Trading Metrics calculated at close of trading on 21-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
21,225 |
21,442 |
217 |
1.0% |
22,152 |
High |
21,339 |
21,467 |
128 |
0.6% |
22,500 |
Low |
21,222 |
21,128 |
-94 |
-0.4% |
21,516 |
Close |
21,290 |
21,128 |
-162 |
-0.8% |
21,613 |
Range |
117 |
339 |
222 |
189.7% |
984 |
ATR |
322 |
324 |
1 |
0.4% |
0 |
Volume |
522 |
442 |
-80 |
-15.3% |
1,795 |
|
Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,258 |
22,032 |
21,314 |
|
R3 |
21,919 |
21,693 |
21,221 |
|
R2 |
21,580 |
21,580 |
21,190 |
|
R1 |
21,354 |
21,354 |
21,159 |
21,298 |
PP |
21,241 |
21,241 |
21,241 |
21,213 |
S1 |
21,015 |
21,015 |
21,097 |
20,959 |
S2 |
20,902 |
20,902 |
21,066 |
|
S3 |
20,563 |
20,676 |
21,035 |
|
S4 |
20,224 |
20,337 |
20,942 |
|
|
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% |
262 |
1.2% |
9% |
False |
False |
469 |
10 |
22,500 |
21,040 |
1,460 |
6.9% |
275 |
1.3% |
6% |
False |
False |
462 |
20 |
22,500 |
20,284 |
2,216 |
10.5% |
274 |
1.3% |
38% |
False |
False |
530 |
40 |
22,500 |
19,450 |
3,050 |
14.4% |
262 |
1.2% |
55% |
False |
False |
449 |
60 |
22,500 |
19,012 |
3,488 |
16.5% |
279 |
1.3% |
61% |
False |
False |
355 |
80 |
22,500 |
19,012 |
3,488 |
16.5% |
266 |
1.3% |
61% |
False |
False |
286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,908 |
2.618 |
22,355 |
1.618 |
22,016 |
1.000 |
21,806 |
0.618 |
21,677 |
HIGH |
21,467 |
0.618 |
21,338 |
0.500 |
21,298 |
0.382 |
21,257 |
LOW |
21,128 |
0.618 |
20,918 |
1.000 |
20,789 |
1.618 |
20,579 |
2.618 |
20,240 |
4.250 |
19,687 |
|
|
Fisher Pivots for day following 21-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
21,298 |
21,254 |
PP |
21,241 |
21,212 |
S1 |
21,185 |
21,170 |
|