44 |
Close |
133.66 |
133.32 |
-0.34 |
-0.3% |
133.15 |
Range |
0.88 |
1.32 |
0.44 |
49.7% |
3.33 |
ATR |
1.40 |
1.39 |
-0.01 |
-0.4% |
0.00 |
Volume |
120,226,803 |
170,857,053 |
50,630,250 |
42.1% |
660,263,985 |
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.27 |
136.61 |
134.04 |
|
R3 |
135.95 |
135.30 |
133.68 |
|
R2 |
134.64 |
134.64 |
133.56 |
|
R1 |
133.98 |
133.98 |
133.44 |
133.65 |
PP |
133.32 |
133.32 |
133.32 |
133.15 |
S1 |
132.66 |
132.66 |
133.20 |
132.33 |
S2 |
132.00 |
132.00 |
133.08 |
|
S3 |
130.68 |
131.34 |
132.96 |
|
S4 |
129.37 |
130.03 |
132.60 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.44 |
141.13 |
134.98 |
|
R3 |
139.11 |
137.80 |
134.07 |
|
R2 |
135.78 |
135.78 |
133.76 |
|
R1 |
134.47 |
134.47 |
133.46 |
135.13 |
PP |
132.45 |
132.45 |
132.45 |
132.78 |
S1 |
131.14 |
131.14 |
132.84 |
131.80 |
S2 |
129.12 |
129.12 |
132.54 |
|
S3 |
125.79 |
127.81 |
132.23 |
|
S4 |
122.46 |
124.48 |
131.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.00 |
132.66 |
1.34 |
1.0% |
0.96 |
0.7% |
49% |
False |
True |
133,295,486 |
10 |
134.00 |
130.44 |
3.56 |
2.7% |
0.95 |
0.7% |
81% |
False |
False |
132,847,041 |
20 |
134.00 |
125.28 |
8.72 |
6.5% |
1.31 |
1.0% |
92% |
False |
False |
184,315,284 |
40 |
134.69 |
125.28 |
9.41 |
7.1% |
1.38 |
1.0% |
85% |
False |
False |
183,414,690 |
60 |
134.69 |
125.28 |
9.41 |
7.1% |
1.29 |
1.0% |
85% |
False |
False |
169,926,147 |
80 |
134.69 |
123.75 |
10.94 |
8.2% |
1.17 |
0.9% |
87% |
False |
False |
155,556,286 |
100 |
134.69 |
117.59 |
17.10 |
12.8% |
1.16 |
0.9% |
92% |
False |
False |
158,941,687 |
120 |
134.69 |
116.02 |
18.67 |
14.0% |
1.18 |
0.9% |
93% |
False |
False |
163,080,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.58 |
2.618 |
137.43 |
1.618 |
136.11 |
1.000 |
135.30 |
0.618 |
134.79 |
HIGH |
133.98 |
0.618 |
133.47 |
0.500 |
133.32 |
0.382 |
133.16 |
LOW |
132.66 |
0.618 |
131.85 |
1.000 |
131.34 |
1.618 |
130.53 |
2.618 |
129.21 |
4.250 |
127.06 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
133.32 |
133.33 |
PP |
133.32 |
133.33 |
S1 |
133.32 |
133.32 |
|