Trading Metrics calculated at close of trading on 09-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
2,850 |
2,864 |
14 |
0.5% |
2,970 |
High |
2,894 |
2,891 |
-3 |
-0.1% |
2,985 |
Low |
2,834 |
2,841 |
7 |
0.2% |
2,834 |
Close |
2,861 |
2,856 |
-5 |
-0.2% |
2,856 |
Range |
60 |
50 |
-10 |
-16.7% |
151 |
ATR |
81 |
79 |
-2 |
-2.7% |
0 |
Volume |
10,146 |
9,114 |
-1,032 |
-10.2% |
42,616 |
|
Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,013 |
2,984 |
2,884 |
|
R3 |
2,963 |
2,934 |
2,870 |
|
R2 |
2,913 |
2,913 |
2,865 |
|
R1 |
2,884 |
2,884 |
2,861 |
2,874 |
PP |
2,863 |
2,863 |
2,863 |
2,857 |
S1 |
2,834 |
2,834 |
2,851 |
2,824 |
S2 |
2,813 |
2,813 |
2,847 |
|
S3 |
2,763 |
2,784 |
2,842 |
|
S4 |
2,713 |
2,734 |
2,829 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,345 |
3,251 |
2,939 |
|
R3 |
3,194 |
3,100 |
2,898 |
|
R2 |
3,043 |
3,043 |
2,884 |
|
R1 |
2,949 |
2,949 |
2,870 |
2,921 |
PP |
2,892 |
2,892 |
2,892 |
2,877 |
S1 |
2,798 |
2,798 |
2,842 |
2,770 |
S2 |
2,741 |
2,741 |
2,828 |
|
S3 |
2,590 |
2,647 |
2,814 |
|
S4 |
2,439 |
2,496 |
2,773 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,985 |
2,834 |
151 |
5.3% |
69 |
2.4% |
15% |
False |
False |
8,523 |
10 |
3,000 |
2,796 |
204 |
7.1% |
71 |
2.5% |
29% |
False |
False |
7,921 |
20 |
3,000 |
2,745 |
255 |
8.9% |
85 |
3.0% |
44% |
False |
False |
7,407 |
40 |
3,175 |
2,745 |
430 |
15.1% |
80 |
2.8% |
26% |
False |
False |
7,597 |
60 |
3,512 |
2,745 |
767 |
26.9% |
80 |
2.8% |
14% |
False |
False |
7,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,104 |
2.618 |
3,022 |
1.618 |
2,972 |
1.000 |
2,941 |
0.618 |
2,922 |
HIGH |
2,891 |
0.618 |
2,872 |
0.500 |
2,866 |
0.382 |
2,860 |
LOW |
2,841 |
0.618 |
2,810 |
1.000 |
2,791 |
1.618 |
2,760 |
2.618 |
2,710 |
4.250 |
2,629 |
|
|
Fisher Pivots for day following 09-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
2,866 |
2,867 |
PP |
2,863 |
2,863 |
S1 |
2,859 |
2,860 |
|