Trading Metrics calculated at close of trading on 09-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
10,896.99 |
10,926.92 |
29.93 |
0.3% |
10,927.45 |
High |
10,949.36 |
11,000.98 |
51.62 |
0.5% |
11,000.98 |
Low |
10,844.09 |
10,926.92 |
82.83 |
0.8% |
10,844.09 |
Close |
10,927.07 |
10,997.35 |
70.28 |
0.6% |
10,997.35 |
Range |
105.27 |
74.06 |
-31.21 |
-29.6% |
156.89 |
ATR |
92.87 |
91.52 |
-1.34 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,197.26 |
11,171.37 |
11,038.08 |
|
R3 |
11,123.20 |
11,097.31 |
11,017.72 |
|
R2 |
11,049.14 |
11,049.14 |
11,010.93 |
|
R1 |
11,023.25 |
11,023.25 |
11,004.14 |
11,036.20 |
PP |
10,975.08 |
10,975.08 |
10,975.08 |
10,981.56 |
S1 |
10,949.19 |
10,949.19 |
10,990.56 |
10,962.14 |
S2 |
10,901.02 |
10,901.02 |
10,983.77 |
|
S3 |
10,826.96 |
10,875.13 |
10,976.98 |
|
S4 |
10,752.90 |
10,801.07 |
10,956.62 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,418.14 |
11,364.64 |
11,083.64 |
|
R3 |
11,261.25 |
11,207.75 |
11,040.49 |
|
R2 |
11,104.36 |
11,104.36 |
11,026.11 |
|
R1 |
11,050.86 |
11,050.86 |
11,011.73 |
11,077.61 |
PP |
10,947.47 |
10,947.47 |
10,947.47 |
10,960.85 |
S1 |
10,893.97 |
10,893.97 |
10,982.97 |
10,920.72 |
S2 |
10,790.58 |
10,790.58 |
10,968.59 |
|
S3 |
10,633.69 |
10,737.08 |
10,954.21 |
|
S4 |
10,476.80 |
10,580.19 |
10,911.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,000.98 |
10,844.09 |
156.89 |
1.4% |
84.10 |
0.8% |
98% |
True |
False |
|
10 |
11,000.98 |
10,816.43 |
184.55 |
1.7% |
82.79 |
0.8% |
98% |
True |
False |
|
20 |
11,000.98 |
10,570.51 |
430.47 |
3.9% |
84.73 |
0.8% |
99% |
True |
False |
|
40 |
11,000.98 |
9,976.71 |
1,024.27 |
9.3% |
95.05 |
0.9% |
100% |
True |
False |
|
60 |
11,000.98 |
9,835.09 |
1,165.89 |
10.6% |
116.11 |
1.1% |
100% |
True |
False |
|
80 |
11,000.98 |
9,835.09 |
1,165.89 |
10.6% |
107.60 |
1.0% |
100% |
True |
False |
|
100 |
11,000.98 |
9,835.09 |
1,165.89 |
10.6% |
110.61 |
1.0% |
100% |
True |
False |
|
120 |
11,000.98 |
9,678.95 |
1,322.03 |
12.0% |
118.09 |
1.1% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,315.74 |
2.618 |
11,194.87 |
1.618 |
11,120.81 |
1.000 |
11,075.04 |
0.618 |
11,046.75 |
HIGH |
11,000.98 |
0.618 |
10,972.69 |
0.500 |
10,963.95 |
0.382 |
10,955.21 |
LOW |
10,926.92 |
0.618 |
10,881.15 |
1.000 |
10,852.86 |
1.618 |
10,807.09 |
2.618 |
10,733.03 |
4.250 |
10,612.17 |
|
|
Fisher Pivots for day following 09-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
10,986.22 |
10,972.41 |
PP |
10,975.08 |
10,947.47 |
S1 |
10,963.95 |
10,922.54 |
|