Trading Metrics calculated at close of trading on 27-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4,906.0 |
4,908.0 |
2.0 |
0.0% |
4,939.0 |
High |
4,907.0 |
4,921.0 |
14.0 |
0.3% |
4,982.0 |
Low |
4,876.0 |
4,880.0 |
4.0 |
0.1% |
4,876.0 |
Close |
4,878.0 |
4,884.0 |
6.0 |
0.1% |
4,878.0 |
Range |
31.0 |
41.0 |
10.0 |
32.3% |
106.0 |
ATR |
46.4 |
46.1 |
-0.2 |
-0.5% |
0.0 |
Volume |
25,119 |
27,656 |
2,537 |
10.1% |
109,781 |
|
Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,018.0 |
4,992.0 |
4,906.6 |
|
R3 |
4,977.0 |
4,951.0 |
4,895.3 |
|
R2 |
4,936.0 |
4,936.0 |
4,891.5 |
|
R1 |
4,910.0 |
4,910.0 |
4,887.8 |
4,902.5 |
PP |
4,895.0 |
4,895.0 |
4,895.0 |
4,891.3 |
S1 |
4,869.0 |
4,869.0 |
4,880.2 |
4,861.5 |
S2 |
4,854.0 |
4,854.0 |
4,876.5 |
|
S3 |
4,813.0 |
4,828.0 |
4,872.7 |
|
S4 |
4,772.0 |
4,787.0 |
4,861.5 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,230.0 |
5,160.0 |
4,936.3 |
|
R3 |
5,124.0 |
5,054.0 |
4,907.2 |
|
R2 |
5,018.0 |
5,018.0 |
4,897.4 |
|
R1 |
4,948.0 |
4,948.0 |
4,887.7 |
4,930.0 |
PP |
4,912.0 |
4,912.0 |
4,912.0 |
4,903.0 |
S1 |
4,842.0 |
4,842.0 |
4,868.3 |
4,824.0 |
S2 |
4,806.0 |
4,806.0 |
4,858.6 |
|
S3 |
4,700.0 |
4,736.0 |
4,848.9 |
|
S4 |
4,594.0 |
4,630.0 |
4,819.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,982.0 |
4,876.0 |
106.0 |
2.2% |
32.8 |
0.7% |
8% |
False |
False |
23,005 |
10 |
5,036.0 |
4,876.0 |
160.0 |
3.3% |
31.8 |
0.7% |
5% |
False |
False |
21,735 |
20 |
5,036.0 |
4,854.0 |
182.0 |
3.7% |
33.7 |
0.7% |
16% |
False |
False |
21,189 |
40 |
5,036.0 |
4,614.0 |
422.0 |
8.6% |
31.4 |
0.6% |
64% |
False |
False |
18,780 |
60 |
5,036.0 |
4,456.0 |
580.0 |
11.9% |
30.4 |
0.6% |
74% |
False |
False |
12,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,095.3 |
2.618 |
5,028.3 |
1.618 |
4,987.3 |
1.000 |
4,962.0 |
0.618 |
4,946.3 |
HIGH |
4,921.0 |
0.618 |
4,905.3 |
0.500 |
4,900.5 |
0.382 |
4,895.7 |
LOW |
4,880.0 |
0.618 |
4,854.7 |
1.000 |
4,839.0 |
1.618 |
4,813.7 |
2.618 |
4,772.7 |
4.250 |
4,705.8 |
|
|
Fisher Pivots for day following 27-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4,900.5 |
4,906.0 |
PP |
4,895.0 |
4,898.7 |
S1 |
4,889.5 |
4,891.3 |
|