Trading Metrics calculated at close of trading on 13-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
6,291.0 |
6,240.0 |
-51.0 |
-0.8% |
6,260.0 |
High |
6,303.0 |
6,263.0 |
-40.0 |
-0.6% |
6,273.5 |
Low |
6,229.0 |
6,205.0 |
-24.0 |
-0.4% |
6,143.0 |
Close |
6,261.0 |
6,241.0 |
-20.0 |
-0.3% |
6,258.5 |
Range |
74.0 |
58.0 |
-16.0 |
-21.6% |
130.5 |
ATR |
76.5 |
75.2 |
-1.3 |
-1.7% |
0.0 |
Volume |
112,024 |
124,503 |
12,479 |
11.1% |
460,170 |
|
Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,410.3 |
6,383.7 |
6,272.9 |
|
R3 |
6,352.3 |
6,325.7 |
6,257.0 |
|
R2 |
6,294.3 |
6,294.3 |
6,251.6 |
|
R1 |
6,267.7 |
6,267.7 |
6,246.3 |
6,281.0 |
PP |
6,236.3 |
6,236.3 |
6,236.3 |
6,243.0 |
S1 |
6,209.7 |
6,209.7 |
6,235.7 |
6,223.0 |
S2 |
6,178.3 |
6,178.3 |
6,230.4 |
|
S3 |
6,120.3 |
6,151.7 |
6,225.1 |
|
S4 |
6,062.3 |
6,093.7 |
6,209.1 |
|
|
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% |
65.6 |
1.1% |
61% |
False |
False |
120,207 |
10 |
6,303.0 |
6,115.0 |
188.0 |
3.0% |
62.4 |
1.0% |
67% |
False |
False |
116,980 |
20 |
6,303.0 |
5,907.0 |
396.0 |
6.3% |
65.5 |
1.0% |
84% |
False |
False |
113,906 |
40 |
6,303.0 |
5,514.0 |
789.0 |
12.6% |
71.2 |
1.1% |
92% |
False |
False |
58,246 |
60 |
6,303.0 |
5,400.0 |
903.0 |
14.5% |
86.9 |
1.4% |
93% |
False |
False |
38,979 |
80 |
6,303.0 |
5,400.0 |
903.0 |
14.5% |
81.9 |
1.3% |
93% |
False |
False |
29,459 |
100 |
6,303.0 |
5,400.0 |
903.0 |
14.5% |
81.6 |
1.3% |
93% |
False |
False |
23,699 |
120 |
6,303.0 |
5,330.5 |
972.5 |
15.6% |
82.9 |
1.3% |
94% |
False |
False |
19,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,509.5 |
2.618 |
6,414.8 |
1.618 |
6,356.8 |
1.000 |
6,321.0 |
0.618 |
6,298.8 |
HIGH |
6,263.0 |
0.618 |
6,240.8 |
0.500 |
6,234.0 |
0.382 |
6,227.2 |
LOW |
6,205.0 |
0.618 |
6,169.2 |
1.000 |
6,147.0 |
1.618 |
6,111.2 |
2.618 |
6,053.2 |
4.250 |
5,958.5 |
|
|
Fisher Pivots for day following 13-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
6,238.7 |
6,254.0 |
PP |
6,236.3 |
6,249.7 |
S1 |
6,234.0 |
6,245.3 |
|