Trading Metrics calculated at close of trading on 09-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
5,694.5 |
5,710.0 |
15.5 |
0.3% |
5,709.0 |
High |
5,702.5 |
5,733.0 |
30.5 |
0.5% |
5,742.5 |
Low |
5,637.5 |
5,702.0 |
64.5 |
1.1% |
5,637.5 |
Close |
5,662.0 |
5,723.5 |
61.5 |
1.1% |
5,723.5 |
Range |
65.0 |
31.0 |
-34.0 |
-52.3% |
105.0 |
ATR |
62.7 |
63.3 |
0.6 |
0.9% |
0.0 |
Volume |
83,648 |
94,180 |
10,532 |
12.6% |
368,660 |
|
Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,812.5 |
5,799.0 |
5,740.5 |
|
R3 |
5,781.5 |
5,768.0 |
5,732.0 |
|
R2 |
5,750.5 |
5,750.5 |
5,729.0 |
|
R1 |
5,737.0 |
5,737.0 |
5,726.5 |
5,744.0 |
PP |
5,719.5 |
5,719.5 |
5,719.5 |
5,723.0 |
S1 |
5,706.0 |
5,706.0 |
5,720.5 |
5,713.0 |
S2 |
5,688.5 |
5,688.5 |
5,718.0 |
|
S3 |
5,657.5 |
5,675.0 |
5,715.0 |
|
S4 |
5,626.5 |
5,644.0 |
5,706.5 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,016.0 |
5,975.0 |
5,781.0 |
|
R3 |
5,911.0 |
5,870.0 |
5,752.5 |
|
R2 |
5,806.0 |
5,806.0 |
5,743.0 |
|
R1 |
5,765.0 |
5,765.0 |
5,733.0 |
5,785.5 |
PP |
5,701.0 |
5,701.0 |
5,701.0 |
5,711.5 |
S1 |
5,660.0 |
5,660.0 |
5,714.0 |
5,680.5 |
S2 |
5,596.0 |
5,596.0 |
5,704.0 |
|
S3 |
5,491.0 |
5,555.0 |
5,694.5 |
|
S4 |
5,386.0 |
5,450.0 |
5,666.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,742.5 |
5,637.5 |
105.0 |
1.8% |
50.5 |
0.9% |
82% |
False |
False |
97,576 |
10 |
5,742.5 |
5,598.0 |
144.5 |
2.5% |
54.5 |
1.0% |
87% |
False |
False |
97,223 |
20 |
5,742.5 |
5,534.5 |
208.0 |
3.6% |
52.5 |
0.9% |
91% |
False |
False |
113,475 |
40 |
5,742.5 |
5,037.0 |
705.5 |
12.3% |
56.0 |
1.0% |
97% |
False |
False |
57,212 |
60 |
5,742.5 |
4,947.0 |
795.5 |
13.9% |
49.0 |
0.9% |
98% |
False |
False |
38,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,865.0 |
2.618 |
5,814.0 |
1.618 |
5,783.0 |
1.000 |
5,764.0 |
0.618 |
5,752.0 |
HIGH |
5,733.0 |
0.618 |
5,721.0 |
0.500 |
5,717.5 |
0.382 |
5,714.0 |
LOW |
5,702.0 |
0.618 |
5,683.0 |
1.000 |
5,671.0 |
1.618 |
5,652.0 |
2.618 |
5,621.0 |
4.250 |
5,570.0 |
|
|
Fisher Pivots for day following 09-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
5,721.5 |
5,711.5 |
PP |
5,719.5 |
5,699.5 |
S1 |
5,717.5 |
5,688.0 |
|