Trading Metrics calculated at close of trading on 29-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4,800.0 |
4,815.0 |
15.0 |
0.3% |
4,939.0 |
High |
4,830.0 |
4,821.0 |
-9.0 |
-0.2% |
4,982.0 |
Low |
4,786.0 |
4,783.0 |
-3.0 |
-0.1% |
4,876.0 |
Close |
4,825.0 |
4,804.0 |
-21.0 |
-0.4% |
4,878.0 |
Range |
44.0 |
38.0 |
-6.0 |
-13.6% |
106.0 |
ATR |
49.8 |
49.3 |
-0.6 |
-1.1% |
0.0 |
Volume |
30,754 |
29,608 |
-1,146 |
-3.7% |
109,781 |
|
Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,916.7 |
4,898.3 |
4,824.9 |
|
R3 |
4,878.7 |
4,860.3 |
4,814.5 |
|
R2 |
4,840.7 |
4,840.7 |
4,811.0 |
|
R1 |
4,822.3 |
4,822.3 |
4,807.5 |
4,812.5 |
PP |
4,802.7 |
4,802.7 |
4,802.7 |
4,797.8 |
S1 |
4,784.3 |
4,784.3 |
4,800.5 |
4,774.5 |
S2 |
4,764.7 |
4,764.7 |
4,797.0 |
|
S3 |
4,726.7 |
4,746.3 |
4,793.6 |
|
S4 |
4,688.7 |
4,708.3 |
4,783.1 |
|
|
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 |
4,936.0 |
4,783.0 |
153.0 |
3.2% |
39.6 |
0.8% |
14% |
False |
True |
27,406 |
10 |
5,036.0 |
4,783.0 |
253.0 |
5.3% |
33.8 |
0.7% |
8% |
False |
True |
23,392 |
20 |
5,036.0 |
4,783.0 |
253.0 |
5.3% |
32.3 |
0.7% |
8% |
False |
True |
21,937 |
40 |
5,036.0 |
4,700.0 |
336.0 |
7.0% |
32.6 |
0.7% |
31% |
False |
False |
20,279 |
60 |
5,036.0 |
4,456.0 |
580.0 |
12.1% |
30.9 |
0.6% |
60% |
False |
False |
13,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,982.5 |
2.618 |
4,920.5 |
1.618 |
4,882.5 |
1.000 |
4,859.0 |
0.618 |
4,844.5 |
HIGH |
4,821.0 |
0.618 |
4,806.5 |
0.500 |
4,802.0 |
0.382 |
4,797.5 |
LOW |
4,783.0 |
0.618 |
4,759.5 |
1.000 |
4,745.0 |
1.618 |
4,721.5 |
2.618 |
4,683.5 |
4.250 |
4,621.5 |
|
|
Fisher Pivots for day following 29-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4,803.3 |
4,852.0 |
PP |
4,802.7 |
4,836.0 |
S1 |
4,802.0 |
4,820.0 |
|