Trading Metrics calculated at close of trading on 21-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,140.4 |
1,142.3 |
1.9 |
0.2% |
1,166.3 |
High |
1,147.9 |
1,152.5 |
4.6 |
0.4% |
1,169.6 |
Low |
1,137.5 |
1,139.5 |
2.0 |
0.2% |
1,131.8 |
Close |
1,140.4 |
1,150.1 |
9.7 |
0.9% |
1,138.1 |
Range |
10.4 |
13.0 |
2.6 |
25.0% |
37.8 |
ATR |
15.1 |
15.0 |
-0.2 |
-1.0% |
0.0 |
Volume |
1,239 |
5,977 |
4,738 |
382.4% |
13,127 |
|
Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,186.4 |
1,181.2 |
1,157.3 |
|
R3 |
1,173.4 |
1,168.2 |
1,153.7 |
|
R2 |
1,160.4 |
1,160.4 |
1,152.5 |
|
R1 |
1,155.2 |
1,155.2 |
1,151.3 |
1,157.8 |
PP |
1,147.4 |
1,147.4 |
1,147.4 |
1,148.7 |
S1 |
1,142.2 |
1,142.2 |
1,148.9 |
1,144.8 |
S2 |
1,134.4 |
1,134.4 |
1,147.7 |
|
S3 |
1,121.4 |
1,129.2 |
1,146.5 |
|
S4 |
1,108.4 |
1,116.2 |
1,143.0 |
|
|
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 |
1,163.0 |
1,125.9 |
37.1 |
3.2% |
15.2 |
1.3% |
65% |
False |
False |
3,153 |
10 |
1,169.6 |
1,125.9 |
43.7 |
3.8% |
13.6 |
1.2% |
55% |
False |
False |
2,594 |
20 |
1,169.6 |
1,087.8 |
81.8 |
7.1% |
14.1 |
1.2% |
76% |
False |
False |
1,943 |
40 |
1,169.6 |
1,087.8 |
81.8 |
7.1% |
14.8 |
1.3% |
76% |
False |
False |
1,948 |
60 |
1,169.6 |
1,050.0 |
119.6 |
10.4% |
16.1 |
1.4% |
84% |
False |
False |
1,693 |
80 |
1,169.6 |
1,050.0 |
119.6 |
10.4% |
15.6 |
1.4% |
84% |
False |
False |
1,520 |
100 |
1,230.7 |
1,050.0 |
180.7 |
15.7% |
16.7 |
1.5% |
55% |
False |
False |
1,336 |
120 |
1,230.7 |
1,032.4 |
198.3 |
17.2% |
15.5 |
1.3% |
59% |
False |
False |
1,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,207.8 |
2.618 |
1,186.5 |
1.618 |
1,173.5 |
1.000 |
1,165.5 |
0.618 |
1,160.5 |
HIGH |
1,152.5 |
0.618 |
1,147.5 |
0.500 |
1,146.0 |
0.382 |
1,144.5 |
LOW |
1,139.5 |
0.618 |
1,131.5 |
1.000 |
1,126.5 |
1.618 |
1,118.5 |
2.618 |
1,105.5 |
4.250 |
1,084.3 |
|
|
Fisher Pivots for day following 21-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,148.7 |
1,146.5 |
PP |
1,147.4 |
1,142.8 |
S1 |
1,146.0 |
1,139.2 |
|