Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,205.00 |
1,198.50 |
-6.50 |
-0.5% |
1,194.75 |
High |
1,209.50 |
1,207.00 |
-2.50 |
-0.2% |
1,210.50 |
Low |
1,195.00 |
1,186.25 |
-8.75 |
-0.7% |
1,182.75 |
Close |
1,200.50 |
1,201.75 |
1.25 |
0.1% |
1,190.25 |
Range |
14.50 |
20.75 |
6.25 |
43.1% |
27.75 |
ATR |
12.96 |
13.51 |
0.56 |
4.3% |
0.00 |
Volume |
1,534,819 |
2,168,277 |
633,458 |
41.3% |
7,718,568 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,260.50 |
1,252.00 |
1,213.25 |
|
R3 |
1,239.75 |
1,231.25 |
1,207.50 |
|
R2 |
1,219.00 |
1,219.00 |
1,205.50 |
|
R1 |
1,210.50 |
1,210.50 |
1,203.75 |
1,214.75 |
PP |
1,198.25 |
1,198.25 |
1,198.25 |
1,200.50 |
S1 |
1,189.75 |
1,189.75 |
1,199.75 |
1,194.00 |
S2 |
1,177.50 |
1,177.50 |
1,198.00 |
|
S3 |
1,156.75 |
1,169.00 |
1,196.00 |
|
S4 |
1,136.00 |
1,148.25 |
1,190.25 |
|
|
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 |
1,209.50 |
1,179.75 |
29.75 |
2.5% |
18.00 |
1.5% |
74% |
False |
False |
2,300,067 |
10 |
1,210.50 |
1,179.75 |
30.75 |
2.6% |
14.00 |
1.2% |
72% |
False |
False |
1,939,710 |
20 |
1,210.50 |
1,156.50 |
54.00 |
4.5% |
12.75 |
1.1% |
84% |
False |
False |
1,790,835 |
40 |
1,210.50 |
1,080.00 |
130.50 |
10.9% |
12.00 |
1.0% |
93% |
False |
False |
1,333,347 |
60 |
1,210.50 |
1,036.25 |
174.25 |
14.5% |
14.25 |
1.2% |
95% |
False |
False |
890,267 |
80 |
1,210.50 |
1,036.25 |
174.25 |
14.5% |
14.25 |
1.2% |
95% |
False |
False |
667,973 |
100 |
1,210.50 |
1,036.25 |
174.25 |
14.5% |
14.00 |
1.2% |
95% |
False |
False |
534,399 |
120 |
1,210.50 |
1,019.00 |
191.50 |
15.9% |
13.50 |
1.1% |
95% |
False |
False |
445,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,295.25 |
2.618 |
1,261.25 |
1.618 |
1,240.50 |
1.000 |
1,227.75 |
0.618 |
1,219.75 |
HIGH |
1,207.00 |
0.618 |
1,199.00 |
0.500 |
1,196.50 |
0.382 |
1,194.25 |
LOW |
1,186.25 |
0.618 |
1,173.50 |
1.000 |
1,165.50 |
1.618 |
1,152.75 |
2.618 |
1,132.00 |
4.250 |
1,098.00 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,200.00 |
1,200.50 |
PP |
1,198.25 |
1,199.25 |
S1 |
1,196.50 |
1,198.00 |
|