Trading Metrics calculated at close of trading on 16-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
11,122.96 |
11,143.66 |
20.70 |
0.2% |
10,996.75 |
High |
11,154.55 |
11,153.79 |
-0.76 |
0.0% |
11,154.55 |
Low |
11,096.20 |
10,973.92 |
-122.28 |
-1.1% |
10,947.77 |
Close |
11,144.57 |
11,018.66 |
-125.91 |
-1.1% |
11,018.66 |
Range |
58.35 |
179.87 |
121.52 |
208.3% |
206.78 |
ATR |
86.99 |
93.63 |
6.63 |
7.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,588.40 |
11,483.40 |
11,117.59 |
|
R3 |
11,408.53 |
11,303.53 |
11,068.12 |
|
R2 |
11,228.66 |
11,228.66 |
11,051.64 |
|
R1 |
11,123.66 |
11,123.66 |
11,035.15 |
11,086.23 |
PP |
11,048.79 |
11,048.79 |
11,048.79 |
11,030.07 |
S1 |
10,943.79 |
10,943.79 |
11,002.17 |
10,906.36 |
S2 |
10,868.92 |
10,868.92 |
10,985.68 |
|
S3 |
10,689.05 |
10,763.92 |
10,969.20 |
|
S4 |
10,509.18 |
10,584.05 |
10,919.73 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,660.67 |
11,546.44 |
11,132.39 |
|
R3 |
11,453.89 |
11,339.66 |
11,075.52 |
|
R2 |
11,247.11 |
11,247.11 |
11,056.57 |
|
R1 |
11,132.88 |
11,132.88 |
11,037.61 |
11,190.00 |
PP |
11,040.33 |
11,040.33 |
11,040.33 |
11,068.88 |
S1 |
10,926.10 |
10,926.10 |
10,999.71 |
10,983.22 |
S2 |
10,833.55 |
10,833.55 |
10,980.75 |
|
S3 |
10,626.77 |
10,719.32 |
10,961.80 |
|
S4 |
10,419.99 |
10,512.54 |
10,904.93 |
|
|
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 |
10,947.77 |
206.78 |
1.9% |
94.30 |
0.9% |
34% |
False |
False |
|
10 |
11,154.55 |
10,844.09 |
310.46 |
2.8% |
89.20 |
0.8% |
56% |
False |
False |
|
20 |
11,154.55 |
10,694.22 |
460.33 |
4.2% |
91.63 |
0.8% |
70% |
False |
False |
|
40 |
11,154.55 |
10,185.83 |
968.72 |
8.8% |
89.64 |
0.8% |
86% |
False |
False |
|
60 |
11,154.55 |
9,835.09 |
1,319.46 |
12.0% |
113.29 |
1.0% |
90% |
False |
False |
|
80 |
11,154.55 |
9,835.09 |
1,319.46 |
12.0% |
108.01 |
1.0% |
90% |
False |
False |
|
100 |
11,154.55 |
9,835.09 |
1,319.46 |
12.0% |
109.34 |
1.0% |
90% |
False |
False |
|
120 |
11,154.55 |
9,678.95 |
1,475.60 |
13.4% |
116.07 |
1.1% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,918.24 |
2.618 |
11,624.69 |
1.618 |
11,444.82 |
1.000 |
11,333.66 |
0.618 |
11,264.95 |
HIGH |
11,153.79 |
0.618 |
11,085.08 |
0.500 |
11,063.86 |
0.382 |
11,042.63 |
LOW |
10,973.92 |
0.618 |
10,862.76 |
1.000 |
10,794.05 |
1.618 |
10,682.89 |
2.618 |
10,503.02 |
4.250 |
10,209.47 |
|
|
Fisher Pivots for day following 16-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
11,063.86 |
11,064.24 |
PP |
11,048.79 |
11,049.04 |
S1 |
11,033.73 |
11,033.85 |
|