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 |
22,152 |
21,900 |
-252 |
-1.1% |
21,529 |
High |
22,500 |
22,023 |
-477 |
-2.1% |
21,995 |
Low |
21,870 |
21,762 |
-108 |
-0.5% |
21,480 |
Close |
21,870 |
21,877 |
7 |
0.0% |
21,994 |
Range |
630 |
261 |
-369 |
-58.6% |
515 |
ATR |
338 |
332 |
-5 |
-1.6% |
0 |
Volume |
398 |
404 |
6 |
1.5% |
1,519 |
|
Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,670 |
22,535 |
22,021 |
|
R3 |
22,409 |
22,274 |
21,949 |
|
R2 |
22,148 |
22,148 |
21,925 |
|
R1 |
22,013 |
22,013 |
21,901 |
21,950 |
PP |
21,887 |
21,887 |
21,887 |
21,856 |
S1 |
21,752 |
21,752 |
21,853 |
21,689 |
S2 |
21,626 |
21,626 |
21,829 |
|
S3 |
21,365 |
21,491 |
21,805 |
|
S4 |
21,104 |
21,230 |
21,733 |
|
|
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 |
21,480 |
1,020 |
4.7% |
304 |
1.4% |
39% |
False |
False |
464 |
10 |
22,500 |
20,284 |
2,216 |
10.1% |
298 |
1.4% |
72% |
False |
False |
624 |
20 |
22,500 |
20,284 |
2,216 |
10.1% |
269 |
1.2% |
72% |
False |
False |
490 |
40 |
22,500 |
19,070 |
3,430 |
15.7% |
265 |
1.2% |
82% |
False |
False |
404 |
60 |
22,500 |
19,012 |
3,488 |
15.9% |
282 |
1.3% |
82% |
False |
False |
322 |
80 |
22,500 |
19,012 |
3,488 |
15.9% |
272 |
1.2% |
82% |
False |
False |
255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,132 |
2.618 |
22,706 |
1.618 |
22,445 |
1.000 |
22,284 |
0.618 |
22,184 |
HIGH |
22,023 |
0.618 |
21,923 |
0.500 |
21,893 |
0.382 |
21,862 |
LOW |
21,762 |
0.618 |
21,601 |
1.000 |
21,501 |
1.618 |
21,340 |
2.618 |
21,079 |
4.250 |
20,653 |
|
|
Fisher Pivots for day following 13-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
21,893 |
22,100 |
PP |
21,887 |
22,026 |
S1 |
21,882 |
21,951 |
|