Trading Metrics calculated at close of trading on 21-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,195.75 |
1,205.00 |
9.25 |
0.8% |
1,194.75 |
High |
1,205.75 |
1,209.50 |
3.75 |
0.3% |
1,210.50 |
Low |
1,194.00 |
1,195.00 |
1.00 |
0.1% |
1,182.75 |
Close |
1,205.50 |
1,200.50 |
-5.00 |
-0.4% |
1,190.25 |
Range |
11.75 |
14.50 |
2.75 |
23.4% |
27.75 |
ATR |
12.84 |
12.96 |
0.12 |
0.9% |
0.00 |
Volume |
2,480,009 |
1,534,819 |
-945,190 |
-38.1% |
7,718,568 |
|
Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,245.25 |
1,237.25 |
1,208.50 |
|
R3 |
1,230.75 |
1,222.75 |
1,204.50 |
|
R2 |
1,216.25 |
1,216.25 |
1,203.25 |
|
R1 |
1,208.25 |
1,208.25 |
1,201.75 |
1,205.00 |
PP |
1,201.75 |
1,201.75 |
1,201.75 |
1,200.00 |
S1 |
1,193.75 |
1,193.75 |
1,199.25 |
1,190.50 |
S2 |
1,187.25 |
1,187.25 |
1,197.75 |
|
S3 |
1,172.75 |
1,179.25 |
1,196.50 |
|
S4 |
1,158.25 |
1,164.75 |
1,192.50 |
|
|
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% |
15.75 |
1.3% |
67% |
False |
False |
2,212,011 |
10 |
1,210.50 |
1,171.00 |
39.50 |
3.3% |
13.25 |
1.1% |
75% |
False |
False |
1,940,051 |
20 |
1,210.50 |
1,156.50 |
54.00 |
4.5% |
12.00 |
1.0% |
81% |
False |
False |
1,775,242 |
40 |
1,210.50 |
1,080.00 |
130.50 |
10.9% |
11.75 |
1.0% |
92% |
False |
False |
1,279,385 |
60 |
1,210.50 |
1,036.25 |
174.25 |
14.5% |
14.25 |
1.2% |
94% |
False |
False |
854,145 |
80 |
1,210.50 |
1,036.25 |
174.25 |
14.5% |
14.25 |
1.2% |
94% |
False |
False |
640,874 |
100 |
1,210.50 |
1,036.25 |
174.25 |
14.5% |
13.75 |
1.2% |
94% |
False |
False |
512,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,271.00 |
2.618 |
1,247.50 |
1.618 |
1,233.00 |
1.000 |
1,224.00 |
0.618 |
1,218.50 |
HIGH |
1,209.50 |
0.618 |
1,204.00 |
0.500 |
1,202.25 |
0.382 |
1,200.50 |
LOW |
1,195.00 |
0.618 |
1,186.00 |
1.000 |
1,180.50 |
1.618 |
1,171.50 |
2.618 |
1,157.00 |
4.250 |
1,133.50 |
|
|
Fisher Pivots for day following 21-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,202.25 |
1,198.50 |
PP |
1,201.75 |
1,196.50 |
S1 |
1,201.00 |
1,194.50 |
|