Trading Metrics calculated at close of trading on 23-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
11,119.78 |
11,132.18 |
12.40 |
0.1% |
11,018.36 |
High |
11,149.86 |
11,205.64 |
55.78 |
0.5% |
11,205.64 |
Low |
11,016.40 |
11,105.65 |
89.25 |
0.8% |
10,977.85 |
Close |
11,134.29 |
11,204.28 |
69.99 |
0.6% |
11,204.28 |
Range |
133.46 |
99.99 |
-33.47 |
-25.1% |
227.79 |
ATR |
95.30 |
95.64 |
0.33 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,471.83 |
11,438.04 |
11,259.27 |
|
R3 |
11,371.84 |
11,338.05 |
11,231.78 |
|
R2 |
11,271.85 |
11,271.85 |
11,222.61 |
|
R1 |
11,238.06 |
11,238.06 |
11,213.45 |
11,254.96 |
PP |
11,171.86 |
11,171.86 |
11,171.86 |
11,180.30 |
S1 |
11,138.07 |
11,138.07 |
11,195.11 |
11,154.97 |
S2 |
11,071.87 |
11,071.87 |
11,185.95 |
|
S3 |
10,971.88 |
11,038.08 |
11,176.78 |
|
S4 |
10,871.89 |
10,938.09 |
11,149.29 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,812.63 |
11,736.24 |
11,329.56 |
|
R3 |
11,584.84 |
11,508.45 |
11,266.92 |
|
R2 |
11,357.05 |
11,357.05 |
11,246.04 |
|
R1 |
11,280.66 |
11,280.66 |
11,225.16 |
11,318.86 |
PP |
11,129.26 |
11,129.26 |
11,129.26 |
11,148.35 |
S1 |
11,052.87 |
11,052.87 |
11,183.40 |
11,091.07 |
S2 |
10,901.47 |
10,901.47 |
11,162.52 |
|
S3 |
10,673.68 |
10,825.08 |
11,141.64 |
|
S4 |
10,445.89 |
10,597.29 |
11,079.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,205.64 |
10,977.85 |
227.79 |
2.0% |
99.58 |
0.9% |
99% |
True |
False |
|
10 |
11,205.64 |
10,947.77 |
257.87 |
2.3% |
96.94 |
0.9% |
99% |
True |
False |
|
20 |
11,205.64 |
10,816.43 |
389.21 |
3.5% |
89.87 |
0.8% |
100% |
True |
False |
|
40 |
11,205.64 |
10,272.29 |
933.35 |
8.3% |
87.14 |
0.8% |
100% |
True |
False |
|
60 |
11,205.64 |
9,835.09 |
1,370.55 |
12.2% |
107.63 |
1.0% |
100% |
True |
False |
|
80 |
11,205.64 |
9,835.09 |
1,370.55 |
12.2% |
109.81 |
1.0% |
100% |
True |
False |
|
100 |
11,205.64 |
9,835.09 |
1,370.55 |
12.2% |
108.09 |
1.0% |
100% |
True |
False |
|
120 |
11,205.64 |
9,678.95 |
1,526.69 |
13.6% |
113.01 |
1.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,630.60 |
2.618 |
11,467.41 |
1.618 |
11,367.42 |
1.000 |
11,305.63 |
0.618 |
11,267.43 |
HIGH |
11,205.64 |
0.618 |
11,167.44 |
0.500 |
11,155.65 |
0.382 |
11,143.85 |
LOW |
11,105.65 |
0.618 |
11,043.86 |
1.000 |
11,005.66 |
1.618 |
10,943.87 |
2.618 |
10,843.88 |
4.250 |
10,680.69 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
11,188.07 |
11,173.19 |
PP |
11,171.86 |
11,142.11 |
S1 |
11,155.65 |
11,111.02 |
|