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 |
1,208.00 |
1,186.00 |
-22.00 |
-1.8% |
1,194.75 |
High |
1,208.50 |
1,196.50 |
-12.00 |
-1.0% |
1,210.50 |
Low |
1,182.75 |
1,179.75 |
-3.00 |
-0.3% |
1,182.75 |
Close |
1,190.25 |
1,195.50 |
5.25 |
0.4% |
1,190.25 |
Range |
25.75 |
16.75 |
-9.00 |
-35.0% |
27.75 |
ATR |
12.63 |
12.92 |
0.29 |
2.3% |
0.00 |
Volume |
1,732,427 |
3,584,805 |
1,852,378 |
106.9% |
7,718,568 |
|
Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,240.75 |
1,235.00 |
1,204.75 |
|
R3 |
1,224.00 |
1,218.25 |
1,200.00 |
|
R2 |
1,207.25 |
1,207.25 |
1,198.50 |
|
R1 |
1,201.50 |
1,201.50 |
1,197.00 |
1,204.50 |
PP |
1,190.50 |
1,190.50 |
1,190.50 |
1,192.00 |
S1 |
1,184.75 |
1,184.75 |
1,194.00 |
1,187.50 |
S2 |
1,173.75 |
1,173.75 |
1,192.50 |
|
S3 |
1,157.00 |
1,168.00 |
1,191.00 |
|
S4 |
1,140.25 |
1,151.25 |
1,186.25 |
|
|
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 |
1,179.75 |
30.75 |
2.6% |
15.00 |
1.3% |
51% |
False |
True |
1,970,549 |
10 |
1,210.50 |
1,171.00 |
39.50 |
3.3% |
13.00 |
1.1% |
62% |
False |
False |
1,780,695 |
20 |
1,210.50 |
1,146.75 |
63.75 |
5.3% |
12.25 |
1.0% |
76% |
False |
False |
1,778,587 |
40 |
1,210.50 |
1,080.00 |
130.50 |
10.9% |
12.00 |
1.0% |
89% |
False |
False |
1,179,388 |
60 |
1,210.50 |
1,036.25 |
174.25 |
14.6% |
14.50 |
1.2% |
91% |
False |
False |
787,314 |
80 |
1,210.50 |
1,036.25 |
174.25 |
14.6% |
14.00 |
1.2% |
91% |
False |
False |
590,695 |
100 |
1,210.50 |
1,036.25 |
174.25 |
14.6% |
13.75 |
1.2% |
91% |
False |
False |
472,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,267.75 |
2.618 |
1,240.25 |
1.618 |
1,223.50 |
1.000 |
1,213.25 |
0.618 |
1,206.75 |
HIGH |
1,196.50 |
0.618 |
1,190.00 |
0.500 |
1,188.00 |
0.382 |
1,186.25 |
LOW |
1,179.75 |
0.618 |
1,169.50 |
1.000 |
1,163.00 |
1.618 |
1,152.75 |
2.618 |
1,136.00 |
4.250 |
1,108.50 |
|
|
Fisher Pivots for day following 19-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,193.00 |
1,195.50 |
PP |
1,190.50 |
1,195.25 |
S1 |
1,188.00 |
1,195.00 |
|