Trading Metrics calculated at close of trading on 19-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
5,751.0 |
5,685.0 |
-66.0 |
-1.1% |
5,752.5 |
High |
5,800.0 |
5,704.5 |
-95.5 |
-1.6% |
5,800.0 |
Low |
5,682.5 |
5,653.0 |
-29.5 |
-0.5% |
5,682.5 |
Close |
5,695.5 |
5,685.5 |
-10.0 |
-0.2% |
5,695.5 |
Range |
117.5 |
51.5 |
-66.0 |
-56.2% |
117.5 |
ATR |
65.0 |
64.1 |
-1.0 |
-1.5% |
0.0 |
Volume |
71,352 |
148,322 |
76,970 |
107.9% |
389,875 |
|
Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,835.5 |
5,812.0 |
5,714.0 |
|
R3 |
5,784.0 |
5,760.5 |
5,699.5 |
|
R2 |
5,732.5 |
5,732.5 |
5,695.0 |
|
R1 |
5,709.0 |
5,709.0 |
5,690.0 |
5,721.0 |
PP |
5,681.0 |
5,681.0 |
5,681.0 |
5,687.0 |
S1 |
5,657.5 |
5,657.5 |
5,681.0 |
5,669.0 |
S2 |
5,629.5 |
5,629.5 |
5,676.0 |
|
S3 |
5,578.0 |
5,606.0 |
5,671.5 |
|
S4 |
5,526.5 |
5,554.5 |
5,657.0 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,078.5 |
6,004.5 |
5,760.0 |
|
R3 |
5,961.0 |
5,887.0 |
5,728.0 |
|
R2 |
5,843.5 |
5,843.5 |
5,717.0 |
|
R1 |
5,769.5 |
5,769.5 |
5,706.5 |
5,748.0 |
PP |
5,726.0 |
5,726.0 |
5,726.0 |
5,715.0 |
S1 |
5,652.0 |
5,652.0 |
5,684.5 |
5,630.0 |
S2 |
5,608.5 |
5,608.5 |
5,674.0 |
|
S3 |
5,491.0 |
5,534.5 |
5,663.0 |
|
S4 |
5,373.5 |
5,417.0 |
5,631.0 |
|
|
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 |
5,653.0 |
147.0 |
2.6% |
62.0 |
1.1% |
22% |
False |
True |
91,637 |
10 |
5,800.0 |
5,637.5 |
162.5 |
2.9% |
56.5 |
1.0% |
30% |
False |
False |
90,685 |
20 |
5,800.0 |
5,534.5 |
265.5 |
4.7% |
58.5 |
1.0% |
57% |
False |
False |
100,141 |
40 |
5,800.0 |
5,195.0 |
605.0 |
10.6% |
57.0 |
1.0% |
81% |
False |
False |
70,654 |
60 |
5,800.0 |
4,947.0 |
853.0 |
15.0% |
55.0 |
1.0% |
87% |
False |
False |
47,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,923.5 |
2.618 |
5,839.5 |
1.618 |
5,788.0 |
1.000 |
5,756.0 |
0.618 |
5,736.5 |
HIGH |
5,704.5 |
0.618 |
5,685.0 |
0.500 |
5,679.0 |
0.382 |
5,672.5 |
LOW |
5,653.0 |
0.618 |
5,621.0 |
1.000 |
5,601.5 |
1.618 |
5,569.5 |
2.618 |
5,518.0 |
4.250 |
5,434.0 |
|
|
Fisher Pivots for day following 19-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
5,683.0 |
5,726.5 |
PP |
5,681.0 |
5,713.0 |
S1 |
5,679.0 |
5,699.0 |
|