Trading Metrics calculated at close of trading on 28-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
5,705.0 |
5,543.0 |
-162.0 |
-2.8% |
5,685.0 |
High |
5,716.5 |
5,602.5 |
-114.0 |
-2.0% |
5,755.0 |
Low |
5,513.5 |
5,494.5 |
-19.0 |
-0.3% |
5,608.5 |
Close |
5,592.0 |
5,546.0 |
-46.0 |
-0.8% |
5,674.5 |
Range |
203.0 |
108.0 |
-95.0 |
-46.8% |
146.5 |
ATR |
82.1 |
83.9 |
1.9 |
2.3% |
0.0 |
Volume |
86,944 |
143,687 |
56,743 |
65.3% |
596,589 |
|
Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,871.5 |
5,817.0 |
5,605.5 |
|
R3 |
5,763.5 |
5,709.0 |
5,575.5 |
|
R2 |
5,655.5 |
5,655.5 |
5,566.0 |
|
R1 |
5,601.0 |
5,601.0 |
5,556.0 |
5,628.0 |
PP |
5,547.5 |
5,547.5 |
5,547.5 |
5,561.5 |
S1 |
5,493.0 |
5,493.0 |
5,536.0 |
5,520.0 |
S2 |
5,439.5 |
5,439.5 |
5,526.0 |
|
S3 |
5,331.5 |
5,385.0 |
5,516.5 |
|
S4 |
5,223.5 |
5,277.0 |
5,486.5 |
|
|
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 |
5,761.0 |
5,494.5 |
266.5 |
4.8% |
119.0 |
2.1% |
19% |
False |
True |
115,610 |
10 |
5,800.0 |
5,494.5 |
305.5 |
5.5% |
98.5 |
1.8% |
17% |
False |
True |
108,600 |
20 |
5,800.0 |
5,494.5 |
305.5 |
5.5% |
75.5 |
1.4% |
17% |
False |
True |
99,555 |
40 |
5,800.0 |
5,340.0 |
460.0 |
8.3% |
64.5 |
1.2% |
45% |
False |
False |
90,315 |
60 |
5,800.0 |
4,947.0 |
853.0 |
15.4% |
63.0 |
1.1% |
70% |
False |
False |
60,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,061.5 |
2.618 |
5,885.0 |
1.618 |
5,777.0 |
1.000 |
5,710.5 |
0.618 |
5,669.0 |
HIGH |
5,602.5 |
0.618 |
5,561.0 |
0.500 |
5,548.5 |
0.382 |
5,536.0 |
LOW |
5,494.5 |
0.618 |
5,428.0 |
1.000 |
5,386.5 |
1.618 |
5,320.0 |
2.618 |
5,212.0 |
4.250 |
5,035.5 |
|
|
Fisher Pivots for day following 28-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
5,548.5 |
5,628.0 |
PP |
5,547.5 |
5,600.5 |
S1 |
5,547.0 |
5,573.0 |
|