Trading Metrics calculated at close of trading on 13-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
10,996.75 |
11,006.72 |
9.97 |
0.1% |
10,927.45 |
High |
11,029.77 |
11,038.92 |
9.15 |
0.1% |
11,000.98 |
Low |
10,992.21 |
10,947.77 |
-44.44 |
-0.4% |
10,844.09 |
Close |
11,005.97 |
11,019.42 |
13.45 |
0.1% |
10,997.35 |
Range |
37.56 |
91.15 |
53.59 |
142.7% |
156.89 |
ATR |
87.67 |
87.92 |
0.25 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,275.49 |
11,238.60 |
11,069.55 |
|
R3 |
11,184.34 |
11,147.45 |
11,044.49 |
|
R2 |
11,093.19 |
11,093.19 |
11,036.13 |
|
R1 |
11,056.30 |
11,056.30 |
11,027.78 |
11,074.75 |
PP |
11,002.04 |
11,002.04 |
11,002.04 |
11,011.26 |
S1 |
10,965.15 |
10,965.15 |
11,011.06 |
10,983.60 |
S2 |
10,910.89 |
10,910.89 |
11,002.71 |
|
S3 |
10,819.74 |
10,874.00 |
10,994.35 |
|
S4 |
10,728.59 |
10,782.85 |
10,969.29 |
|
|
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 |
11,038.92 |
10,844.09 |
194.83 |
1.8% |
85.05 |
0.8% |
90% |
True |
False |
|
10 |
11,038.92 |
10,832.83 |
206.09 |
1.9% |
79.63 |
0.7% |
91% |
True |
False |
|
20 |
11,038.92 |
10,621.90 |
417.02 |
3.8% |
84.97 |
0.8% |
95% |
True |
False |
|
40 |
11,038.92 |
10,100.81 |
938.11 |
8.5% |
89.81 |
0.8% |
98% |
True |
False |
|
60 |
11,038.92 |
9,835.09 |
1,203.83 |
10.9% |
115.73 |
1.1% |
98% |
True |
False |
|
80 |
11,038.92 |
9,835.09 |
1,203.83 |
10.9% |
107.76 |
1.0% |
98% |
True |
False |
|
100 |
11,038.92 |
9,835.09 |
1,203.83 |
10.9% |
109.09 |
1.0% |
98% |
True |
False |
|
120 |
11,038.92 |
9,678.95 |
1,359.97 |
12.3% |
117.13 |
1.1% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,426.31 |
2.618 |
11,277.55 |
1.618 |
11,186.40 |
1.000 |
11,130.07 |
0.618 |
11,095.25 |
HIGH |
11,038.92 |
0.618 |
11,004.10 |
0.500 |
10,993.35 |
0.382 |
10,982.59 |
LOW |
10,947.77 |
0.618 |
10,891.44 |
1.000 |
10,856.62 |
1.618 |
10,800.29 |
2.618 |
10,709.14 |
4.250 |
10,560.38 |
|
|
Fisher Pivots for day following 13-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
11,010.73 |
11,007.25 |
PP |
11,002.04 |
10,995.09 |
S1 |
10,993.35 |
10,982.92 |
|