Trading Metrics calculated at close of trading on 21-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,136.6 |
1,140.4 |
3.8 |
0.3% |
1,161.9 |
High |
1,146.8 |
1,151.2 |
4.4 |
0.4% |
1,170.7 |
Low |
1,134.0 |
1,138.1 |
4.1 |
0.4% |
1,130.0 |
Close |
1,139.2 |
1,148.8 |
9.6 |
0.8% |
1,136.9 |
Range |
12.8 |
13.1 |
0.3 |
2.3% |
40.7 |
ATR |
16.5 |
16.3 |
-0.2 |
-1.5% |
0.0 |
Volume |
124,328 |
120,349 |
-3,979 |
-3.2% |
613,121 |
|
Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,185.3 |
1,180.2 |
1,156.0 |
|
R3 |
1,172.2 |
1,167.1 |
1,152.4 |
|
R2 |
1,159.1 |
1,159.1 |
1,151.2 |
|
R1 |
1,154.0 |
1,154.0 |
1,150.0 |
1,156.6 |
PP |
1,146.0 |
1,146.0 |
1,146.0 |
1,147.3 |
S1 |
1,140.9 |
1,140.9 |
1,147.6 |
1,143.5 |
S2 |
1,132.9 |
1,132.9 |
1,146.4 |
|
S3 |
1,119.8 |
1,127.8 |
1,145.2 |
|
S4 |
1,106.7 |
1,114.7 |
1,141.6 |
|
|
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 |
1,162.3 |
1,124.3 |
38.0 |
3.3% |
16.6 |
1.4% |
64% |
False |
False |
133,958 |
10 |
1,170.7 |
1,124.3 |
46.4 |
4.0% |
14.9 |
1.3% |
53% |
False |
False |
134,358 |
20 |
1,170.7 |
1,086.1 |
84.6 |
7.4% |
15.5 |
1.3% |
74% |
False |
False |
106,416 |
40 |
1,170.7 |
1,086.1 |
84.6 |
7.4% |
16.1 |
1.4% |
74% |
False |
False |
60,412 |
60 |
1,170.7 |
1,045.6 |
125.1 |
10.9% |
18.4 |
1.6% |
82% |
False |
False |
41,658 |
80 |
1,170.7 |
1,045.6 |
125.1 |
10.9% |
18.2 |
1.6% |
82% |
False |
False |
32,116 |
100 |
1,230.0 |
1,045.6 |
184.4 |
16.1% |
20.2 |
1.8% |
56% |
False |
False |
26,279 |
120 |
1,230.0 |
1,030.0 |
200.0 |
17.4% |
19.4 |
1.7% |
59% |
False |
False |
22,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,206.9 |
2.618 |
1,185.5 |
1.618 |
1,172.4 |
1.000 |
1,164.3 |
0.618 |
1,159.3 |
HIGH |
1,151.2 |
0.618 |
1,146.2 |
0.500 |
1,144.7 |
0.382 |
1,143.1 |
LOW |
1,138.1 |
0.618 |
1,130.0 |
1.000 |
1,125.0 |
1.618 |
1,116.9 |
2.618 |
1,103.8 |
4.250 |
1,082.4 |
|
|
Fisher Pivots for day following 21-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,147.4 |
1,145.1 |
PP |
1,146.0 |
1,141.4 |
S1 |
1,144.7 |
1,137.8 |
|