Trading Metrics calculated at close of trading on 16-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,206.50 |
1,208.00 |
1.50 |
0.1% |
1,194.75 |
High |
1,210.50 |
1,208.50 |
-2.00 |
-0.2% |
1,210.50 |
Low |
1,201.00 |
1,182.75 |
-18.25 |
-1.5% |
1,182.75 |
Close |
1,208.50 |
1,190.25 |
-18.25 |
-1.5% |
1,190.25 |
Range |
9.50 |
25.75 |
16.25 |
171.1% |
27.75 |
ATR |
11.62 |
12.63 |
1.01 |
8.7% |
0.00 |
Volume |
1,727,998 |
1,732,427 |
4,429 |
0.3% |
7,718,568 |
|
Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,271.00 |
1,256.50 |
1,204.50 |
|
R3 |
1,245.25 |
1,230.75 |
1,197.25 |
|
R2 |
1,219.50 |
1,219.50 |
1,195.00 |
|
R1 |
1,205.00 |
1,205.00 |
1,192.50 |
1,199.50 |
PP |
1,193.75 |
1,193.75 |
1,193.75 |
1,191.00 |
S1 |
1,179.25 |
1,179.25 |
1,188.00 |
1,173.50 |
S2 |
1,168.00 |
1,168.00 |
1,185.50 |
|
S3 |
1,142.25 |
1,153.50 |
1,183.25 |
|
S4 |
1,116.50 |
1,127.75 |
1,176.00 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.75 |
1,261.75 |
1,205.50 |
|
R3 |
1,250.00 |
1,234.00 |
1,198.00 |
|
R2 |
1,222.25 |
1,222.25 |
1,195.25 |
|
R1 |
1,206.25 |
1,206.25 |
1,192.75 |
1,200.50 |
PP |
1,194.50 |
1,194.50 |
1,194.50 |
1,191.50 |
S1 |
1,178.50 |
1,178.50 |
1,187.75 |
1,172.50 |
S2 |
1,166.75 |
1,166.75 |
1,185.25 |
|
S3 |
1,139.00 |
1,150.75 |
1,182.50 |
|
S4 |
1,111.25 |
1,123.00 |
1,175.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,210.50 |
1,182.75 |
27.75 |
2.3% |
13.25 |
1.1% |
27% |
False |
True |
1,543,713 |
10 |
1,210.50 |
1,171.00 |
39.50 |
3.3% |
12.25 |
1.0% |
49% |
False |
False |
1,433,297 |
20 |
1,210.50 |
1,146.75 |
63.75 |
5.4% |
12.00 |
1.0% |
68% |
False |
False |
1,690,329 |
40 |
1,210.50 |
1,080.00 |
130.50 |
11.0% |
12.00 |
1.0% |
84% |
False |
False |
1,089,914 |
60 |
1,210.50 |
1,036.25 |
174.25 |
14.6% |
14.75 |
1.2% |
88% |
False |
False |
727,606 |
80 |
1,210.50 |
1,036.25 |
174.25 |
14.6% |
14.00 |
1.2% |
88% |
False |
False |
545,887 |
100 |
1,210.50 |
1,036.25 |
174.25 |
14.6% |
13.75 |
1.2% |
88% |
False |
False |
436,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,318.00 |
2.618 |
1,276.00 |
1.618 |
1,250.25 |
1.000 |
1,234.25 |
0.618 |
1,224.50 |
HIGH |
1,208.50 |
0.618 |
1,198.75 |
0.500 |
1,195.50 |
0.382 |
1,192.50 |
LOW |
1,182.75 |
0.618 |
1,166.75 |
1.000 |
1,157.00 |
1.618 |
1,141.00 |
2.618 |
1,115.25 |
4.250 |
1,073.25 |
|
|
Fisher Pivots for day following 16-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,195.50 |
1,196.50 |
PP |
1,193.75 |
1,194.50 |
S1 |
1,192.00 |
1,192.50 |
|