Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
21,442 |
21,002 |
-440 |
-2.1% |
22,152 |
High |
21,467 |
21,203 |
-264 |
-1.2% |
22,500 |
Low |
21,128 |
20,950 |
-178 |
-0.8% |
21,516 |
Close |
21,128 |
21,203 |
75 |
0.4% |
21,613 |
Range |
339 |
253 |
-86 |
-25.4% |
984 |
ATR |
324 |
319 |
-5 |
-1.6% |
0 |
Volume |
442 |
337 |
-105 |
-23.8% |
1,795 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,878 |
21,793 |
21,342 |
|
R3 |
21,625 |
21,540 |
21,273 |
|
R2 |
21,372 |
21,372 |
21,249 |
|
R1 |
21,287 |
21,287 |
21,226 |
21,330 |
PP |
21,119 |
21,119 |
21,119 |
21,140 |
S1 |
21,034 |
21,034 |
21,180 |
21,077 |
S2 |
20,866 |
20,866 |
21,157 |
|
S3 |
20,613 |
20,781 |
21,133 |
|
S4 |
20,360 |
20,528 |
21,064 |
|
|
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 |
21,845 |
20,950 |
895 |
4.2% |
266 |
1.3% |
28% |
False |
True |
502 |
10 |
22,500 |
20,950 |
1,550 |
7.3% |
286 |
1.3% |
16% |
False |
True |
414 |
20 |
22,500 |
20,284 |
2,216 |
10.5% |
273 |
1.3% |
41% |
False |
False |
532 |
40 |
22,500 |
19,739 |
2,761 |
13.0% |
257 |
1.2% |
53% |
False |
False |
453 |
60 |
22,500 |
19,012 |
3,488 |
16.5% |
276 |
1.3% |
63% |
False |
False |
358 |
80 |
22,500 |
19,012 |
3,488 |
16.5% |
267 |
1.3% |
63% |
False |
False |
289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,278 |
2.618 |
21,865 |
1.618 |
21,612 |
1.000 |
21,456 |
0.618 |
21,359 |
HIGH |
21,203 |
0.618 |
21,106 |
0.500 |
21,077 |
0.382 |
21,047 |
LOW |
20,950 |
0.618 |
20,794 |
1.000 |
20,697 |
1.618 |
20,541 |
2.618 |
20,288 |
4.250 |
19,875 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
21,161 |
21,209 |
PP |
21,119 |
21,207 |
S1 |
21,077 |
21,205 |
|