Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,140.4 |
1,147.0 |
6.6 |
0.6% |
1,161.9 |
High |
1,151.2 |
1,149.8 |
-1.4 |
-0.1% |
1,170.7 |
Low |
1,138.1 |
1,132.0 |
-6.1 |
-0.5% |
1,130.0 |
Close |
1,148.8 |
1,142.9 |
-5.9 |
-0.5% |
1,136.9 |
Range |
13.1 |
17.8 |
4.7 |
35.9% |
40.7 |
ATR |
16.3 |
16.4 |
0.1 |
0.7% |
0.0 |
Volume |
120,349 |
112,315 |
-8,034 |
-6.7% |
613,121 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,195.0 |
1,186.7 |
1,152.7 |
|
R3 |
1,177.2 |
1,168.9 |
1,147.8 |
|
R2 |
1,159.4 |
1,159.4 |
1,146.2 |
|
R1 |
1,151.1 |
1,151.1 |
1,144.5 |
1,146.4 |
PP |
1,141.6 |
1,141.6 |
1,141.6 |
1,139.2 |
S1 |
1,133.3 |
1,133.3 |
1,141.3 |
1,128.6 |
S2 |
1,123.8 |
1,123.8 |
1,139.6 |
|
S3 |
1,106.0 |
1,115.5 |
1,138.0 |
|
S4 |
1,088.2 |
1,097.7 |
1,133.1 |
|
|
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 |
1,161.2 |
1,124.3 |
36.9 |
3.2% |
17.8 |
1.6% |
50% |
False |
False |
131,795 |
10 |
1,170.7 |
1,124.3 |
46.4 |
4.1% |
15.7 |
1.4% |
40% |
False |
False |
129,246 |
20 |
1,170.7 |
1,086.6 |
84.1 |
7.4% |
15.3 |
1.3% |
67% |
False |
False |
110,263 |
40 |
1,170.7 |
1,086.1 |
84.6 |
7.4% |
16.1 |
1.4% |
67% |
False |
False |
63,096 |
60 |
1,170.7 |
1,045.6 |
125.1 |
10.9% |
18.4 |
1.6% |
78% |
False |
False |
43,498 |
80 |
1,170.7 |
1,045.6 |
125.1 |
10.9% |
18.2 |
1.6% |
78% |
False |
False |
33,503 |
100 |
1,230.0 |
1,045.6 |
184.4 |
16.1% |
20.1 |
1.8% |
53% |
False |
False |
27,350 |
120 |
1,230.0 |
1,034.7 |
195.3 |
17.1% |
19.4 |
1.7% |
55% |
False |
False |
23,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,225.5 |
2.618 |
1,196.4 |
1.618 |
1,178.6 |
1.000 |
1,167.6 |
0.618 |
1,160.8 |
HIGH |
1,149.8 |
0.618 |
1,143.0 |
0.500 |
1,140.9 |
0.382 |
1,138.8 |
LOW |
1,132.0 |
0.618 |
1,121.0 |
1.000 |
1,114.2 |
1.618 |
1,103.2 |
2.618 |
1,085.4 |
4.250 |
1,056.4 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,142.2 |
1,142.5 |
PP |
1,141.6 |
1,142.0 |
S1 |
1,140.9 |
1,141.6 |
|