Trading Metrics calculated at close of trading on 26-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,139.5 |
1,160.1 |
20.6 |
1.8% |
1,133.9 |
High |
1,154.6 |
1,160.1 |
5.5 |
0.5% |
1,154.6 |
Low |
1,139.1 |
1,151.4 |
12.3 |
1.1% |
1,124.0 |
Close |
1,153.1 |
1,153.5 |
0.4 |
0.0% |
1,153.1 |
Range |
15.5 |
8.7 |
-6.8 |
-43.9% |
30.6 |
ATR |
15.3 |
14.8 |
-0.5 |
-3.1% |
0.0 |
Volume |
213 |
40 |
-173 |
-81.2% |
989 |
|
Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,181.1 |
1,176.0 |
1,158.3 |
|
R3 |
1,172.4 |
1,167.3 |
1,155.9 |
|
R2 |
1,163.7 |
1,163.7 |
1,155.1 |
|
R1 |
1,158.6 |
1,158.6 |
1,154.3 |
1,156.8 |
PP |
1,155.0 |
1,155.0 |
1,155.0 |
1,154.1 |
S1 |
1,149.9 |
1,149.9 |
1,152.7 |
1,148.1 |
S2 |
1,146.3 |
1,146.3 |
1,151.9 |
|
S3 |
1,137.6 |
1,141.2 |
1,151.1 |
|
S4 |
1,128.9 |
1,132.5 |
1,148.7 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,235.7 |
1,225.0 |
1,169.9 |
|
R3 |
1,205.1 |
1,194.4 |
1,161.5 |
|
R2 |
1,174.5 |
1,174.5 |
1,158.7 |
|
R1 |
1,163.8 |
1,163.8 |
1,155.9 |
1,169.2 |
PP |
1,143.9 |
1,143.9 |
1,143.9 |
1,146.6 |
S1 |
1,133.2 |
1,133.2 |
1,150.3 |
1,138.6 |
S2 |
1,113.3 |
1,113.3 |
1,147.5 |
|
S3 |
1,082.7 |
1,102.6 |
1,144.7 |
|
S4 |
1,052.1 |
1,072.0 |
1,136.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,160.1 |
1,133.6 |
26.5 |
2.3% |
11.2 |
1.0% |
75% |
True |
False |
109 |
10 |
1,160.6 |
1,124.0 |
36.6 |
3.2% |
12.7 |
1.1% |
81% |
False |
False |
213 |
20 |
1,168.5 |
1,101.5 |
67.0 |
5.8% |
13.5 |
1.2% |
78% |
False |
False |
20,312 |
40 |
1,168.5 |
1,084.8 |
83.7 |
7.3% |
15.2 |
1.3% |
82% |
False |
False |
86,388 |
60 |
1,168.5 |
1,044.5 |
124.0 |
10.7% |
18.0 |
1.6% |
88% |
False |
False |
118,074 |
80 |
1,168.5 |
1,044.5 |
124.0 |
10.7% |
18.6 |
1.6% |
88% |
False |
False |
96,641 |
100 |
1,229.0 |
1,044.5 |
184.5 |
16.0% |
20.0 |
1.7% |
59% |
False |
False |
78,171 |
120 |
1,229.0 |
1,044.5 |
184.5 |
16.0% |
20.0 |
1.7% |
59% |
False |
False |
65,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,197.1 |
2.618 |
1,182.9 |
1.618 |
1,174.2 |
1.000 |
1,168.8 |
0.618 |
1,165.5 |
HIGH |
1,160.1 |
0.618 |
1,156.8 |
0.500 |
1,155.8 |
0.382 |
1,154.7 |
LOW |
1,151.4 |
0.618 |
1,146.0 |
1.000 |
1,142.7 |
1.618 |
1,137.3 |
2.618 |
1,128.6 |
4.250 |
1,114.4 |
|
|
Fisher Pivots for day following 26-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,155.8 |
1,151.3 |
PP |
1,155.0 |
1,149.1 |
S1 |
1,154.3 |
1,146.9 |
|