Trading Metrics calculated at close of trading on 20-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,186.00 |
1,195.75 |
9.75 |
0.8% |
1,194.75 |
High |
1,196.50 |
1,205.75 |
9.25 |
0.8% |
1,210.50 |
Low |
1,179.75 |
1,194.00 |
14.25 |
1.2% |
1,182.75 |
Close |
1,195.50 |
1,205.50 |
10.00 |
0.8% |
1,190.25 |
Range |
16.75 |
11.75 |
-5.00 |
-29.9% |
27.75 |
ATR |
12.92 |
12.84 |
-0.08 |
-0.6% |
0.00 |
Volume |
3,584,805 |
2,480,009 |
-1,104,796 |
-30.8% |
7,718,568 |
|
Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,237.00 |
1,233.00 |
1,212.00 |
|
R3 |
1,225.25 |
1,221.25 |
1,208.75 |
|
R2 |
1,213.50 |
1,213.50 |
1,207.75 |
|
R1 |
1,209.50 |
1,209.50 |
1,206.50 |
1,211.50 |
PP |
1,201.75 |
1,201.75 |
1,201.75 |
1,202.75 |
S1 |
1,197.75 |
1,197.75 |
1,204.50 |
1,199.75 |
S2 |
1,190.00 |
1,190.00 |
1,203.25 |
|
S3 |
1,178.25 |
1,186.00 |
1,202.25 |
|
S4 |
1,166.50 |
1,174.25 |
1,199.00 |
|
|
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 |
1,179.75 |
30.75 |
2.6% |
15.25 |
1.3% |
84% |
False |
False |
2,215,826 |
10 |
1,210.50 |
1,171.00 |
39.50 |
3.3% |
13.25 |
1.1% |
87% |
False |
False |
1,926,108 |
20 |
1,210.50 |
1,156.50 |
54.00 |
4.5% |
12.00 |
1.0% |
91% |
False |
False |
1,794,291 |
40 |
1,210.50 |
1,080.00 |
130.50 |
10.8% |
12.00 |
1.0% |
96% |
False |
False |
1,241,254 |
60 |
1,210.50 |
1,036.25 |
174.25 |
14.5% |
14.25 |
1.2% |
97% |
False |
False |
828,601 |
80 |
1,210.50 |
1,036.25 |
174.25 |
14.5% |
14.00 |
1.2% |
97% |
False |
False |
621,694 |
100 |
1,210.50 |
1,036.25 |
174.25 |
14.5% |
13.75 |
1.1% |
97% |
False |
False |
497,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,255.75 |
2.618 |
1,236.50 |
1.618 |
1,224.75 |
1.000 |
1,217.50 |
0.618 |
1,213.00 |
HIGH |
1,205.75 |
0.618 |
1,201.25 |
0.500 |
1,200.00 |
0.382 |
1,198.50 |
LOW |
1,194.00 |
0.618 |
1,186.75 |
1.000 |
1,182.25 |
1.618 |
1,175.00 |
2.618 |
1,163.25 |
4.250 |
1,144.00 |
|
|
Fisher Pivots for day following 20-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,203.50 |
1,201.75 |
PP |
1,201.75 |
1,198.00 |
S1 |
1,200.00 |
1,194.00 |
|