Trading Metrics calculated at close of trading on 12-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
6,212.5 |
6,291.0 |
78.5 |
1.3% |
6,260.0 |
High |
6,264.0 |
6,303.0 |
39.0 |
0.6% |
6,273.5 |
Low |
6,212.5 |
6,229.0 |
16.5 |
0.3% |
6,143.0 |
Close |
6,258.5 |
6,261.0 |
2.5 |
0.0% |
6,258.5 |
Range |
51.5 |
74.0 |
22.5 |
43.7% |
130.5 |
ATR |
76.7 |
76.5 |
-0.2 |
-0.2% |
0.0 |
Volume |
115,544 |
112,024 |
-3,520 |
-3.0% |
460,170 |
|
Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,486.3 |
6,447.7 |
6,301.7 |
|
R3 |
6,412.3 |
6,373.7 |
6,281.4 |
|
R2 |
6,338.3 |
6,338.3 |
6,274.6 |
|
R1 |
6,299.7 |
6,299.7 |
6,267.8 |
6,282.0 |
PP |
6,264.3 |
6,264.3 |
6,264.3 |
6,255.5 |
S1 |
6,225.7 |
6,225.7 |
6,254.2 |
6,208.0 |
S2 |
6,190.3 |
6,190.3 |
6,247.4 |
|
S3 |
6,116.3 |
6,151.7 |
6,240.7 |
|
S4 |
6,042.3 |
6,077.7 |
6,220.3 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,616.5 |
6,568.0 |
6,330.3 |
|
R3 |
6,486.0 |
6,437.5 |
6,294.4 |
|
R2 |
6,355.5 |
6,355.5 |
6,282.4 |
|
R1 |
6,307.0 |
6,307.0 |
6,270.5 |
6,266.0 |
PP |
6,225.0 |
6,225.0 |
6,225.0 |
6,204.5 |
S1 |
6,176.5 |
6,176.5 |
6,246.5 |
6,135.5 |
S2 |
6,094.5 |
6,094.5 |
6,234.6 |
|
S3 |
5,964.0 |
6,046.0 |
6,222.6 |
|
S4 |
5,833.5 |
5,915.5 |
6,186.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,303.0 |
6,143.0 |
160.0 |
2.6% |
64.6 |
1.0% |
74% |
True |
False |
114,438 |
10 |
6,303.0 |
6,106.5 |
196.5 |
3.1% |
60.3 |
1.0% |
79% |
True |
False |
117,276 |
20 |
6,303.0 |
5,907.0 |
396.0 |
6.3% |
65.3 |
1.0% |
89% |
True |
False |
108,262 |
40 |
6,303.0 |
5,470.0 |
833.0 |
13.3% |
72.2 |
1.2% |
95% |
True |
False |
55,140 |
60 |
6,303.0 |
5,400.0 |
903.0 |
14.4% |
88.7 |
1.4% |
95% |
True |
False |
36,914 |
80 |
6,303.0 |
5,400.0 |
903.0 |
14.4% |
81.8 |
1.3% |
95% |
True |
False |
27,972 |
100 |
6,303.0 |
5,400.0 |
903.0 |
14.4% |
81.8 |
1.3% |
95% |
True |
False |
22,456 |
120 |
6,303.0 |
5,330.5 |
972.5 |
15.5% |
82.9 |
1.3% |
96% |
True |
False |
18,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,617.5 |
2.618 |
6,496.7 |
1.618 |
6,422.7 |
1.000 |
6,377.0 |
0.618 |
6,348.7 |
HIGH |
6,303.0 |
0.618 |
6,274.7 |
0.500 |
6,266.0 |
0.382 |
6,257.3 |
LOW |
6,229.0 |
0.618 |
6,183.3 |
1.000 |
6,155.0 |
1.618 |
6,109.3 |
2.618 |
6,035.3 |
4.250 |
5,914.5 |
|
|
Fisher Pivots for day following 12-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
6,266.0 |
6,248.3 |
PP |
6,264.3 |
6,235.7 |
S1 |
6,262.7 |
6,223.0 |
|