Trading Metrics calculated at close of trading on 14-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
21,900 |
21,880 |
-20 |
-0.1% |
21,529 |
High |
22,023 |
21,909 |
-114 |
-0.5% |
21,995 |
Low |
21,762 |
21,802 |
40 |
0.2% |
21,480 |
Close |
21,877 |
21,838 |
-39 |
-0.2% |
21,994 |
Range |
261 |
107 |
-154 |
-59.0% |
515 |
ATR |
332 |
316 |
-16 |
-4.8% |
0 |
Volume |
404 |
282 |
-122 |
-30.2% |
1,519 |
|
Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,171 |
22,111 |
21,897 |
|
R3 |
22,064 |
22,004 |
21,867 |
|
R2 |
21,957 |
21,957 |
21,858 |
|
R1 |
21,897 |
21,897 |
21,848 |
21,874 |
PP |
21,850 |
21,850 |
21,850 |
21,838 |
S1 |
21,790 |
21,790 |
21,828 |
21,767 |
S2 |
21,743 |
21,743 |
21,818 |
|
S3 |
21,636 |
21,683 |
21,809 |
|
S4 |
21,529 |
21,576 |
21,779 |
|
|
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 |
21,535 |
965 |
4.4% |
288 |
1.3% |
31% |
False |
False |
455 |
10 |
22,500 |
20,850 |
1,650 |
7.6% |
257 |
1.2% |
60% |
False |
False |
555 |
20 |
22,500 |
20,284 |
2,216 |
10.1% |
259 |
1.2% |
70% |
False |
False |
488 |
40 |
22,500 |
19,286 |
3,214 |
14.7% |
258 |
1.2% |
79% |
False |
False |
406 |
60 |
22,500 |
19,012 |
3,488 |
16.0% |
279 |
1.3% |
81% |
False |
False |
325 |
80 |
22,500 |
19,012 |
3,488 |
16.0% |
270 |
1.2% |
81% |
False |
False |
258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,364 |
2.618 |
22,189 |
1.618 |
22,082 |
1.000 |
22,016 |
0.618 |
21,975 |
HIGH |
21,909 |
0.618 |
21,868 |
0.500 |
21,856 |
0.382 |
21,843 |
LOW |
21,802 |
0.618 |
21,736 |
1.000 |
21,695 |
1.618 |
21,629 |
2.618 |
21,522 |
4.250 |
21,347 |
|
|
Fisher Pivots for day following 14-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
21,856 |
22,131 |
PP |
21,850 |
22,033 |
S1 |
21,844 |
21,936 |
|