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 |
1,192.25 |
1,195.50 |
3.25 |
0.3% |
1,178.75 |
High |
1,195.75 |
1,207.25 |
11.50 |
1.0% |
1,193.00 |
Low |
1,185.00 |
1,194.50 |
9.50 |
0.8% |
1,171.00 |
Close |
1,193.00 |
1,206.50 |
13.50 |
1.1% |
1,192.50 |
Range |
10.75 |
12.75 |
2.00 |
18.6% |
22.00 |
ATR |
11.59 |
11.78 |
0.19 |
1.6% |
0.00 |
Volume |
1,253,624 |
1,553,891 |
300,267 |
24.0% |
6,614,408 |
|
Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,241.00 |
1,236.50 |
1,213.50 |
|
R3 |
1,228.25 |
1,223.75 |
1,210.00 |
|
R2 |
1,215.50 |
1,215.50 |
1,208.75 |
|
R1 |
1,211.00 |
1,211.00 |
1,207.75 |
1,213.25 |
PP |
1,202.75 |
1,202.75 |
1,202.75 |
1,204.00 |
S1 |
1,198.25 |
1,198.25 |
1,205.25 |
1,200.50 |
S2 |
1,190.00 |
1,190.00 |
1,204.25 |
|
S3 |
1,177.25 |
1,185.50 |
1,203.00 |
|
S4 |
1,164.50 |
1,172.75 |
1,199.50 |
|
|
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 |
1,207.25 |
1,171.00 |
36.25 |
3.0% |
11.00 |
0.9% |
98% |
True |
False |
1,668,090 |
10 |
1,207.25 |
1,161.25 |
46.00 |
3.8% |
11.00 |
0.9% |
98% |
True |
False |
1,462,481 |
20 |
1,207.25 |
1,146.75 |
60.50 |
5.0% |
11.25 |
0.9% |
99% |
True |
False |
1,719,762 |
40 |
1,207.25 |
1,080.00 |
127.25 |
10.5% |
11.75 |
1.0% |
99% |
True |
False |
1,003,634 |
60 |
1,207.25 |
1,036.25 |
171.00 |
14.2% |
14.75 |
1.2% |
100% |
True |
False |
669,970 |
80 |
1,207.25 |
1,036.25 |
171.00 |
14.2% |
13.75 |
1.1% |
100% |
True |
False |
502,635 |
100 |
1,207.25 |
1,036.25 |
171.00 |
14.2% |
13.50 |
1.1% |
100% |
True |
False |
402,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,261.50 |
2.618 |
1,240.75 |
1.618 |
1,228.00 |
1.000 |
1,220.00 |
0.618 |
1,215.25 |
HIGH |
1,207.25 |
0.618 |
1,202.50 |
0.500 |
1,201.00 |
0.382 |
1,199.25 |
LOW |
1,194.50 |
0.618 |
1,186.50 |
1.000 |
1,181.75 |
1.618 |
1,173.75 |
2.618 |
1,161.00 |
4.250 |
1,140.25 |
|
|
Fisher Pivots for day following 14-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,204.50 |
1,203.00 |
PP |
1,202.75 |
1,199.50 |
S1 |
1,201.00 |
1,196.00 |
|