Trading Metrics calculated at close of trading on 23-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,147.5 |
1,142.8 |
-4.7 |
-0.4% |
1,136.0 |
High |
1,150.7 |
1,159.4 |
8.7 |
0.8% |
1,159.4 |
Low |
1,133.5 |
1,137.0 |
3.5 |
0.3% |
1,125.9 |
Close |
1,144.2 |
1,155.0 |
10.8 |
0.9% |
1,155.0 |
Range |
17.2 |
22.4 |
5.2 |
30.2% |
33.5 |
ATR |
15.1 |
15.7 |
0.5 |
3.4% |
0.0 |
Volume |
1,567 |
2,344 |
777 |
49.6% |
13,986 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,217.7 |
1,208.7 |
1,167.3 |
|
R3 |
1,195.3 |
1,186.3 |
1,161.2 |
|
R2 |
1,172.9 |
1,172.9 |
1,159.1 |
|
R1 |
1,163.9 |
1,163.9 |
1,157.1 |
1,168.4 |
PP |
1,150.5 |
1,150.5 |
1,150.5 |
1,152.7 |
S1 |
1,141.5 |
1,141.5 |
1,152.9 |
1,146.0 |
S2 |
1,128.1 |
1,128.1 |
1,150.9 |
|
S3 |
1,105.7 |
1,119.1 |
1,148.8 |
|
S4 |
1,083.3 |
1,096.7 |
1,142.7 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.3 |
1,234.6 |
1,173.4 |
|
R3 |
1,213.8 |
1,201.1 |
1,164.2 |
|
R2 |
1,180.3 |
1,180.3 |
1,161.1 |
|
R1 |
1,167.6 |
1,167.6 |
1,158.1 |
1,174.0 |
PP |
1,146.8 |
1,146.8 |
1,146.8 |
1,149.9 |
S1 |
1,134.1 |
1,134.1 |
1,151.9 |
1,140.5 |
S2 |
1,113.3 |
1,113.3 |
1,148.9 |
|
S3 |
1,079.8 |
1,100.6 |
1,145.8 |
|
S4 |
1,046.3 |
1,067.1 |
1,136.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,159.4 |
1,125.9 |
33.5 |
2.9% |
15.3 |
1.3% |
87% |
True |
False |
2,797 |
10 |
1,169.6 |
1,125.9 |
43.7 |
3.8% |
15.2 |
1.3% |
67% |
False |
False |
2,711 |
20 |
1,169.6 |
1,091.0 |
78.6 |
6.8% |
14.7 |
1.3% |
81% |
False |
False |
1,998 |
40 |
1,169.6 |
1,087.8 |
81.8 |
7.1% |
14.9 |
1.3% |
82% |
False |
False |
2,000 |
60 |
1,169.6 |
1,050.0 |
119.6 |
10.4% |
16.3 |
1.4% |
88% |
False |
False |
1,749 |
80 |
1,169.6 |
1,050.0 |
119.6 |
10.4% |
15.9 |
1.4% |
88% |
False |
False |
1,524 |
100 |
1,230.7 |
1,050.0 |
180.7 |
15.6% |
16.5 |
1.4% |
58% |
False |
False |
1,365 |
120 |
1,230.7 |
1,043.8 |
186.9 |
16.2% |
15.6 |
1.3% |
59% |
False |
False |
1,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,254.6 |
2.618 |
1,218.0 |
1.618 |
1,195.6 |
1.000 |
1,181.8 |
0.618 |
1,173.2 |
HIGH |
1,159.4 |
0.618 |
1,150.8 |
0.500 |
1,148.2 |
0.382 |
1,145.6 |
LOW |
1,137.0 |
0.618 |
1,123.2 |
1.000 |
1,114.6 |
1.618 |
1,100.8 |
2.618 |
1,078.4 |
4.250 |
1,041.8 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,152.7 |
1,152.2 |
PP |
1,150.5 |
1,149.3 |
S1 |
1,148.2 |
1,146.5 |
|