Trading Metrics calculated at close of trading on 20-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,136.0 |
1,140.4 |
4.4 |
0.4% |
1,166.3 |
High |
1,139.4 |
1,147.9 |
8.5 |
0.7% |
1,169.6 |
Low |
1,125.9 |
1,137.5 |
11.6 |
1.0% |
1,131.8 |
Close |
1,136.9 |
1,140.4 |
3.5 |
0.3% |
1,138.1 |
Range |
13.5 |
10.4 |
-3.1 |
-23.0% |
37.8 |
ATR |
15.5 |
15.1 |
-0.3 |
-2.1% |
0.0 |
Volume |
2,859 |
1,239 |
-1,620 |
-56.7% |
13,127 |
|
Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,173.1 |
1,167.2 |
1,146.1 |
|
R3 |
1,162.7 |
1,156.8 |
1,143.3 |
|
R2 |
1,152.3 |
1,152.3 |
1,142.3 |
|
R1 |
1,146.4 |
1,146.4 |
1,141.4 |
1,145.6 |
PP |
1,141.9 |
1,141.9 |
1,141.9 |
1,141.6 |
S1 |
1,136.0 |
1,136.0 |
1,139.4 |
1,135.2 |
S2 |
1,131.5 |
1,131.5 |
1,138.5 |
|
S3 |
1,121.1 |
1,125.6 |
1,137.5 |
|
S4 |
1,110.7 |
1,115.2 |
1,134.7 |
|
|
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 |
1,163.4 |
1,125.9 |
37.5 |
3.3% |
14.6 |
1.3% |
39% |
False |
False |
2,284 |
10 |
1,169.6 |
1,125.9 |
43.7 |
3.8% |
14.3 |
1.3% |
33% |
False |
False |
2,254 |
20 |
1,169.6 |
1,087.8 |
81.8 |
7.2% |
14.1 |
1.2% |
64% |
False |
False |
1,693 |
40 |
1,169.6 |
1,087.8 |
81.8 |
7.2% |
15.0 |
1.3% |
64% |
False |
False |
1,815 |
60 |
1,169.6 |
1,050.0 |
119.6 |
10.5% |
15.9 |
1.4% |
76% |
False |
False |
1,608 |
80 |
1,169.6 |
1,050.0 |
119.6 |
10.5% |
15.6 |
1.4% |
76% |
False |
False |
1,463 |
100 |
1,230.7 |
1,050.0 |
180.7 |
15.8% |
16.6 |
1.5% |
50% |
False |
False |
1,282 |
120 |
1,230.7 |
1,032.4 |
198.3 |
17.4% |
15.4 |
1.4% |
54% |
False |
False |
1,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,192.1 |
2.618 |
1,175.1 |
1.618 |
1,164.7 |
1.000 |
1,158.3 |
0.618 |
1,154.3 |
HIGH |
1,147.9 |
0.618 |
1,143.9 |
0.500 |
1,142.7 |
0.382 |
1,141.5 |
LOW |
1,137.5 |
0.618 |
1,131.1 |
1.000 |
1,127.1 |
1.618 |
1,120.7 |
2.618 |
1,110.3 |
4.250 |
1,093.3 |
|
|
Fisher Pivots for day following 20-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,142.7 |
1,143.4 |
PP |
1,141.9 |
1,142.4 |
S1 |
1,141.2 |
1,141.4 |
|