Trading Metrics calculated at close of trading on 15-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,153.5 |
1,158.2 |
4.7 |
0.4% |
1,125.0 |
High |
1,163.4 |
1,163.0 |
-0.4 |
0.0% |
1,166.7 |
Low |
1,153.2 |
1,153.0 |
-0.2 |
0.0% |
1,123.8 |
Close |
1,160.8 |
1,161.5 |
0.7 |
0.1% |
1,163.1 |
Range |
10.2 |
10.0 |
-0.2 |
-2.0% |
42.9 |
ATR |
14.9 |
14.5 |
-0.3 |
-2.3% |
0.0 |
Volume |
1,632 |
2,309 |
677 |
41.5% |
6,808 |
|
Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,189.2 |
1,185.3 |
1,167.0 |
|
R3 |
1,179.2 |
1,175.3 |
1,164.3 |
|
R2 |
1,169.2 |
1,169.2 |
1,163.3 |
|
R1 |
1,165.3 |
1,165.3 |
1,162.4 |
1,167.3 |
PP |
1,159.2 |
1,159.2 |
1,159.2 |
1,160.1 |
S1 |
1,155.3 |
1,155.3 |
1,160.6 |
1,157.3 |
S2 |
1,149.2 |
1,149.2 |
1,159.7 |
|
S3 |
1,139.2 |
1,145.3 |
1,158.8 |
|
S4 |
1,129.2 |
1,135.3 |
1,156.0 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,279.9 |
1,264.4 |
1,186.7 |
|
R3 |
1,237.0 |
1,221.5 |
1,174.9 |
|
R2 |
1,194.1 |
1,194.1 |
1,171.0 |
|
R1 |
1,178.6 |
1,178.6 |
1,167.0 |
1,186.4 |
PP |
1,151.2 |
1,151.2 |
1,151.2 |
1,155.1 |
S1 |
1,135.7 |
1,135.7 |
1,159.2 |
1,143.5 |
S2 |
1,108.3 |
1,108.3 |
1,155.2 |
|
S3 |
1,065.4 |
1,092.8 |
1,151.3 |
|
S4 |
1,022.5 |
1,049.9 |
1,139.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,169.6 |
1,146.6 |
23.0 |
2.0% |
12.1 |
1.0% |
65% |
False |
False |
2,280 |
10 |
1,169.6 |
1,114.0 |
55.6 |
4.8% |
13.2 |
1.1% |
85% |
False |
False |
1,720 |
20 |
1,169.6 |
1,087.8 |
81.8 |
7.0% |
13.9 |
1.2% |
90% |
False |
False |
1,575 |
40 |
1,169.6 |
1,087.8 |
81.8 |
7.0% |
15.4 |
1.3% |
90% |
False |
False |
1,731 |
60 |
1,169.6 |
1,050.0 |
119.6 |
10.3% |
16.2 |
1.4% |
93% |
False |
False |
1,521 |
80 |
1,169.6 |
1,050.0 |
119.6 |
10.3% |
15.7 |
1.4% |
93% |
False |
False |
1,389 |
100 |
1,230.7 |
1,050.0 |
180.7 |
15.6% |
16.4 |
1.4% |
62% |
False |
False |
1,284 |
120 |
1,230.7 |
1,032.4 |
198.3 |
17.1% |
15.2 |
1.3% |
65% |
False |
False |
1,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,205.5 |
2.618 |
1,189.2 |
1.618 |
1,179.2 |
1.000 |
1,173.0 |
0.618 |
1,169.2 |
HIGH |
1,163.0 |
0.618 |
1,159.2 |
0.500 |
1,158.0 |
0.382 |
1,156.8 |
LOW |
1,153.0 |
0.618 |
1,146.8 |
1.000 |
1,143.0 |
1.618 |
1,136.8 |
2.618 |
1,126.8 |
4.250 |
1,110.5 |
|
|
Fisher Pivots for day following 15-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,160.3 |
1,159.3 |
PP |
1,159.2 |
1,157.2 |
S1 |
1,158.0 |
1,155.0 |
|