Trading Metrics calculated at close of trading on 23-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,198.50 |
1,201.25 |
2.75 |
0.2% |
1,186.00 |
High |
1,207.00 |
1,213.75 |
6.75 |
0.6% |
1,213.75 |
Low |
1,186.25 |
1,197.50 |
11.25 |
0.9% |
1,179.75 |
Close |
1,201.75 |
1,212.25 |
10.50 |
0.9% |
1,212.25 |
Range |
20.75 |
16.25 |
-4.50 |
-21.7% |
34.00 |
ATR |
13.51 |
13.71 |
0.20 |
1.4% |
0.00 |
Volume |
2,168,277 |
2,668,931 |
500,654 |
23.1% |
12,436,841 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,256.50 |
1,250.75 |
1,221.25 |
|
R3 |
1,240.25 |
1,234.50 |
1,216.75 |
|
R2 |
1,224.00 |
1,224.00 |
1,215.25 |
|
R1 |
1,218.25 |
1,218.25 |
1,213.75 |
1,221.00 |
PP |
1,207.75 |
1,207.75 |
1,207.75 |
1,209.25 |
S1 |
1,202.00 |
1,202.00 |
1,210.75 |
1,205.00 |
S2 |
1,191.50 |
1,191.50 |
1,209.25 |
|
S3 |
1,175.25 |
1,185.75 |
1,207.75 |
|
S4 |
1,159.00 |
1,169.50 |
1,203.25 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.00 |
1,292.00 |
1,231.00 |
|
R3 |
1,270.00 |
1,258.00 |
1,221.50 |
|
R2 |
1,236.00 |
1,236.00 |
1,218.50 |
|
R1 |
1,224.00 |
1,224.00 |
1,215.25 |
1,230.00 |
PP |
1,202.00 |
1,202.00 |
1,202.00 |
1,205.00 |
S1 |
1,190.00 |
1,190.00 |
1,209.25 |
1,196.00 |
S2 |
1,168.00 |
1,168.00 |
1,206.00 |
|
S3 |
1,134.00 |
1,156.00 |
1,203.00 |
|
S4 |
1,100.00 |
1,122.00 |
1,193.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,213.75 |
1,179.75 |
34.00 |
2.8% |
16.00 |
1.3% |
96% |
True |
False |
2,487,368 |
10 |
1,213.75 |
1,179.75 |
34.00 |
2.8% |
14.50 |
1.2% |
96% |
True |
False |
2,015,540 |
20 |
1,213.75 |
1,156.50 |
57.25 |
4.7% |
12.75 |
1.0% |
97% |
True |
False |
1,824,663 |
40 |
1,213.75 |
1,091.75 |
122.00 |
10.1% |
12.00 |
1.0% |
99% |
True |
False |
1,399,930 |
60 |
1,213.75 |
1,036.25 |
177.50 |
14.6% |
14.25 |
1.2% |
99% |
True |
False |
934,684 |
80 |
1,213.75 |
1,036.25 |
177.50 |
14.6% |
14.50 |
1.2% |
99% |
True |
False |
701,331 |
100 |
1,213.75 |
1,036.25 |
177.50 |
14.6% |
13.75 |
1.1% |
99% |
True |
False |
561,087 |
120 |
1,213.75 |
1,019.00 |
194.75 |
16.1% |
13.50 |
1.1% |
99% |
True |
False |
467,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,282.75 |
2.618 |
1,256.25 |
1.618 |
1,240.00 |
1.000 |
1,230.00 |
0.618 |
1,223.75 |
HIGH |
1,213.75 |
0.618 |
1,207.50 |
0.500 |
1,205.50 |
0.382 |
1,203.75 |
LOW |
1,197.50 |
0.618 |
1,187.50 |
1.000 |
1,181.25 |
1.618 |
1,171.25 |
2.618 |
1,155.00 |
4.250 |
1,128.50 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,210.00 |
1,208.25 |
PP |
1,207.75 |
1,204.00 |
S1 |
1,205.50 |
1,200.00 |
|