Trading Metrics calculated at close of trading on 27-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,211.25 |
1,207.75 |
-3.50 |
-0.3% |
1,186.00 |
High |
1,216.75 |
1,210.00 |
-6.75 |
-0.6% |
1,213.75 |
Low |
1,207.50 |
1,177.50 |
-30.00 |
-2.5% |
1,179.75 |
Close |
1,208.25 |
1,181.00 |
-27.25 |
-2.3% |
1,212.25 |
Range |
9.25 |
32.50 |
23.25 |
251.4% |
34.00 |
ATR |
13.39 |
14.76 |
1.36 |
10.2% |
0.00 |
Volume |
1,856,101 |
1,624,454 |
-231,647 |
-12.5% |
12,436,841 |
|
Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.00 |
1,266.50 |
1,199.00 |
|
R3 |
1,254.50 |
1,234.00 |
1,190.00 |
|
R2 |
1,222.00 |
1,222.00 |
1,187.00 |
|
R1 |
1,201.50 |
1,201.50 |
1,184.00 |
1,195.50 |
PP |
1,189.50 |
1,189.50 |
1,189.50 |
1,186.50 |
S1 |
1,169.00 |
1,169.00 |
1,178.00 |
1,163.00 |
S2 |
1,157.00 |
1,157.00 |
1,175.00 |
|
S3 |
1,124.50 |
1,136.50 |
1,172.00 |
|
S4 |
1,092.00 |
1,104.00 |
1,163.00 |
|
|
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 |
1,216.75 |
1,177.50 |
39.25 |
3.3% |
18.75 |
1.6% |
9% |
False |
True |
1,970,516 |
10 |
1,216.75 |
1,177.50 |
39.25 |
3.3% |
17.00 |
1.4% |
9% |
False |
True |
2,093,171 |
20 |
1,216.75 |
1,161.25 |
55.50 |
4.7% |
13.75 |
1.2% |
36% |
False |
False |
1,772,847 |
40 |
1,216.75 |
1,108.00 |
108.75 |
9.2% |
12.50 |
1.1% |
67% |
False |
False |
1,486,426 |
60 |
1,216.75 |
1,036.25 |
180.50 |
15.3% |
14.00 |
1.2% |
80% |
False |
False |
992,577 |
80 |
1,216.75 |
1,036.25 |
180.50 |
15.3% |
14.75 |
1.2% |
80% |
False |
False |
744,813 |
100 |
1,216.75 |
1,036.25 |
180.50 |
15.3% |
14.00 |
1.2% |
80% |
False |
False |
595,893 |
120 |
1,216.75 |
1,019.75 |
197.00 |
16.7% |
13.75 |
1.2% |
82% |
False |
False |
496,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,348.00 |
2.618 |
1,295.00 |
1.618 |
1,262.50 |
1.000 |
1,242.50 |
0.618 |
1,230.00 |
HIGH |
1,210.00 |
0.618 |
1,197.50 |
0.500 |
1,193.75 |
0.382 |
1,190.00 |
LOW |
1,177.50 |
0.618 |
1,157.50 |
1.000 |
1,145.00 |
1.618 |
1,125.00 |
2.618 |
1,092.50 |
4.250 |
1,039.50 |
|
|
Fisher Pivots for day following 27-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,193.75 |
1,197.00 |
PP |
1,189.50 |
1,191.75 |
S1 |
1,185.25 |
1,186.50 |
|