Trading Metrics calculated at close of trading on 16-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,155.8 |
1,159.4 |
3.6 |
0.3% |
1,161.9 |
High |
1,162.3 |
1,161.2 |
-1.1 |
-0.1% |
1,170.7 |
Low |
1,150.7 |
1,130.0 |
-20.7 |
-1.8% |
1,130.0 |
Close |
1,160.3 |
1,136.9 |
-23.4 |
-2.0% |
1,136.9 |
Range |
11.6 |
31.2 |
19.6 |
169.0% |
40.7 |
ATR |
15.9 |
17.0 |
1.1 |
6.9% |
0.0 |
Volume |
123,129 |
99,314 |
-23,815 |
-19.3% |
613,121 |
|
Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,236.3 |
1,217.8 |
1,154.1 |
|
R3 |
1,205.1 |
1,186.6 |
1,145.5 |
|
R2 |
1,173.9 |
1,173.9 |
1,142.6 |
|
R1 |
1,155.4 |
1,155.4 |
1,139.8 |
1,149.1 |
PP |
1,142.7 |
1,142.7 |
1,142.7 |
1,139.5 |
S1 |
1,124.2 |
1,124.2 |
1,134.0 |
1,117.9 |
S2 |
1,111.5 |
1,111.5 |
1,131.2 |
|
S3 |
1,080.3 |
1,093.0 |
1,128.3 |
|
S4 |
1,049.1 |
1,061.8 |
1,119.7 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,268.0 |
1,243.1 |
1,159.3 |
|
R3 |
1,227.3 |
1,202.4 |
1,148.1 |
|
R2 |
1,186.6 |
1,186.6 |
1,144.4 |
|
R1 |
1,161.7 |
1,161.7 |
1,140.6 |
1,153.8 |
PP |
1,145.9 |
1,145.9 |
1,145.9 |
1,141.9 |
S1 |
1,121.0 |
1,121.0 |
1,133.2 |
1,113.1 |
S2 |
1,105.2 |
1,105.2 |
1,129.4 |
|
S3 |
1,064.5 |
1,080.3 |
1,125.7 |
|
S4 |
1,023.8 |
1,039.6 |
1,114.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,170.7 |
1,130.0 |
40.7 |
3.6% |
16.6 |
1.5% |
17% |
False |
True |
122,624 |
10 |
1,170.7 |
1,120.8 |
49.9 |
4.4% |
15.9 |
1.4% |
32% |
False |
False |
109,852 |
20 |
1,170.7 |
1,086.1 |
84.6 |
7.4% |
16.3 |
1.4% |
60% |
False |
False |
87,390 |
40 |
1,170.7 |
1,086.1 |
84.6 |
7.4% |
16.8 |
1.5% |
60% |
False |
False |
49,696 |
60 |
1,170.7 |
1,045.6 |
125.1 |
11.0% |
18.6 |
1.6% |
73% |
False |
False |
34,376 |
80 |
1,170.7 |
1,045.6 |
125.1 |
11.0% |
18.5 |
1.6% |
73% |
False |
False |
26,634 |
100 |
1,230.0 |
1,045.6 |
184.4 |
16.2% |
20.2 |
1.8% |
50% |
False |
False |
21,935 |
120 |
1,230.0 |
1,030.0 |
200.0 |
17.6% |
19.4 |
1.7% |
53% |
False |
False |
18,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,293.8 |
2.618 |
1,242.9 |
1.618 |
1,211.7 |
1.000 |
1,192.4 |
0.618 |
1,180.5 |
HIGH |
1,161.2 |
0.618 |
1,149.3 |
0.500 |
1,145.6 |
0.382 |
1,141.9 |
LOW |
1,130.0 |
0.618 |
1,110.7 |
1.000 |
1,098.8 |
1.618 |
1,079.5 |
2.618 |
1,048.3 |
4.250 |
997.4 |
|
|
Fisher Pivots for day following 16-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,145.6 |
1,146.4 |
PP |
1,142.7 |
1,143.2 |
S1 |
1,139.8 |
1,140.1 |
|