Trading Metrics calculated at close of trading on 20-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
5,685.0 |
5,705.5 |
20.5 |
0.4% |
5,752.5 |
High |
5,704.5 |
5,755.0 |
50.5 |
0.9% |
5,800.0 |
Low |
5,653.0 |
5,688.5 |
35.5 |
0.6% |
5,682.5 |
Close |
5,685.5 |
5,738.5 |
53.0 |
0.9% |
5,695.5 |
Range |
51.5 |
66.5 |
15.0 |
29.1% |
117.5 |
ATR |
64.1 |
64.5 |
0.4 |
0.6% |
0.0 |
Volume |
148,322 |
104,100 |
-44,222 |
-29.8% |
389,875 |
|
Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,927.0 |
5,899.0 |
5,775.0 |
|
R3 |
5,860.5 |
5,832.5 |
5,757.0 |
|
R2 |
5,794.0 |
5,794.0 |
5,750.5 |
|
R1 |
5,766.0 |
5,766.0 |
5,744.5 |
5,780.0 |
PP |
5,727.5 |
5,727.5 |
5,727.5 |
5,734.0 |
S1 |
5,699.5 |
5,699.5 |
5,732.5 |
5,713.5 |
S2 |
5,661.0 |
5,661.0 |
5,726.5 |
|
S3 |
5,594.5 |
5,633.0 |
5,720.0 |
|
S4 |
5,528.0 |
5,566.5 |
5,702.0 |
|
|
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% |
67.5 |
1.2% |
58% |
False |
False |
97,859 |
10 |
5,800.0 |
5,637.5 |
162.5 |
2.8% |
58.5 |
1.0% |
62% |
False |
False |
91,728 |
20 |
5,800.0 |
5,534.5 |
265.5 |
4.6% |
58.5 |
1.0% |
77% |
False |
False |
100,197 |
40 |
5,800.0 |
5,195.0 |
605.0 |
10.5% |
56.5 |
1.0% |
90% |
False |
False |
73,251 |
60 |
5,800.0 |
4,947.0 |
853.0 |
14.9% |
56.0 |
1.0% |
93% |
False |
False |
48,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,037.5 |
2.618 |
5,929.0 |
1.618 |
5,862.5 |
1.000 |
5,821.5 |
0.618 |
5,796.0 |
HIGH |
5,755.0 |
0.618 |
5,729.5 |
0.500 |
5,722.0 |
0.382 |
5,714.0 |
LOW |
5,688.5 |
0.618 |
5,647.5 |
1.000 |
5,622.0 |
1.618 |
5,581.0 |
2.618 |
5,514.5 |
4.250 |
5,406.0 |
|
|
Fisher Pivots for day following 20-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
5,733.0 |
5,734.5 |
PP |
5,727.5 |
5,730.5 |
S1 |
5,722.0 |
5,726.5 |
|