Trading Metrics calculated at close of trading on 16-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,158.2 |
1,138.0 |
-20.2 |
-1.7% |
1,166.3 |
High |
1,163.0 |
1,160.8 |
-2.2 |
-0.2% |
1,169.6 |
Low |
1,153.0 |
1,131.8 |
-21.2 |
-1.8% |
1,131.8 |
Close |
1,161.5 |
1,138.1 |
-23.4 |
-2.0% |
1,138.1 |
Range |
10.0 |
29.0 |
19.0 |
190.0% |
37.8 |
ATR |
14.5 |
15.6 |
1.1 |
7.5% |
0.0 |
Volume |
2,309 |
3,384 |
1,075 |
46.6% |
13,127 |
|
Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,230.6 |
1,213.3 |
1,154.1 |
|
R3 |
1,201.6 |
1,184.3 |
1,146.1 |
|
R2 |
1,172.6 |
1,172.6 |
1,143.4 |
|
R1 |
1,155.3 |
1,155.3 |
1,140.8 |
1,164.0 |
PP |
1,143.6 |
1,143.6 |
1,143.6 |
1,147.9 |
S1 |
1,126.3 |
1,126.3 |
1,135.4 |
1,135.0 |
S2 |
1,114.6 |
1,114.6 |
1,132.8 |
|
S3 |
1,085.6 |
1,097.3 |
1,130.1 |
|
S4 |
1,056.6 |
1,068.3 |
1,122.2 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.9 |
1,236.8 |
1,158.9 |
|
R3 |
1,222.1 |
1,199.0 |
1,148.5 |
|
R2 |
1,184.3 |
1,184.3 |
1,145.0 |
|
R1 |
1,161.2 |
1,161.2 |
1,141.6 |
1,153.9 |
PP |
1,146.5 |
1,146.5 |
1,146.5 |
1,142.8 |
S1 |
1,123.4 |
1,123.4 |
1,134.6 |
1,116.1 |
S2 |
1,108.7 |
1,108.7 |
1,131.2 |
|
S3 |
1,070.9 |
1,085.6 |
1,127.7 |
|
S4 |
1,033.1 |
1,047.8 |
1,117.3 |
|
|
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 |
1,131.8 |
37.8 |
3.3% |
15.0 |
1.3% |
17% |
False |
True |
2,625 |
10 |
1,169.6 |
1,123.8 |
45.8 |
4.0% |
14.5 |
1.3% |
31% |
False |
False |
1,993 |
20 |
1,169.6 |
1,087.8 |
81.8 |
7.2% |
14.9 |
1.3% |
61% |
False |
False |
1,685 |
40 |
1,169.6 |
1,087.8 |
81.8 |
7.2% |
15.5 |
1.4% |
61% |
False |
False |
1,770 |
60 |
1,169.6 |
1,050.0 |
119.6 |
10.5% |
16.2 |
1.4% |
74% |
False |
False |
1,561 |
80 |
1,169.6 |
1,050.0 |
119.6 |
10.5% |
15.9 |
1.4% |
74% |
False |
False |
1,427 |
100 |
1,230.7 |
1,050.0 |
180.7 |
15.9% |
16.7 |
1.5% |
49% |
False |
False |
1,301 |
120 |
1,230.7 |
1,032.4 |
198.3 |
17.4% |
15.4 |
1.4% |
53% |
False |
False |
1,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,284.1 |
2.618 |
1,236.7 |
1.618 |
1,207.7 |
1.000 |
1,189.8 |
0.618 |
1,178.7 |
HIGH |
1,160.8 |
0.618 |
1,149.7 |
0.500 |
1,146.3 |
0.382 |
1,142.9 |
LOW |
1,131.8 |
0.618 |
1,113.9 |
1.000 |
1,102.8 |
1.618 |
1,084.9 |
2.618 |
1,055.9 |
4.250 |
1,008.6 |
|
|
Fisher Pivots for day following 16-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,146.3 |
1,147.6 |
PP |
1,143.6 |
1,144.4 |
S1 |
1,140.8 |
1,141.3 |
|