Trading Metrics calculated at close of trading on 19-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,159.6 |
1,133.9 |
-25.7 |
-2.2% |
1,168.5 |
High |
1,160.0 |
1,137.1 |
-22.9 |
-2.0% |
1,168.5 |
Low |
1,130.4 |
1,124.0 |
-6.4 |
-0.6% |
1,130.4 |
Close |
1,136.3 |
1,135.2 |
-1.1 |
-0.1% |
1,136.3 |
Range |
29.6 |
13.1 |
-16.5 |
-55.7% |
38.1 |
ATR |
16.2 |
16.0 |
-0.2 |
-1.4% |
0.0 |
Volume |
179 |
483 |
304 |
169.8% |
1,607 |
|
Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,171.4 |
1,166.4 |
1,142.4 |
|
R3 |
1,158.3 |
1,153.3 |
1,138.8 |
|
R2 |
1,145.2 |
1,145.2 |
1,137.6 |
|
R1 |
1,140.2 |
1,140.2 |
1,136.4 |
1,142.7 |
PP |
1,132.1 |
1,132.1 |
1,132.1 |
1,133.4 |
S1 |
1,127.1 |
1,127.1 |
1,134.0 |
1,129.6 |
S2 |
1,119.0 |
1,119.0 |
1,132.8 |
|
S3 |
1,105.9 |
1,114.0 |
1,131.6 |
|
S4 |
1,092.8 |
1,100.9 |
1,128.0 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.4 |
1,235.9 |
1,157.3 |
|
R3 |
1,221.3 |
1,197.8 |
1,146.8 |
|
R2 |
1,183.2 |
1,183.2 |
1,143.3 |
|
R1 |
1,159.7 |
1,159.7 |
1,139.8 |
1,152.4 |
PP |
1,145.1 |
1,145.1 |
1,145.1 |
1,141.4 |
S1 |
1,121.6 |
1,121.6 |
1,132.8 |
1,114.3 |
S2 |
1,107.0 |
1,107.0 |
1,129.3 |
|
S3 |
1,068.9 |
1,083.5 |
1,125.8 |
|
S4 |
1,030.8 |
1,045.4 |
1,115.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,160.6 |
1,124.0 |
36.6 |
3.2% |
14.3 |
1.3% |
31% |
False |
True |
317 |
10 |
1,168.5 |
1,122.7 |
45.8 |
4.0% |
14.4 |
1.3% |
27% |
False |
False |
674 |
20 |
1,168.5 |
1,084.8 |
83.7 |
7.4% |
14.8 |
1.3% |
60% |
False |
False |
61,239 |
40 |
1,168.5 |
1,084.8 |
83.7 |
7.4% |
16.3 |
1.4% |
60% |
False |
False |
107,692 |
60 |
1,168.5 |
1,044.5 |
124.0 |
10.9% |
18.5 |
1.6% |
73% |
False |
False |
124,077 |
80 |
1,168.5 |
1,044.5 |
124.0 |
10.9% |
18.8 |
1.7% |
73% |
False |
False |
96,867 |
100 |
1,229.0 |
1,044.5 |
184.5 |
16.3% |
20.9 |
1.8% |
49% |
False |
False |
78,453 |
120 |
1,229.0 |
1,029.0 |
200.0 |
17.6% |
20.1 |
1.8% |
53% |
False |
False |
65,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,192.8 |
2.618 |
1,171.4 |
1.618 |
1,158.3 |
1.000 |
1,150.2 |
0.618 |
1,145.2 |
HIGH |
1,137.1 |
0.618 |
1,132.1 |
0.500 |
1,130.6 |
0.382 |
1,129.0 |
LOW |
1,124.0 |
0.618 |
1,115.9 |
1.000 |
1,110.9 |
1.618 |
1,102.8 |
2.618 |
1,089.7 |
4.250 |
1,068.3 |
|
|
Fisher Pivots for day following 19-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,133.7 |
1,142.0 |
PP |
1,132.1 |
1,139.7 |
S1 |
1,130.6 |
1,137.5 |
|