Trading Metrics calculated at close of trading on 15-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
5,741.0 |
5,768.0 |
27.0 |
0.5% |
5,709.0 |
High |
5,776.0 |
5,800.0 |
24.0 |
0.4% |
5,742.5 |
Low |
5,738.5 |
5,734.5 |
-4.0 |
-0.1% |
5,637.5 |
Close |
5,758.0 |
5,779.0 |
21.0 |
0.4% |
5,723.5 |
Range |
37.5 |
65.5 |
28.0 |
74.7% |
105.0 |
ATR |
60.7 |
61.0 |
0.3 |
0.6% |
0.0 |
Volume |
86,383 |
79,141 |
-7,242 |
-8.4% |
368,660 |
|
Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,967.5 |
5,939.0 |
5,815.0 |
|
R3 |
5,902.0 |
5,873.5 |
5,797.0 |
|
R2 |
5,836.5 |
5,836.5 |
5,791.0 |
|
R1 |
5,808.0 |
5,808.0 |
5,785.0 |
5,822.0 |
PP |
5,771.0 |
5,771.0 |
5,771.0 |
5,778.5 |
S1 |
5,742.5 |
5,742.5 |
5,773.0 |
5,757.0 |
S2 |
5,705.5 |
5,705.5 |
5,767.0 |
|
S3 |
5,640.0 |
5,677.0 |
5,761.0 |
|
S4 |
5,574.5 |
5,611.5 |
5,743.0 |
|
|
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 |
5,800.0 |
5,695.5 |
104.5 |
1.8% |
45.5 |
0.8% |
80% |
True |
False |
82,540 |
10 |
5,800.0 |
5,598.0 |
202.0 |
3.5% |
50.5 |
0.9% |
90% |
True |
False |
90,058 |
20 |
5,800.0 |
5,534.5 |
265.5 |
4.6% |
54.0 |
0.9% |
92% |
True |
False |
109,193 |
40 |
5,800.0 |
5,192.0 |
608.0 |
10.5% |
55.5 |
1.0% |
97% |
True |
False |
65,168 |
60 |
5,800.0 |
4,947.0 |
853.0 |
14.8% |
52.5 |
0.9% |
98% |
True |
False |
43,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,078.5 |
2.618 |
5,971.5 |
1.618 |
5,906.0 |
1.000 |
5,865.5 |
0.618 |
5,840.5 |
HIGH |
5,800.0 |
0.618 |
5,775.0 |
0.500 |
5,767.0 |
0.382 |
5,759.5 |
LOW |
5,734.5 |
0.618 |
5,694.0 |
1.000 |
5,669.0 |
1.618 |
5,628.5 |
2.618 |
5,563.0 |
4.250 |
5,456.0 |
|
|
Fisher Pivots for day following 15-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
5,775.0 |
5,768.5 |
PP |
5,771.0 |
5,758.0 |
S1 |
5,767.0 |
5,748.0 |
|