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 |
4,908.0 |
4,800.0 |
-108.0 |
-2.2% |
4,939.0 |
High |
4,921.0 |
4,830.0 |
-91.0 |
-1.8% |
4,982.0 |
Low |
4,880.0 |
4,786.0 |
-94.0 |
-1.9% |
4,876.0 |
Close |
4,884.0 |
4,825.0 |
-59.0 |
-1.2% |
4,878.0 |
Range |
41.0 |
44.0 |
3.0 |
7.3% |
106.0 |
ATR |
46.1 |
49.8 |
3.7 |
8.0% |
0.0 |
Volume |
27,656 |
30,754 |
3,098 |
11.2% |
109,781 |
|
Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,945.7 |
4,929.3 |
4,849.2 |
|
R3 |
4,901.7 |
4,885.3 |
4,837.1 |
|
R2 |
4,857.7 |
4,857.7 |
4,833.1 |
|
R1 |
4,841.3 |
4,841.3 |
4,829.0 |
4,849.5 |
PP |
4,813.7 |
4,813.7 |
4,813.7 |
4,817.8 |
S1 |
4,797.3 |
4,797.3 |
4,821.0 |
4,805.5 |
S2 |
4,769.7 |
4,769.7 |
4,816.9 |
|
S3 |
4,725.7 |
4,753.3 |
4,812.9 |
|
S4 |
4,681.7 |
4,709.3 |
4,800.8 |
|
|
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 |
4,786.0 |
196.0 |
4.1% |
35.8 |
0.7% |
20% |
False |
True |
25,984 |
10 |
5,036.0 |
4,786.0 |
250.0 |
5.2% |
32.9 |
0.7% |
16% |
False |
True |
22,665 |
20 |
5,036.0 |
4,786.0 |
250.0 |
5.2% |
32.2 |
0.7% |
16% |
False |
True |
21,264 |
40 |
5,036.0 |
4,674.0 |
362.0 |
7.5% |
32.3 |
0.7% |
42% |
False |
False |
19,549 |
60 |
5,036.0 |
4,456.0 |
580.0 |
12.0% |
30.3 |
0.6% |
64% |
False |
False |
13,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,017.0 |
2.618 |
4,945.2 |
1.618 |
4,901.2 |
1.000 |
4,874.0 |
0.618 |
4,857.2 |
HIGH |
4,830.0 |
0.618 |
4,813.2 |
0.500 |
4,808.0 |
0.382 |
4,802.8 |
LOW |
4,786.0 |
0.618 |
4,758.8 |
1.000 |
4,742.0 |
1.618 |
4,714.8 |
2.618 |
4,670.8 |
4.250 |
4,599.0 |
|
|
Fisher Pivots for day following 28-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4,819.3 |
4,853.5 |
PP |
4,813.7 |
4,844.0 |
S1 |
4,808.0 |
4,834.5 |
|