Trading Metrics calculated at close of trading on 29-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,181.50 |
1,190.00 |
8.50 |
0.7% |
1,186.00 |
High |
1,192.00 |
1,206.25 |
14.25 |
1.2% |
1,213.75 |
Low |
1,176.75 |
1,188.00 |
11.25 |
1.0% |
1,179.75 |
Close |
1,190.00 |
1,205.25 |
15.25 |
1.3% |
1,212.25 |
Range |
15.25 |
18.25 |
3.00 |
19.7% |
34.00 |
ATR |
14.79 |
15.04 |
0.25 |
1.7% |
0.00 |
Volume |
3,590,721 |
2,857,714 |
-733,007 |
-20.4% |
12,436,841 |
|
Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,254.50 |
1,248.25 |
1,215.25 |
|
R3 |
1,236.25 |
1,230.00 |
1,210.25 |
|
R2 |
1,218.00 |
1,218.00 |
1,208.50 |
|
R1 |
1,211.75 |
1,211.75 |
1,207.00 |
1,215.00 |
PP |
1,199.75 |
1,199.75 |
1,199.75 |
1,201.50 |
S1 |
1,193.50 |
1,193.50 |
1,203.50 |
1,196.50 |
S2 |
1,181.50 |
1,181.50 |
1,202.00 |
|
S3 |
1,163.25 |
1,175.25 |
1,200.25 |
|
S4 |
1,145.00 |
1,157.00 |
1,195.25 |
|
|
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 |
1,216.75 |
1,176.75 |
40.00 |
3.3% |
18.25 |
1.5% |
71% |
False |
False |
2,519,584 |
10 |
1,216.75 |
1,176.75 |
40.00 |
3.3% |
18.00 |
1.5% |
71% |
False |
False |
2,409,825 |
20 |
1,216.75 |
1,165.75 |
51.00 |
4.2% |
14.50 |
1.2% |
77% |
False |
False |
1,940,404 |
40 |
1,216.75 |
1,109.50 |
107.25 |
8.9% |
12.75 |
1.1% |
89% |
False |
False |
1,646,529 |
60 |
1,216.75 |
1,036.25 |
180.50 |
15.0% |
14.00 |
1.2% |
94% |
False |
False |
1,100,010 |
80 |
1,216.75 |
1,036.25 |
180.50 |
15.0% |
14.75 |
1.2% |
94% |
False |
False |
825,409 |
100 |
1,216.75 |
1,036.25 |
180.50 |
15.0% |
14.00 |
1.2% |
94% |
False |
False |
660,377 |
120 |
1,216.75 |
1,031.00 |
185.75 |
15.4% |
13.75 |
1.1% |
94% |
False |
False |
550,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,283.75 |
2.618 |
1,254.00 |
1.618 |
1,235.75 |
1.000 |
1,224.50 |
0.618 |
1,217.50 |
HIGH |
1,206.25 |
0.618 |
1,199.25 |
0.500 |
1,197.00 |
0.382 |
1,195.00 |
LOW |
1,188.00 |
0.618 |
1,176.75 |
1.000 |
1,169.75 |
1.618 |
1,158.50 |
2.618 |
1,140.25 |
4.250 |
1,110.50 |
|
|
Fisher Pivots for day following 29-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,202.50 |
1,201.25 |
PP |
1,199.75 |
1,197.25 |
S1 |
1,197.00 |
1,193.50 |
|