Trading Metrics calculated at close of trading on 15-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
11,020.70 |
11,122.96 |
102.26 |
0.9% |
10,927.45 |
High |
11,125.22 |
11,154.55 |
29.33 |
0.3% |
11,000.98 |
Low |
11,020.63 |
11,096.20 |
75.57 |
0.7% |
10,844.09 |
Close |
11,123.11 |
11,144.57 |
21.46 |
0.2% |
10,997.35 |
Range |
104.59 |
58.35 |
-46.24 |
-44.2% |
156.89 |
ATR |
89.19 |
86.99 |
-2.20 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,306.82 |
11,284.05 |
11,176.66 |
|
R3 |
11,248.47 |
11,225.70 |
11,160.62 |
|
R2 |
11,190.12 |
11,190.12 |
11,155.27 |
|
R1 |
11,167.35 |
11,167.35 |
11,149.92 |
11,178.74 |
PP |
11,131.77 |
11,131.77 |
11,131.77 |
11,137.47 |
S1 |
11,109.00 |
11,109.00 |
11,139.22 |
11,120.39 |
S2 |
11,073.42 |
11,073.42 |
11,133.87 |
|
S3 |
11,015.07 |
11,050.65 |
11,128.52 |
|
S4 |
10,956.72 |
10,992.30 |
11,112.48 |
|
|
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 |
11,154.55 |
10,926.92 |
227.63 |
2.0% |
73.14 |
0.7% |
96% |
True |
False |
|
10 |
11,154.55 |
10,844.09 |
310.46 |
2.8% |
81.12 |
0.7% |
97% |
True |
False |
|
20 |
11,154.55 |
10,694.22 |
460.33 |
4.1% |
85.43 |
0.8% |
98% |
True |
False |
|
40 |
11,154.55 |
10,185.83 |
968.72 |
8.7% |
87.95 |
0.8% |
99% |
True |
False |
|
60 |
11,154.55 |
9,835.09 |
1,319.46 |
11.8% |
113.67 |
1.0% |
99% |
True |
False |
|
80 |
11,154.55 |
9,835.09 |
1,319.46 |
11.8% |
107.12 |
1.0% |
99% |
True |
False |
|
100 |
11,154.55 |
9,835.09 |
1,319.46 |
11.8% |
109.23 |
1.0% |
99% |
True |
False |
|
120 |
11,154.55 |
9,678.95 |
1,475.60 |
13.2% |
116.14 |
1.0% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,402.54 |
2.618 |
11,307.31 |
1.618 |
11,248.96 |
1.000 |
11,212.90 |
0.618 |
11,190.61 |
HIGH |
11,154.55 |
0.618 |
11,132.26 |
0.500 |
11,125.38 |
0.382 |
11,118.49 |
LOW |
11,096.20 |
0.618 |
11,060.14 |
1.000 |
11,037.85 |
1.618 |
11,001.79 |
2.618 |
10,943.44 |
4.250 |
10,848.21 |
|
|
Fisher Pivots for day following 15-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
11,138.17 |
11,113.43 |
PP |
11,131.77 |
11,082.30 |
S1 |
11,125.38 |
11,051.16 |
|