Trading Metrics calculated at close of trading on 12-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
10,881 |
10,970 |
89 |
0.8% |
10,898 |
High |
10,956 |
11,003 |
47 |
0.4% |
10,956 |
Low |
10,875 |
10,938 |
63 |
0.6% |
10,791 |
Close |
10,953 |
10,952 |
-1 |
0.0% |
10,953 |
Range |
81 |
65 |
-16 |
-19.8% |
165 |
ATR |
97 |
95 |
-2 |
-2.4% |
0 |
Volume |
110,072 |
92,829 |
-17,243 |
-15.7% |
407,851 |
|
Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,159 |
11,121 |
10,988 |
|
R3 |
11,094 |
11,056 |
10,970 |
|
R2 |
11,029 |
11,029 |
10,964 |
|
R1 |
10,991 |
10,991 |
10,958 |
10,978 |
PP |
10,964 |
10,964 |
10,964 |
10,958 |
S1 |
10,926 |
10,926 |
10,946 |
10,913 |
S2 |
10,899 |
10,899 |
10,940 |
|
S3 |
10,834 |
10,861 |
10,934 |
|
S4 |
10,769 |
10,796 |
10,916 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,395 |
11,339 |
11,044 |
|
R3 |
11,230 |
11,174 |
10,999 |
|
R2 |
11,065 |
11,065 |
10,983 |
|
R1 |
11,009 |
11,009 |
10,968 |
11,037 |
PP |
10,900 |
10,900 |
10,900 |
10,914 |
S1 |
10,844 |
10,844 |
10,938 |
10,872 |
S2 |
10,735 |
10,735 |
10,923 |
|
S3 |
10,570 |
10,679 |
10,908 |
|
S4 |
10,405 |
10,514 |
10,862 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,003 |
10,791 |
212 |
1.9% |
87 |
0.8% |
76% |
True |
False |
99,341 |
10 |
11,003 |
10,771 |
232 |
2.1% |
80 |
0.7% |
78% |
True |
False |
92,584 |
20 |
11,003 |
10,508 |
495 |
4.5% |
89 |
0.8% |
90% |
True |
False |
103,359 |
40 |
11,003 |
9,891 |
1,112 |
10.2% |
101 |
0.9% |
95% |
True |
False |
53,624 |
60 |
11,003 |
9,731 |
1,272 |
11.6% |
125 |
1.1% |
96% |
True |
False |
35,788 |
80 |
11,003 |
9,731 |
1,272 |
11.6% |
113 |
1.0% |
96% |
True |
False |
26,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,279 |
2.618 |
11,173 |
1.618 |
11,108 |
1.000 |
11,068 |
0.618 |
11,043 |
HIGH |
11,003 |
0.618 |
10,978 |
0.500 |
10,971 |
0.382 |
10,963 |
LOW |
10,938 |
0.618 |
10,898 |
1.000 |
10,873 |
1.618 |
10,833 |
2.618 |
10,768 |
4.250 |
10,662 |
|
|
Fisher Pivots for day following 12-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
10,971 |
10,934 |
PP |
10,964 |
10,915 |
S1 |
10,958 |
10,897 |
|