Trading Metrics calculated at close of trading on 14-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
6,240.0 |
6,272.0 |
32.0 |
0.5% |
6,260.0 |
High |
6,263.0 |
6,313.0 |
50.0 |
0.8% |
6,273.5 |
Low |
6,205.0 |
6,256.5 |
51.5 |
0.8% |
6,143.0 |
Close |
6,241.0 |
6,289.5 |
48.5 |
0.8% |
6,258.5 |
Range |
58.0 |
56.5 |
-1.5 |
-2.6% |
130.5 |
ATR |
75.2 |
74.9 |
-0.2 |
-0.3% |
0.0 |
Volume |
124,503 |
127,522 |
3,019 |
2.4% |
460,170 |
|
Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,455.8 |
6,429.2 |
6,320.6 |
|
R3 |
6,399.3 |
6,372.7 |
6,305.0 |
|
R2 |
6,342.8 |
6,342.8 |
6,299.9 |
|
R1 |
6,316.2 |
6,316.2 |
6,294.7 |
6,329.5 |
PP |
6,286.3 |
6,286.3 |
6,286.3 |
6,293.0 |
S1 |
6,259.7 |
6,259.7 |
6,284.3 |
6,273.0 |
S2 |
6,229.8 |
6,229.8 |
6,279.1 |
|
S3 |
6,173.3 |
6,203.2 |
6,274.0 |
|
S4 |
6,116.8 |
6,146.7 |
6,258.4 |
|
|
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 |
6,313.0 |
6,143.0 |
170.0 |
2.7% |
64.0 |
1.0% |
86% |
True |
False |
124,580 |
10 |
6,313.0 |
6,115.0 |
198.0 |
3.1% |
63.5 |
1.0% |
88% |
True |
False |
119,302 |
20 |
6,313.0 |
5,917.5 |
395.5 |
6.3% |
65.6 |
1.0% |
94% |
True |
False |
119,107 |
40 |
6,313.0 |
5,514.0 |
799.0 |
12.7% |
71.6 |
1.1% |
97% |
True |
False |
61,419 |
60 |
6,313.0 |
5,400.0 |
913.0 |
14.5% |
87.4 |
1.4% |
97% |
True |
False |
41,104 |
80 |
6,313.0 |
5,400.0 |
913.0 |
14.5% |
81.9 |
1.3% |
97% |
True |
False |
31,004 |
100 |
6,313.0 |
5,400.0 |
913.0 |
14.5% |
81.8 |
1.3% |
97% |
True |
False |
24,972 |
120 |
6,313.0 |
5,330.5 |
982.5 |
15.6% |
82.6 |
1.3% |
98% |
True |
False |
20,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,553.1 |
2.618 |
6,460.9 |
1.618 |
6,404.4 |
1.000 |
6,369.5 |
0.618 |
6,347.9 |
HIGH |
6,313.0 |
0.618 |
6,291.4 |
0.500 |
6,284.8 |
0.382 |
6,278.1 |
LOW |
6,256.5 |
0.618 |
6,221.6 |
1.000 |
6,200.0 |
1.618 |
6,165.1 |
2.618 |
6,108.6 |
4.250 |
6,016.4 |
|
|
Fisher Pivots for day following 14-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
6,287.9 |
6,279.3 |
PP |
6,286.3 |
6,269.2 |
S1 |
6,284.8 |
6,259.0 |
|