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 |
21,704 |
22,152 |
448 |
2.1% |
21,529 |
High |
21,995 |
22,500 |
505 |
2.3% |
21,995 |
Low |
21,700 |
21,870 |
170 |
0.8% |
21,480 |
Close |
21,994 |
21,870 |
-124 |
-0.6% |
21,994 |
Range |
295 |
630 |
335 |
113.6% |
515 |
ATR |
316 |
338 |
22 |
7.1% |
0 |
Volume |
379 |
398 |
19 |
5.0% |
1,519 |
|
Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,970 |
23,550 |
22,217 |
|
R3 |
23,340 |
22,920 |
22,043 |
|
R2 |
22,710 |
22,710 |
21,986 |
|
R1 |
22,290 |
22,290 |
21,928 |
22,185 |
PP |
22,080 |
22,080 |
22,080 |
22,028 |
S1 |
21,660 |
21,660 |
21,812 |
21,555 |
S2 |
21,450 |
21,450 |
21,755 |
|
S3 |
20,820 |
21,030 |
21,697 |
|
S4 |
20,190 |
20,400 |
21,524 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,368 |
23,196 |
22,277 |
|
R3 |
22,853 |
22,681 |
22,136 |
|
R2 |
22,338 |
22,338 |
22,088 |
|
R1 |
22,166 |
22,166 |
22,041 |
22,252 |
PP |
21,823 |
21,823 |
21,823 |
21,866 |
S1 |
21,651 |
21,651 |
21,947 |
21,737 |
S2 |
21,308 |
21,308 |
21,900 |
|
S3 |
20,793 |
21,136 |
21,852 |
|
S4 |
20,278 |
20,621 |
21,711 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,500 |
21,060 |
1,440 |
6.6% |
302 |
1.4% |
56% |
True |
False |
457 |
10 |
22,500 |
20,284 |
2,216 |
10.1% |
302 |
1.4% |
72% |
True |
False |
632 |
20 |
22,500 |
20,284 |
2,216 |
10.1% |
264 |
1.2% |
72% |
True |
False |
496 |
40 |
22,500 |
19,012 |
3,488 |
15.9% |
264 |
1.2% |
82% |
True |
False |
397 |
60 |
22,500 |
19,012 |
3,488 |
15.9% |
282 |
1.3% |
82% |
True |
False |
316 |
80 |
22,500 |
19,012 |
3,488 |
15.9% |
271 |
1.2% |
82% |
True |
False |
250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,178 |
2.618 |
24,149 |
1.618 |
23,519 |
1.000 |
23,130 |
0.618 |
22,889 |
HIGH |
22,500 |
0.618 |
22,259 |
0.500 |
22,185 |
0.382 |
22,111 |
LOW |
21,870 |
0.618 |
21,481 |
1.000 |
21,240 |
1.618 |
20,851 |
2.618 |
20,221 |
4.250 |
19,193 |
|
|
Fisher Pivots for day following 12-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
22,185 |
22,018 |
PP |
22,080 |
21,968 |
S1 |
21,975 |
21,919 |
|