Trading Metrics calculated at close of trading on 30-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
11,013 |
11,132 |
119 |
1.1% |
11,139 |
High |
11,149 |
11,158 |
9 |
0.1% |
11,206 |
Low |
10,996 |
10,952 |
-44 |
-0.4% |
10,916 |
Close |
11,135 |
10,960 |
-175 |
-1.6% |
10,960 |
Range |
153 |
206 |
53 |
34.6% |
290 |
ATR |
115 |
121 |
7 |
5.7% |
0 |
Volume |
170,930 |
128,671 |
-42,259 |
-24.7% |
722,963 |
|
Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,641 |
11,507 |
11,073 |
|
R3 |
11,435 |
11,301 |
11,017 |
|
R2 |
11,229 |
11,229 |
10,998 |
|
R1 |
11,095 |
11,095 |
10,979 |
11,059 |
PP |
11,023 |
11,023 |
11,023 |
11,006 |
S1 |
10,889 |
10,889 |
10,941 |
10,853 |
S2 |
10,817 |
10,817 |
10,922 |
|
S3 |
10,611 |
10,683 |
10,903 |
|
S4 |
10,405 |
10,477 |
10,847 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,897 |
11,719 |
11,120 |
|
R3 |
11,607 |
11,429 |
11,040 |
|
R2 |
11,317 |
11,317 |
11,013 |
|
R1 |
11,139 |
11,139 |
10,987 |
11,083 |
PP |
11,027 |
11,027 |
11,027 |
11,000 |
S1 |
10,849 |
10,849 |
10,934 |
10,793 |
S2 |
10,737 |
10,737 |
10,907 |
|
S3 |
10,447 |
10,559 |
10,880 |
|
S4 |
10,157 |
10,269 |
10,801 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,206 |
10,916 |
290 |
2.6% |
160 |
1.5% |
15% |
False |
False |
144,592 |
10 |
11,206 |
10,915 |
291 |
2.7% |
134 |
1.2% |
15% |
False |
False |
149,452 |
20 |
11,206 |
10,791 |
415 |
3.8% |
114 |
1.0% |
41% |
False |
False |
119,976 |
40 |
11,206 |
10,371 |
835 |
7.6% |
104 |
0.9% |
71% |
False |
False |
100,958 |
60 |
11,206 |
9,731 |
1,475 |
13.5% |
116 |
1.1% |
83% |
False |
False |
67,410 |
80 |
11,206 |
9,731 |
1,475 |
13.5% |
122 |
1.1% |
83% |
False |
False |
50,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,034 |
2.618 |
11,697 |
1.618 |
11,491 |
1.000 |
11,364 |
0.618 |
11,285 |
HIGH |
11,158 |
0.618 |
11,079 |
0.500 |
11,055 |
0.382 |
11,031 |
LOW |
10,952 |
0.618 |
10,825 |
1.000 |
10,746 |
1.618 |
10,619 |
2.618 |
10,413 |
4.250 |
10,077 |
|
|
Fisher Pivots for day following 30-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
11,055 |
11,037 |
PP |
11,023 |
11,011 |
S1 |
10,992 |
10,986 |
|