Trading Metrics calculated at close of trading on 19-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
21,766 |
21,280 |
-486 |
-2.2% |
22,152 |
High |
21,845 |
21,331 |
-514 |
-2.4% |
22,500 |
Low |
21,516 |
21,040 |
-476 |
-2.2% |
21,516 |
Close |
21,613 |
21,184 |
-429 |
-2.0% |
21,613 |
Range |
329 |
291 |
-38 |
-11.6% |
984 |
ATR |
317 |
335 |
18 |
5.8% |
0 |
Volume |
539 |
672 |
133 |
24.7% |
1,795 |
|
Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,058 |
21,912 |
21,344 |
|
R3 |
21,767 |
21,621 |
21,264 |
|
R2 |
21,476 |
21,476 |
21,237 |
|
R1 |
21,330 |
21,330 |
21,211 |
21,258 |
PP |
21,185 |
21,185 |
21,185 |
21,149 |
S1 |
21,039 |
21,039 |
21,157 |
20,967 |
S2 |
20,894 |
20,894 |
21,131 |
|
S3 |
20,603 |
20,748 |
21,104 |
|
S4 |
20,312 |
20,457 |
21,024 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,828 |
24,205 |
22,154 |
|
R3 |
23,844 |
23,221 |
21,884 |
|
R2 |
22,860 |
22,860 |
21,793 |
|
R1 |
22,237 |
22,237 |
21,703 |
22,057 |
PP |
21,876 |
21,876 |
21,876 |
21,786 |
S1 |
21,253 |
21,253 |
21,523 |
21,073 |
S2 |
20,892 |
20,892 |
21,433 |
|
S3 |
19,908 |
20,269 |
21,342 |
|
S4 |
18,924 |
19,285 |
21,072 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,063 |
21,040 |
1,023 |
4.8% |
245 |
1.2% |
14% |
False |
True |
413 |
10 |
22,500 |
21,040 |
1,460 |
6.9% |
273 |
1.3% |
10% |
False |
True |
435 |
20 |
22,500 |
20,284 |
2,216 |
10.5% |
266 |
1.3% |
41% |
False |
False |
510 |
40 |
22,500 |
19,450 |
3,050 |
14.4% |
262 |
1.2% |
57% |
False |
False |
429 |
60 |
22,500 |
19,012 |
3,488 |
16.5% |
280 |
1.3% |
62% |
False |
False |
341 |
80 |
22,500 |
19,012 |
3,488 |
16.5% |
268 |
1.3% |
62% |
False |
False |
275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,568 |
2.618 |
22,093 |
1.618 |
21,802 |
1.000 |
21,622 |
0.618 |
21,511 |
HIGH |
21,331 |
0.618 |
21,220 |
0.500 |
21,186 |
0.382 |
21,151 |
LOW |
21,040 |
0.618 |
20,860 |
1.000 |
20,749 |
1.618 |
20,569 |
2.618 |
20,278 |
4.250 |
19,803 |
|
|
Fisher Pivots for day following 19-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
21,186 |
21,552 |
PP |
21,185 |
21,429 |
S1 |
21,185 |
21,307 |
|