Trading Metrics calculated at close of trading on 30-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,190.00 |
1,205.50 |
15.50 |
1.3% |
1,211.25 |
High |
1,206.25 |
1,208.00 |
1.75 |
0.1% |
1,216.75 |
Low |
1,188.00 |
1,182.75 |
-5.25 |
-0.4% |
1,176.75 |
Close |
1,205.25 |
1,183.50 |
-21.75 |
-1.8% |
1,183.50 |
Range |
18.25 |
25.25 |
7.00 |
38.4% |
40.00 |
ATR |
15.04 |
15.77 |
0.73 |
4.9% |
0.00 |
Volume |
2,857,714 |
1,980,761 |
-876,953 |
-30.7% |
11,909,751 |
|
Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.25 |
1,250.50 |
1,197.50 |
|
R3 |
1,242.00 |
1,225.25 |
1,190.50 |
|
R2 |
1,216.75 |
1,216.75 |
1,188.25 |
|
R1 |
1,200.00 |
1,200.00 |
1,185.75 |
1,195.75 |
PP |
1,191.50 |
1,191.50 |
1,191.50 |
1,189.25 |
S1 |
1,174.75 |
1,174.75 |
1,181.25 |
1,170.50 |
S2 |
1,166.25 |
1,166.25 |
1,178.75 |
|
S3 |
1,141.00 |
1,149.50 |
1,176.50 |
|
S4 |
1,115.75 |
1,124.25 |
1,169.50 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,312.25 |
1,288.00 |
1,205.50 |
|
R3 |
1,272.25 |
1,248.00 |
1,194.50 |
|
R2 |
1,232.25 |
1,232.25 |
1,190.75 |
|
R1 |
1,208.00 |
1,208.00 |
1,187.25 |
1,200.00 |
PP |
1,192.25 |
1,192.25 |
1,192.25 |
1,188.50 |
S1 |
1,168.00 |
1,168.00 |
1,179.75 |
1,160.00 |
S2 |
1,152.25 |
1,152.25 |
1,176.25 |
|
S3 |
1,112.25 |
1,128.00 |
1,172.50 |
|
S4 |
1,072.25 |
1,088.00 |
1,161.50 |
|
|
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% |
20.00 |
1.7% |
17% |
False |
False |
2,381,950 |
10 |
1,216.75 |
1,176.75 |
40.00 |
3.4% |
18.00 |
1.5% |
17% |
False |
False |
2,434,659 |
20 |
1,216.75 |
1,171.00 |
45.75 |
3.9% |
15.25 |
1.3% |
27% |
False |
False |
1,933,978 |
40 |
1,216.75 |
1,117.00 |
99.75 |
8.4% |
13.25 |
1.1% |
67% |
False |
False |
1,695,282 |
60 |
1,216.75 |
1,036.25 |
180.50 |
15.3% |
14.25 |
1.2% |
82% |
False |
False |
1,132,977 |
80 |
1,216.75 |
1,036.25 |
180.50 |
15.3% |
15.00 |
1.3% |
82% |
False |
False |
850,148 |
100 |
1,216.75 |
1,036.25 |
180.50 |
15.3% |
14.25 |
1.2% |
82% |
False |
False |
680,184 |
120 |
1,216.75 |
1,036.25 |
180.50 |
15.3% |
13.75 |
1.2% |
82% |
False |
False |
566,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,315.25 |
2.618 |
1,274.00 |
1.618 |
1,248.75 |
1.000 |
1,233.25 |
0.618 |
1,223.50 |
HIGH |
1,208.00 |
0.618 |
1,198.25 |
0.500 |
1,195.50 |
0.382 |
1,192.50 |
LOW |
1,182.75 |
0.618 |
1,167.25 |
1.000 |
1,157.50 |
1.618 |
1,142.00 |
2.618 |
1,116.75 |
4.250 |
1,075.50 |
|
|
Fisher Pivots for day following 30-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,195.50 |
1,192.50 |
PP |
1,191.50 |
1,189.50 |
S1 |
1,187.50 |
1,186.50 |
|