Trading Metrics calculated at close of trading on 14-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
5,724.5 |
5,741.0 |
16.5 |
0.3% |
5,709.0 |
High |
5,734.0 |
5,776.0 |
42.0 |
0.7% |
5,742.5 |
Low |
5,695.5 |
5,738.5 |
43.0 |
0.8% |
5,637.5 |
Close |
5,720.0 |
5,758.0 |
38.0 |
0.7% |
5,723.5 |
Range |
38.5 |
37.5 |
-1.0 |
-2.6% |
105.0 |
ATR |
61.0 |
60.7 |
-0.4 |
-0.6% |
0.0 |
Volume |
72,990 |
86,383 |
13,393 |
18.3% |
368,660 |
|
Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,870.0 |
5,851.5 |
5,778.5 |
|
R3 |
5,832.5 |
5,814.0 |
5,768.5 |
|
R2 |
5,795.0 |
5,795.0 |
5,765.0 |
|
R1 |
5,776.5 |
5,776.5 |
5,761.5 |
5,786.0 |
PP |
5,757.5 |
5,757.5 |
5,757.5 |
5,762.0 |
S1 |
5,739.0 |
5,739.0 |
5,754.5 |
5,748.0 |
S2 |
5,720.0 |
5,720.0 |
5,751.0 |
|
S3 |
5,682.5 |
5,701.5 |
5,747.5 |
|
S4 |
5,645.0 |
5,664.0 |
5,737.5 |
|
|
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 |
5,776.0 |
5,637.5 |
138.5 |
2.4% |
45.5 |
0.8% |
87% |
True |
False |
83,442 |
10 |
5,776.0 |
5,598.0 |
178.0 |
3.1% |
52.0 |
0.9% |
90% |
True |
False |
90,510 |
20 |
5,776.0 |
5,534.5 |
241.5 |
4.2% |
53.0 |
0.9% |
93% |
True |
False |
114,514 |
40 |
5,776.0 |
5,109.0 |
667.0 |
11.6% |
55.0 |
1.0% |
97% |
True |
False |
63,190 |
60 |
5,776.0 |
4,947.0 |
829.0 |
14.4% |
51.0 |
0.9% |
98% |
True |
False |
42,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,935.5 |
2.618 |
5,874.0 |
1.618 |
5,836.5 |
1.000 |
5,813.5 |
0.618 |
5,799.0 |
HIGH |
5,776.0 |
0.618 |
5,761.5 |
0.500 |
5,757.0 |
0.382 |
5,753.0 |
LOW |
5,738.5 |
0.618 |
5,715.5 |
1.000 |
5,701.0 |
1.618 |
5,678.0 |
2.618 |
5,640.5 |
4.250 |
5,579.0 |
|
|
Fisher Pivots for day following 14-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
5,758.0 |
5,750.5 |
PP |
5,757.5 |
5,743.0 |
S1 |
5,757.0 |
5,736.0 |
|