Trading Metrics calculated at close of trading on 15-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,151.2 |
1,157.5 |
6.3 |
0.5% |
1,122.3 |
High |
1,160.6 |
1,159.8 |
-0.8 |
-0.1% |
1,164.8 |
Low |
1,151.2 |
1,151.0 |
-0.2 |
0.0% |
1,119.9 |
Close |
1,159.0 |
1,159.7 |
0.7 |
0.1% |
1,161.1 |
Range |
9.4 |
8.8 |
-0.6 |
-6.4% |
44.9 |
ATR |
15.7 |
15.2 |
-0.5 |
-3.1% |
0.0 |
Volume |
278 |
162 |
-116 |
-41.7% |
4,653 |
|
Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,183.2 |
1,180.3 |
1,164.5 |
|
R3 |
1,174.4 |
1,171.5 |
1,162.1 |
|
R2 |
1,165.6 |
1,165.6 |
1,161.3 |
|
R1 |
1,162.7 |
1,162.7 |
1,160.5 |
1,164.2 |
PP |
1,156.8 |
1,156.8 |
1,156.8 |
1,157.6 |
S1 |
1,153.9 |
1,153.9 |
1,158.9 |
1,155.4 |
S2 |
1,148.0 |
1,148.0 |
1,158.1 |
|
S3 |
1,139.2 |
1,145.1 |
1,157.3 |
|
S4 |
1,130.4 |
1,136.3 |
1,154.9 |
|
|
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 |
1,146.6 |
21.9 |
1.9% |
11.4 |
1.0% |
60% |
False |
False |
336 |
10 |
1,168.5 |
1,111.3 |
57.2 |
4.9% |
13.1 |
1.1% |
85% |
False |
False |
1,203 |
20 |
1,168.5 |
1,084.8 |
83.7 |
7.2% |
14.6 |
1.3% |
89% |
False |
False |
73,921 |
40 |
1,168.5 |
1,084.8 |
83.7 |
7.2% |
16.6 |
1.4% |
89% |
False |
False |
116,715 |
60 |
1,168.5 |
1,044.5 |
124.0 |
10.7% |
18.9 |
1.6% |
93% |
False |
False |
125,423 |
80 |
1,168.5 |
1,044.5 |
124.0 |
10.7% |
18.9 |
1.6% |
93% |
False |
False |
97,020 |
100 |
1,229.0 |
1,044.5 |
184.5 |
15.9% |
20.8 |
1.8% |
62% |
False |
False |
78,492 |
120 |
1,229.0 |
1,029.0 |
200.0 |
17.2% |
20.0 |
1.7% |
65% |
False |
False |
65,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,197.2 |
2.618 |
1,182.8 |
1.618 |
1,174.0 |
1.000 |
1,168.6 |
0.618 |
1,165.2 |
HIGH |
1,159.8 |
0.618 |
1,156.4 |
0.500 |
1,155.4 |
0.382 |
1,154.4 |
LOW |
1,151.0 |
0.618 |
1,145.6 |
1.000 |
1,142.2 |
1.618 |
1,136.8 |
2.618 |
1,128.0 |
4.250 |
1,113.6 |
|
|
Fisher Pivots for day following 15-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,158.3 |
1,157.7 |
PP |
1,156.8 |
1,155.6 |
S1 |
1,155.4 |
1,153.6 |
|