Trading Metrics calculated at close of trading on 23-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
5,668.0 |
5,649.0 |
-19.0 |
-0.3% |
5,685.0 |
High |
5,719.5 |
5,720.0 |
0.5 |
0.0% |
5,755.0 |
Low |
5,608.5 |
5,621.0 |
12.5 |
0.2% |
5,608.5 |
Close |
5,632.0 |
5,674.5 |
42.5 |
0.8% |
5,674.5 |
Range |
111.0 |
99.0 |
-12.0 |
-10.8% |
146.5 |
ATR |
69.5 |
71.6 |
2.1 |
3.0% |
0.0 |
Volume |
99,340 |
139,789 |
40,449 |
40.7% |
596,589 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,969.0 |
5,920.5 |
5,729.0 |
|
R3 |
5,870.0 |
5,821.5 |
5,701.5 |
|
R2 |
5,771.0 |
5,771.0 |
5,692.5 |
|
R1 |
5,722.5 |
5,722.5 |
5,683.5 |
5,747.0 |
PP |
5,672.0 |
5,672.0 |
5,672.0 |
5,684.0 |
S1 |
5,623.5 |
5,623.5 |
5,665.5 |
5,648.0 |
S2 |
5,573.0 |
5,573.0 |
5,656.5 |
|
S3 |
5,474.0 |
5,524.5 |
5,647.5 |
|
S4 |
5,375.0 |
5,425.5 |
5,620.0 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,119.0 |
6,043.0 |
5,755.0 |
|
R3 |
5,972.5 |
5,896.5 |
5,715.0 |
|
R2 |
5,826.0 |
5,826.0 |
5,701.5 |
|
R1 |
5,750.0 |
5,750.0 |
5,688.0 |
5,715.0 |
PP |
5,679.5 |
5,679.5 |
5,679.5 |
5,661.5 |
S1 |
5,603.5 |
5,603.5 |
5,661.0 |
5,568.0 |
S2 |
5,533.0 |
5,533.0 |
5,647.5 |
|
S3 |
5,386.5 |
5,457.0 |
5,634.0 |
|
S4 |
5,240.0 |
5,310.5 |
5,594.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,755.0 |
5,608.5 |
146.5 |
2.6% |
83.5 |
1.5% |
45% |
False |
False |
119,317 |
10 |
5,800.0 |
5,608.5 |
191.5 |
3.4% |
73.0 |
1.3% |
34% |
False |
False |
98,646 |
20 |
5,800.0 |
5,598.0 |
202.0 |
3.6% |
64.0 |
1.1% |
38% |
False |
False |
97,934 |
40 |
5,800.0 |
5,195.0 |
605.0 |
10.7% |
60.0 |
1.1% |
79% |
False |
False |
81,852 |
60 |
5,800.0 |
4,947.0 |
853.0 |
15.0% |
61.0 |
1.1% |
85% |
False |
False |
54,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,141.0 |
2.618 |
5,979.0 |
1.618 |
5,880.0 |
1.000 |
5,819.0 |
0.618 |
5,781.0 |
HIGH |
5,720.0 |
0.618 |
5,682.0 |
0.500 |
5,670.5 |
0.382 |
5,659.0 |
LOW |
5,621.0 |
0.618 |
5,560.0 |
1.000 |
5,522.0 |
1.618 |
5,461.0 |
2.618 |
5,362.0 |
4.250 |
5,200.0 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
5,673.0 |
5,682.0 |
PP |
5,672.0 |
5,679.5 |
S1 |
5,670.5 |
5,677.0 |
|