Trading Metrics calculated at close of trading on 14-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,155.5 |
1,151.2 |
-4.3 |
-0.4% |
1,122.3 |
High |
1,157.0 |
1,160.6 |
3.6 |
0.3% |
1,164.8 |
Low |
1,146.6 |
1,151.2 |
4.6 |
0.4% |
1,119.9 |
Close |
1,152.8 |
1,159.0 |
6.2 |
0.5% |
1,161.1 |
Range |
10.4 |
9.4 |
-1.0 |
-9.6% |
44.9 |
ATR |
16.2 |
15.7 |
-0.5 |
-3.0% |
0.0 |
Volume |
483 |
278 |
-205 |
-42.4% |
4,653 |
|
Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,185.1 |
1,181.5 |
1,164.2 |
|
R3 |
1,175.7 |
1,172.1 |
1,161.6 |
|
R2 |
1,166.3 |
1,166.3 |
1,160.7 |
|
R1 |
1,162.7 |
1,162.7 |
1,159.9 |
1,164.5 |
PP |
1,156.9 |
1,156.9 |
1,156.9 |
1,157.9 |
S1 |
1,153.3 |
1,153.3 |
1,158.1 |
1,155.1 |
S2 |
1,147.5 |
1,147.5 |
1,157.3 |
|
S3 |
1,138.1 |
1,143.9 |
1,156.4 |
|
S4 |
1,128.7 |
1,134.5 |
1,153.8 |
|
|
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 |
1,144.0 |
24.5 |
2.1% |
11.3 |
1.0% |
61% |
False |
False |
572 |
10 |
1,168.5 |
1,102.0 |
66.5 |
5.7% |
13.9 |
1.2% |
86% |
False |
False |
6,840 |
20 |
1,168.5 |
1,084.8 |
83.7 |
7.2% |
14.9 |
1.3% |
89% |
False |
False |
81,003 |
40 |
1,168.5 |
1,084.8 |
83.7 |
7.2% |
16.9 |
1.5% |
89% |
False |
False |
121,188 |
60 |
1,168.5 |
1,044.5 |
124.0 |
10.7% |
19.0 |
1.6% |
92% |
False |
False |
125,760 |
80 |
1,168.5 |
1,044.5 |
124.0 |
10.7% |
19.4 |
1.7% |
92% |
False |
False |
97,053 |
100 |
1,229.0 |
1,044.5 |
184.5 |
15.9% |
20.8 |
1.8% |
62% |
False |
False |
78,514 |
120 |
1,229.0 |
1,029.0 |
200.0 |
17.3% |
20.1 |
1.7% |
65% |
False |
False |
65,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,200.6 |
2.618 |
1,185.2 |
1.618 |
1,175.8 |
1.000 |
1,170.0 |
0.618 |
1,166.4 |
HIGH |
1,160.6 |
0.618 |
1,157.0 |
0.500 |
1,155.9 |
0.382 |
1,154.8 |
LOW |
1,151.2 |
0.618 |
1,145.4 |
1.000 |
1,141.8 |
1.618 |
1,136.0 |
2.618 |
1,126.6 |
4.250 |
1,111.3 |
|
|
Fisher Pivots for day following 14-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,158.0 |
1,158.5 |
PP |
1,156.9 |
1,158.0 |
S1 |
1,155.9 |
1,157.6 |
|