Trading Metrics calculated at close of trading on 12-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
5,710.0 |
5,752.5 |
42.5 |
0.7% |
5,709.0 |
High |
5,733.0 |
5,755.5 |
22.5 |
0.4% |
5,742.5 |
Low |
5,702.0 |
5,700.0 |
-2.0 |
0.0% |
5,637.5 |
Close |
5,723.5 |
5,734.0 |
10.5 |
0.2% |
5,723.5 |
Range |
31.0 |
55.5 |
24.5 |
79.0% |
105.0 |
ATR |
63.3 |
62.8 |
-0.6 |
-0.9% |
0.0 |
Volume |
94,180 |
80,009 |
-14,171 |
-15.0% |
368,660 |
|
Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,896.5 |
5,870.5 |
5,764.5 |
|
R3 |
5,841.0 |
5,815.0 |
5,749.5 |
|
R2 |
5,785.5 |
5,785.5 |
5,744.0 |
|
R1 |
5,759.5 |
5,759.5 |
5,739.0 |
5,745.0 |
PP |
5,730.0 |
5,730.0 |
5,730.0 |
5,722.5 |
S1 |
5,704.0 |
5,704.0 |
5,729.0 |
5,689.0 |
S2 |
5,674.5 |
5,674.5 |
5,724.0 |
|
S3 |
5,619.0 |
5,648.5 |
5,718.5 |
|
S4 |
5,563.5 |
5,593.0 |
5,703.5 |
|
|
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 |
5,755.5 |
5,637.5 |
118.0 |
2.1% |
50.5 |
0.9% |
82% |
True |
False |
89,733 |
10 |
5,755.5 |
5,598.0 |
157.5 |
2.7% |
54.0 |
0.9% |
86% |
True |
False |
93,383 |
20 |
5,755.5 |
5,534.5 |
221.0 |
3.9% |
53.0 |
0.9% |
90% |
True |
False |
115,829 |
40 |
5,755.5 |
5,054.0 |
701.5 |
12.2% |
55.5 |
1.0% |
97% |
True |
False |
59,212 |
60 |
5,755.5 |
4,947.0 |
808.5 |
14.1% |
50.0 |
0.9% |
97% |
True |
False |
39,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,991.5 |
2.618 |
5,901.0 |
1.618 |
5,845.5 |
1.000 |
5,811.0 |
0.618 |
5,790.0 |
HIGH |
5,755.5 |
0.618 |
5,734.5 |
0.500 |
5,728.0 |
0.382 |
5,721.0 |
LOW |
5,700.0 |
0.618 |
5,665.5 |
1.000 |
5,644.5 |
1.618 |
5,610.0 |
2.618 |
5,554.5 |
4.250 |
5,464.0 |
|
|
Fisher Pivots for day following 12-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
5,732.0 |
5,721.5 |
PP |
5,730.0 |
5,709.0 |
S1 |
5,728.0 |
5,696.5 |
|