Trading Metrics calculated at close of trading on 27-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,155.3 |
1,156.4 |
1.1 |
0.1% |
1,136.0 |
High |
1,161.0 |
1,174.0 |
13.0 |
1.1% |
1,159.4 |
Low |
1,152.8 |
1,148.3 |
-4.5 |
-0.4% |
1,125.9 |
Close |
1,155.3 |
1,163.5 |
8.2 |
0.7% |
1,155.0 |
Range |
8.2 |
25.7 |
17.5 |
213.4% |
33.5 |
ATR |
15.1 |
15.9 |
0.8 |
5.0% |
0.0 |
Volume |
4,028 |
2,623 |
-1,405 |
-34.9% |
13,986 |
|
Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,239.0 |
1,227.0 |
1,177.6 |
|
R3 |
1,213.3 |
1,201.3 |
1,170.6 |
|
R2 |
1,187.6 |
1,187.6 |
1,168.2 |
|
R1 |
1,175.6 |
1,175.6 |
1,165.9 |
1,181.6 |
PP |
1,161.9 |
1,161.9 |
1,161.9 |
1,165.0 |
S1 |
1,149.9 |
1,149.9 |
1,161.1 |
1,155.9 |
S2 |
1,136.2 |
1,136.2 |
1,158.8 |
|
S3 |
1,110.5 |
1,124.2 |
1,156.4 |
|
S4 |
1,084.8 |
1,098.5 |
1,149.4 |
|
|
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 |
1,174.0 |
1,133.5 |
40.5 |
3.5% |
17.3 |
1.5% |
74% |
True |
False |
3,307 |
10 |
1,174.0 |
1,125.9 |
48.1 |
4.1% |
16.0 |
1.4% |
78% |
True |
False |
2,796 |
20 |
1,174.0 |
1,104.3 |
69.7 |
6.0% |
14.8 |
1.3% |
85% |
True |
False |
2,188 |
40 |
1,174.0 |
1,087.8 |
86.2 |
7.4% |
15.1 |
1.3% |
88% |
True |
False |
2,105 |
60 |
1,174.0 |
1,050.0 |
124.0 |
10.7% |
16.5 |
1.4% |
92% |
True |
False |
1,852 |
80 |
1,174.0 |
1,050.0 |
124.0 |
10.7% |
16.1 |
1.4% |
92% |
True |
False |
1,605 |
100 |
1,230.7 |
1,050.0 |
180.7 |
15.5% |
16.5 |
1.4% |
63% |
False |
False |
1,427 |
120 |
1,230.7 |
1,050.0 |
180.7 |
15.5% |
15.7 |
1.3% |
63% |
False |
False |
1,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,283.2 |
2.618 |
1,241.3 |
1.618 |
1,215.6 |
1.000 |
1,199.7 |
0.618 |
1,189.9 |
HIGH |
1,174.0 |
0.618 |
1,164.2 |
0.500 |
1,161.2 |
0.382 |
1,158.1 |
LOW |
1,148.3 |
0.618 |
1,132.4 |
1.000 |
1,122.6 |
1.618 |
1,106.7 |
2.618 |
1,081.0 |
4.250 |
1,039.1 |
|
|
Fisher Pivots for day following 27-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,162.7 |
1,160.8 |
PP |
1,161.9 |
1,158.2 |
S1 |
1,161.2 |
1,155.5 |
|