Trading Metrics calculated at close of trading on 19-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
11,143.66 |
11,018.36 |
-125.30 |
-1.1% |
10,996.75 |
High |
11,153.79 |
11,095.30 |
-58.49 |
-0.5% |
11,154.55 |
Low |
10,973.92 |
10,977.85 |
3.93 |
0.0% |
10,947.77 |
Close |
11,018.66 |
11,092.05 |
73.39 |
0.7% |
11,018.66 |
Range |
179.87 |
117.45 |
-62.42 |
-34.7% |
206.78 |
ATR |
93.63 |
95.33 |
1.70 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,407.42 |
11,367.18 |
11,156.65 |
|
R3 |
11,289.97 |
11,249.73 |
11,124.35 |
|
R2 |
11,172.52 |
11,172.52 |
11,113.58 |
|
R1 |
11,132.28 |
11,132.28 |
11,102.82 |
11,152.40 |
PP |
11,055.07 |
11,055.07 |
11,055.07 |
11,065.13 |
S1 |
11,014.83 |
11,014.83 |
11,081.28 |
11,034.95 |
S2 |
10,937.62 |
10,937.62 |
11,070.52 |
|
S3 |
10,820.17 |
10,897.38 |
11,059.75 |
|
S4 |
10,702.72 |
10,779.93 |
11,027.45 |
|
|
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% |
110.28 |
1.0% |
70% |
False |
False |
|
10 |
11,154.55 |
10,844.09 |
310.46 |
2.8% |
94.54 |
0.9% |
80% |
False |
False |
|
20 |
11,154.55 |
10,695.13 |
459.42 |
4.1% |
91.22 |
0.8% |
86% |
False |
False |
|
40 |
11,154.55 |
10,185.83 |
968.72 |
8.7% |
90.09 |
0.8% |
94% |
False |
False |
|
60 |
11,154.55 |
9,835.09 |
1,319.46 |
11.9% |
111.24 |
1.0% |
95% |
False |
False |
|
80 |
11,154.55 |
9,835.09 |
1,319.46 |
11.9% |
107.87 |
1.0% |
95% |
False |
False |
|
100 |
11,154.55 |
9,835.09 |
1,319.46 |
11.9% |
109.80 |
1.0% |
95% |
False |
False |
|
120 |
11,154.55 |
9,678.95 |
1,475.60 |
13.3% |
115.57 |
1.0% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,594.46 |
2.618 |
11,402.78 |
1.618 |
11,285.33 |
1.000 |
11,212.75 |
0.618 |
11,167.88 |
HIGH |
11,095.30 |
0.618 |
11,050.43 |
0.500 |
11,036.58 |
0.382 |
11,022.72 |
LOW |
10,977.85 |
0.618 |
10,905.27 |
1.000 |
10,860.40 |
1.618 |
10,787.82 |
2.618 |
10,670.37 |
4.250 |
10,478.69 |
|
|
Fisher Pivots for day following 19-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
11,073.56 |
11,082.78 |
PP |
11,055.07 |
11,073.51 |
S1 |
11,036.58 |
11,064.24 |
|