Trading Metrics calculated at close of trading on 28-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,207.75 |
1,181.50 |
-26.25 |
-2.2% |
1,186.00 |
High |
1,210.00 |
1,192.00 |
-18.00 |
-1.5% |
1,213.75 |
Low |
1,177.50 |
1,176.75 |
-0.75 |
-0.1% |
1,179.75 |
Close |
1,181.00 |
1,190.00 |
9.00 |
0.8% |
1,212.25 |
Range |
32.50 |
15.25 |
-17.25 |
-53.1% |
34.00 |
ATR |
14.76 |
14.79 |
0.04 |
0.2% |
0.00 |
Volume |
1,624,454 |
3,590,721 |
1,966,267 |
121.0% |
12,436,841 |
|
Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,232.00 |
1,226.25 |
1,198.50 |
|
R3 |
1,216.75 |
1,211.00 |
1,194.25 |
|
R2 |
1,201.50 |
1,201.50 |
1,192.75 |
|
R1 |
1,195.75 |
1,195.75 |
1,191.50 |
1,198.50 |
PP |
1,186.25 |
1,186.25 |
1,186.25 |
1,187.75 |
S1 |
1,180.50 |
1,180.50 |
1,188.50 |
1,183.50 |
S2 |
1,171.00 |
1,171.00 |
1,187.25 |
|
S3 |
1,155.75 |
1,165.25 |
1,185.75 |
|
S4 |
1,140.50 |
1,150.00 |
1,181.50 |
|
|
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 |
1,176.75 |
40.00 |
3.4% |
18.75 |
1.6% |
33% |
False |
True |
2,381,696 |
10 |
1,216.75 |
1,176.75 |
40.00 |
3.4% |
17.25 |
1.4% |
33% |
False |
True |
2,296,854 |
20 |
1,216.75 |
1,161.25 |
55.50 |
4.7% |
14.00 |
1.2% |
52% |
False |
False |
1,879,667 |
40 |
1,216.75 |
1,109.50 |
107.25 |
9.0% |
12.75 |
1.1% |
75% |
False |
False |
1,575,689 |
60 |
1,216.75 |
1,036.25 |
180.50 |
15.2% |
14.00 |
1.2% |
85% |
False |
False |
1,052,394 |
80 |
1,216.75 |
1,036.25 |
180.50 |
15.2% |
14.75 |
1.2% |
85% |
False |
False |
789,691 |
100 |
1,216.75 |
1,036.25 |
180.50 |
15.2% |
14.00 |
1.2% |
85% |
False |
False |
631,800 |
120 |
1,216.75 |
1,031.00 |
185.75 |
15.6% |
13.75 |
1.2% |
86% |
False |
False |
526,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,256.75 |
2.618 |
1,232.00 |
1.618 |
1,216.75 |
1.000 |
1,207.25 |
0.618 |
1,201.50 |
HIGH |
1,192.00 |
0.618 |
1,186.25 |
0.500 |
1,184.50 |
0.382 |
1,182.50 |
LOW |
1,176.75 |
0.618 |
1,167.25 |
1.000 |
1,161.50 |
1.618 |
1,152.00 |
2.618 |
1,136.75 |
4.250 |
1,112.00 |
|
|
Fisher Pivots for day following 28-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,188.00 |
1,196.75 |
PP |
1,186.25 |
1,194.50 |
S1 |
1,184.50 |
1,192.25 |
|