Trading Metrics calculated at close of trading on 30-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,170.2 |
1,170.5 |
0.3 |
0.0% |
1,155.3 |
High |
1,172.8 |
1,183.3 |
10.5 |
0.9% |
1,183.3 |
Low |
1,163.9 |
1,169.8 |
5.9 |
0.5% |
1,148.3 |
Close |
1,170.2 |
1,182.1 |
11.9 |
1.0% |
1,182.1 |
Range |
8.9 |
13.5 |
4.6 |
51.7% |
35.0 |
ATR |
15.3 |
15.2 |
-0.1 |
-0.8% |
0.0 |
Volume |
3,568 |
3,201 |
-367 |
-10.3% |
18,092 |
|
Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,218.9 |
1,214.0 |
1,189.5 |
|
R3 |
1,205.4 |
1,200.5 |
1,185.8 |
|
R2 |
1,191.9 |
1,191.9 |
1,184.6 |
|
R1 |
1,187.0 |
1,187.0 |
1,183.3 |
1,189.5 |
PP |
1,178.4 |
1,178.4 |
1,178.4 |
1,179.6 |
S1 |
1,173.5 |
1,173.5 |
1,180.9 |
1,176.0 |
S2 |
1,164.9 |
1,164.9 |
1,179.6 |
|
S3 |
1,151.4 |
1,160.0 |
1,178.4 |
|
S4 |
1,137.9 |
1,146.5 |
1,174.7 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.2 |
1,264.2 |
1,201.4 |
|
R3 |
1,241.2 |
1,229.2 |
1,191.7 |
|
R2 |
1,206.2 |
1,206.2 |
1,188.5 |
|
R1 |
1,194.2 |
1,194.2 |
1,185.3 |
1,200.2 |
PP |
1,171.2 |
1,171.2 |
1,171.2 |
1,174.3 |
S1 |
1,159.2 |
1,159.2 |
1,178.9 |
1,165.2 |
S2 |
1,136.2 |
1,136.2 |
1,175.7 |
|
S3 |
1,101.2 |
1,124.2 |
1,172.5 |
|
S4 |
1,066.2 |
1,089.2 |
1,162.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,183.3 |
1,148.3 |
35.0 |
3.0% |
14.0 |
1.2% |
97% |
True |
False |
3,618 |
10 |
1,183.3 |
1,125.9 |
57.4 |
4.9% |
14.7 |
1.2% |
98% |
True |
False |
3,207 |
20 |
1,183.3 |
1,123.8 |
59.5 |
5.0% |
14.6 |
1.2% |
98% |
True |
False |
2,600 |
40 |
1,183.3 |
1,087.8 |
95.5 |
8.1% |
14.9 |
1.3% |
99% |
True |
False |
2,268 |
60 |
1,183.3 |
1,050.0 |
133.3 |
11.3% |
16.4 |
1.4% |
99% |
True |
False |
2,003 |
80 |
1,183.3 |
1,050.0 |
133.3 |
11.3% |
16.2 |
1.4% |
99% |
True |
False |
1,731 |
100 |
1,183.3 |
1,050.0 |
133.3 |
11.3% |
15.9 |
1.3% |
99% |
True |
False |
1,516 |
120 |
1,230.7 |
1,050.0 |
180.7 |
15.3% |
15.6 |
1.3% |
73% |
False |
False |
1,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,240.7 |
2.618 |
1,218.6 |
1.618 |
1,205.1 |
1.000 |
1,196.8 |
0.618 |
1,191.6 |
HIGH |
1,183.3 |
0.618 |
1,178.1 |
0.500 |
1,176.6 |
0.382 |
1,175.0 |
LOW |
1,169.8 |
0.618 |
1,161.5 |
1.000 |
1,156.3 |
1.618 |
1,148.0 |
2.618 |
1,134.5 |
4.250 |
1,112.4 |
|
|
Fisher Pivots for day following 30-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,180.3 |
1,179.1 |
PP |
1,178.4 |
1,176.0 |
S1 |
1,176.6 |
1,173.0 |
|