Trading Metrics calculated at close of trading on 20-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
21,280 |
21,225 |
-55 |
-0.3% |
22,152 |
High |
21,331 |
21,339 |
8 |
0.0% |
22,500 |
Low |
21,040 |
21,222 |
182 |
0.9% |
21,516 |
Close |
21,184 |
21,290 |
106 |
0.5% |
21,613 |
Range |
291 |
117 |
-174 |
-59.8% |
984 |
ATR |
335 |
322 |
-13 |
-3.8% |
0 |
Volume |
672 |
522 |
-150 |
-22.3% |
1,795 |
|
Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,635 |
21,579 |
21,354 |
|
R3 |
21,518 |
21,462 |
21,322 |
|
R2 |
21,401 |
21,401 |
21,311 |
|
R1 |
21,345 |
21,345 |
21,301 |
21,373 |
PP |
21,284 |
21,284 |
21,284 |
21,298 |
S1 |
21,228 |
21,228 |
21,279 |
21,256 |
S2 |
21,167 |
21,167 |
21,269 |
|
S3 |
21,050 |
21,111 |
21,258 |
|
S4 |
20,933 |
20,994 |
21,226 |
|
|
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% |
216 |
1.0% |
24% |
False |
False |
437 |
10 |
22,500 |
21,040 |
1,460 |
6.9% |
260 |
1.2% |
17% |
False |
False |
450 |
20 |
22,500 |
20,284 |
2,216 |
10.4% |
264 |
1.2% |
45% |
False |
False |
520 |
40 |
22,500 |
19,450 |
3,050 |
14.3% |
259 |
1.2% |
60% |
False |
False |
440 |
60 |
22,500 |
19,012 |
3,488 |
16.4% |
278 |
1.3% |
65% |
False |
False |
349 |
80 |
22,500 |
19,012 |
3,488 |
16.4% |
264 |
1.2% |
65% |
False |
False |
281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,836 |
2.618 |
21,645 |
1.618 |
21,528 |
1.000 |
21,456 |
0.618 |
21,411 |
HIGH |
21,339 |
0.618 |
21,294 |
0.500 |
21,281 |
0.382 |
21,267 |
LOW |
21,222 |
0.618 |
21,150 |
1.000 |
21,105 |
1.618 |
21,033 |
2.618 |
20,916 |
4.250 |
20,725 |
|
|
Fisher Pivots for day following 20-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
21,287 |
21,443 |
PP |
21,284 |
21,392 |
S1 |
21,281 |
21,341 |
|