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 |
1,194.75 |
1,192.25 |
-2.50 |
-0.2% |
1,178.75 |
High |
1,198.00 |
1,195.75 |
-2.25 |
-0.2% |
1,193.00 |
Low |
1,190.75 |
1,185.00 |
-5.75 |
-0.5% |
1,171.00 |
Close |
1,192.50 |
1,193.00 |
0.50 |
0.0% |
1,192.50 |
Range |
7.25 |
10.75 |
3.50 |
48.3% |
22.00 |
ATR |
11.66 |
11.59 |
-0.06 |
-0.6% |
0.00 |
Volume |
1,450,628 |
1,253,624 |
-197,004 |
-13.6% |
6,614,408 |
|
Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,223.50 |
1,219.00 |
1,199.00 |
|
R3 |
1,212.75 |
1,208.25 |
1,196.00 |
|
R2 |
1,202.00 |
1,202.00 |
1,195.00 |
|
R1 |
1,197.50 |
1,197.50 |
1,194.00 |
1,199.75 |
PP |
1,191.25 |
1,191.25 |
1,191.25 |
1,192.50 |
S1 |
1,186.75 |
1,186.75 |
1,192.00 |
1,189.00 |
S2 |
1,180.50 |
1,180.50 |
1,191.00 |
|
S3 |
1,169.75 |
1,176.00 |
1,190.00 |
|
S4 |
1,159.00 |
1,165.25 |
1,187.00 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,251.50 |
1,244.00 |
1,204.50 |
|
R3 |
1,229.50 |
1,222.00 |
1,198.50 |
|
R2 |
1,207.50 |
1,207.50 |
1,196.50 |
|
R1 |
1,200.00 |
1,200.00 |
1,194.50 |
1,203.75 |
PP |
1,185.50 |
1,185.50 |
1,185.50 |
1,187.50 |
S1 |
1,178.00 |
1,178.00 |
1,190.50 |
1,181.75 |
S2 |
1,163.50 |
1,163.50 |
1,188.50 |
|
S3 |
1,141.50 |
1,156.00 |
1,186.50 |
|
S4 |
1,119.50 |
1,134.00 |
1,180.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,198.00 |
1,171.00 |
27.00 |
2.3% |
11.00 |
0.9% |
81% |
False |
False |
1,636,390 |
10 |
1,198.00 |
1,161.25 |
36.75 |
3.1% |
10.50 |
0.9% |
86% |
False |
False |
1,452,523 |
20 |
1,198.00 |
1,144.50 |
53.50 |
4.5% |
11.25 |
0.9% |
91% |
False |
False |
1,726,762 |
40 |
1,198.00 |
1,069.25 |
128.75 |
10.8% |
11.75 |
1.0% |
96% |
False |
False |
964,857 |
60 |
1,198.00 |
1,036.25 |
161.75 |
13.6% |
15.00 |
1.3% |
97% |
False |
False |
644,077 |
80 |
1,198.00 |
1,036.25 |
161.75 |
13.6% |
13.75 |
1.2% |
97% |
False |
False |
483,212 |
100 |
1,198.00 |
1,036.25 |
161.75 |
13.6% |
13.50 |
1.1% |
97% |
False |
False |
386,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,241.50 |
2.618 |
1,224.00 |
1.618 |
1,213.25 |
1.000 |
1,206.50 |
0.618 |
1,202.50 |
HIGH |
1,195.75 |
0.618 |
1,191.75 |
0.500 |
1,190.50 |
0.382 |
1,189.00 |
LOW |
1,185.00 |
0.618 |
1,178.25 |
1.000 |
1,174.25 |
1.618 |
1,167.50 |
2.618 |
1,156.75 |
4.250 |
1,139.25 |
|
|
Fisher Pivots for day following 13-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,192.00 |
1,192.25 |
PP |
1,191.25 |
1,191.25 |
S1 |
1,190.50 |
1,190.50 |
|