Trading Metrics calculated at close of trading on 13-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,168.5 |
1,155.5 |
-13.0 |
-1.1% |
1,122.3 |
High |
1,168.5 |
1,157.0 |
-11.5 |
-1.0% |
1,164.8 |
Low |
1,154.6 |
1,146.6 |
-8.0 |
-0.7% |
1,119.9 |
Close |
1,161.6 |
1,152.8 |
-8.8 |
-0.8% |
1,161.1 |
Range |
13.9 |
10.4 |
-3.5 |
-25.2% |
44.9 |
ATR |
16.3 |
16.2 |
-0.1 |
-0.6% |
0.0 |
Volume |
505 |
483 |
-22 |
-4.4% |
4,653 |
|
Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,183.3 |
1,178.5 |
1,158.5 |
|
R3 |
1,172.9 |
1,168.1 |
1,155.7 |
|
R2 |
1,162.5 |
1,162.5 |
1,154.7 |
|
R1 |
1,157.7 |
1,157.7 |
1,153.8 |
1,154.9 |
PP |
1,152.1 |
1,152.1 |
1,152.1 |
1,150.8 |
S1 |
1,147.3 |
1,147.3 |
1,151.8 |
1,144.5 |
S2 |
1,141.7 |
1,141.7 |
1,150.9 |
|
S3 |
1,131.3 |
1,136.9 |
1,149.9 |
|
S4 |
1,120.9 |
1,126.5 |
1,147.1 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.3 |
1,267.1 |
1,185.8 |
|
R3 |
1,238.4 |
1,222.2 |
1,173.4 |
|
R2 |
1,193.5 |
1,193.5 |
1,169.3 |
|
R1 |
1,177.3 |
1,177.3 |
1,165.2 |
1,185.4 |
PP |
1,148.6 |
1,148.6 |
1,148.6 |
1,152.7 |
S1 |
1,132.4 |
1,132.4 |
1,157.0 |
1,140.5 |
S2 |
1,103.7 |
1,103.7 |
1,152.9 |
|
S3 |
1,058.8 |
1,087.5 |
1,148.8 |
|
S4 |
1,013.9 |
1,042.6 |
1,136.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,168.5 |
1,132.6 |
35.9 |
3.1% |
13.5 |
1.2% |
56% |
False |
False |
1,014 |
10 |
1,168.5 |
1,101.5 |
67.0 |
5.8% |
14.1 |
1.2% |
77% |
False |
False |
22,685 |
20 |
1,168.5 |
1,084.8 |
83.7 |
7.3% |
15.5 |
1.3% |
81% |
False |
False |
87,531 |
40 |
1,168.5 |
1,084.8 |
83.7 |
7.3% |
17.4 |
1.5% |
81% |
False |
False |
125,013 |
60 |
1,168.5 |
1,044.5 |
124.0 |
10.8% |
19.1 |
1.7% |
87% |
False |
False |
126,235 |
80 |
1,168.5 |
1,044.5 |
124.0 |
10.8% |
19.5 |
1.7% |
87% |
False |
False |
97,111 |
100 |
1,229.0 |
1,044.5 |
184.5 |
16.0% |
20.9 |
1.8% |
59% |
False |
False |
78,540 |
120 |
1,229.0 |
1,029.0 |
200.0 |
17.3% |
20.1 |
1.7% |
62% |
False |
False |
65,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,201.2 |
2.618 |
1,184.2 |
1.618 |
1,173.8 |
1.000 |
1,167.4 |
0.618 |
1,163.4 |
HIGH |
1,157.0 |
0.618 |
1,153.0 |
0.500 |
1,151.8 |
0.382 |
1,150.6 |
LOW |
1,146.6 |
0.618 |
1,140.2 |
1.000 |
1,136.2 |
1.618 |
1,129.8 |
2.618 |
1,119.4 |
4.250 |
1,102.4 |
|
|
Fisher Pivots for day following 13-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,152.5 |
1,157.6 |
PP |
1,152.1 |
1,156.0 |
S1 |
1,151.8 |
1,154.4 |
|