Trading Metrics calculated at close of trading on 13-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
10,970 |
10,951 |
-19 |
-0.2% |
10,898 |
High |
11,003 |
10,985 |
-18 |
-0.2% |
10,956 |
Low |
10,938 |
10,892 |
-46 |
-0.4% |
10,791 |
Close |
10,952 |
10,963 |
11 |
0.1% |
10,953 |
Range |
65 |
93 |
28 |
43.1% |
165 |
ATR |
95 |
94 |
0 |
-0.1% |
0 |
Volume |
92,829 |
90,277 |
-2,552 |
-2.7% |
407,851 |
|
Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,226 |
11,187 |
11,014 |
|
R3 |
11,133 |
11,094 |
10,989 |
|
R2 |
11,040 |
11,040 |
10,980 |
|
R1 |
11,001 |
11,001 |
10,972 |
11,021 |
PP |
10,947 |
10,947 |
10,947 |
10,956 |
S1 |
10,908 |
10,908 |
10,955 |
10,928 |
S2 |
10,854 |
10,854 |
10,946 |
|
S3 |
10,761 |
10,815 |
10,938 |
|
S4 |
10,668 |
10,722 |
10,912 |
|
|
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% |
94 |
0.9% |
81% |
False |
False |
104,213 |
10 |
11,003 |
10,771 |
232 |
2.1% |
84 |
0.8% |
83% |
False |
False |
88,776 |
20 |
11,003 |
10,559 |
444 |
4.0% |
90 |
0.8% |
91% |
False |
False |
103,102 |
40 |
11,003 |
10,008 |
995 |
9.1% |
99 |
0.9% |
96% |
False |
False |
55,878 |
60 |
11,003 |
9,731 |
1,272 |
11.6% |
124 |
1.1% |
97% |
False |
False |
37,292 |
80 |
11,003 |
9,731 |
1,272 |
11.6% |
114 |
1.0% |
97% |
False |
False |
27,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,380 |
2.618 |
11,229 |
1.618 |
11,136 |
1.000 |
11,078 |
0.618 |
11,043 |
HIGH |
10,985 |
0.618 |
10,950 |
0.500 |
10,939 |
0.382 |
10,928 |
LOW |
10,892 |
0.618 |
10,835 |
1.000 |
10,799 |
1.618 |
10,742 |
2.618 |
10,649 |
4.250 |
10,497 |
|
|
Fisher Pivots for day following 13-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
10,955 |
10,955 |
PP |
10,947 |
10,947 |
S1 |
10,939 |
10,939 |
|