Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
5,752.5 |
5,668.0 |
-84.5 |
-1.5% |
5,752.5 |
High |
5,755.0 |
5,719.5 |
-35.5 |
-0.6% |
5,800.0 |
Low |
5,665.0 |
5,608.5 |
-56.5 |
-1.0% |
5,682.5 |
Close |
5,680.0 |
5,632.0 |
-48.0 |
-0.8% |
5,695.5 |
Range |
90.0 |
111.0 |
21.0 |
23.3% |
117.5 |
ATR |
66.3 |
69.5 |
3.2 |
4.8% |
0.0 |
Volume |
105,038 |
99,340 |
-5,698 |
-5.4% |
389,875 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,986.5 |
5,920.0 |
5,693.0 |
|
R3 |
5,875.5 |
5,809.0 |
5,662.5 |
|
R2 |
5,764.5 |
5,764.5 |
5,652.5 |
|
R1 |
5,698.0 |
5,698.0 |
5,642.0 |
5,676.0 |
PP |
5,653.5 |
5,653.5 |
5,653.5 |
5,642.0 |
S1 |
5,587.0 |
5,587.0 |
5,622.0 |
5,565.0 |
S2 |
5,542.5 |
5,542.5 |
5,611.5 |
|
S3 |
5,431.5 |
5,476.0 |
5,601.5 |
|
S4 |
5,320.5 |
5,365.0 |
5,571.0 |
|
|
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 |
5,608.5 |
191.5 |
3.4% |
87.5 |
1.6% |
12% |
False |
True |
105,630 |
10 |
5,800.0 |
5,608.5 |
191.5 |
3.4% |
66.5 |
1.2% |
12% |
False |
True |
94,085 |
20 |
5,800.0 |
5,589.0 |
211.0 |
3.7% |
62.0 |
1.1% |
20% |
False |
False |
96,407 |
40 |
5,800.0 |
5,195.0 |
605.0 |
10.7% |
59.0 |
1.0% |
72% |
False |
False |
78,359 |
60 |
5,800.0 |
4,947.0 |
853.0 |
15.1% |
59.5 |
1.1% |
80% |
False |
False |
52,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,191.0 |
2.618 |
6,010.0 |
1.618 |
5,899.0 |
1.000 |
5,830.5 |
0.618 |
5,788.0 |
HIGH |
5,719.5 |
0.618 |
5,677.0 |
0.500 |
5,664.0 |
0.382 |
5,651.0 |
LOW |
5,608.5 |
0.618 |
5,540.0 |
1.000 |
5,497.5 |
1.618 |
5,429.0 |
2.618 |
5,318.0 |
4.250 |
5,137.0 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
5,664.0 |
5,682.0 |
PP |
5,653.5 |
5,665.0 |
S1 |
5,642.5 |
5,648.5 |
|