Trading Metrics calculated at close of trading on 27-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
11,205.11 |
11,203.67 |
-1.44 |
0.0% |
11,018.36 |
High |
11,258.01 |
11,218.86 |
-39.15 |
-0.3% |
11,205.64 |
Low |
11,187.65 |
10,973.17 |
-214.48 |
-1.9% |
10,977.85 |
Close |
11,205.03 |
10,991.99 |
-213.04 |
-1.9% |
11,204.28 |
Range |
70.36 |
245.69 |
175.33 |
249.2% |
227.79 |
ATR |
93.83 |
104.68 |
10.85 |
11.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,798.41 |
11,640.89 |
11,127.12 |
|
R3 |
11,552.72 |
11,395.20 |
11,059.55 |
|
R2 |
11,307.03 |
11,307.03 |
11,037.03 |
|
R1 |
11,149.51 |
11,149.51 |
11,014.51 |
11,105.43 |
PP |
11,061.34 |
11,061.34 |
11,061.34 |
11,039.30 |
S1 |
10,903.82 |
10,903.82 |
10,969.47 |
10,859.74 |
S2 |
10,815.65 |
10,815.65 |
10,946.95 |
|
S3 |
10,569.96 |
10,658.13 |
10,924.43 |
|
S4 |
10,324.27 |
10,412.44 |
10,856.86 |
|
|
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 |
11,258.01 |
10,973.17 |
284.84 |
2.6% |
126.38 |
1.1% |
7% |
False |
True |
|
10 |
11,258.01 |
10,973.17 |
284.84 |
2.6% |
115.68 |
1.1% |
7% |
False |
True |
|
20 |
11,258.01 |
10,832.83 |
425.18 |
3.9% |
97.65 |
0.9% |
37% |
False |
False |
|
40 |
11,258.01 |
10,376.58 |
881.43 |
8.0% |
90.82 |
0.8% |
70% |
False |
False |
|
60 |
11,258.01 |
9,835.09 |
1,422.92 |
12.9% |
106.24 |
1.0% |
81% |
False |
False |
|
80 |
11,258.01 |
9,835.09 |
1,422.92 |
12.9% |
112.75 |
1.0% |
81% |
False |
False |
|
100 |
11,258.01 |
9,835.09 |
1,422.92 |
12.9% |
108.66 |
1.0% |
81% |
False |
False |
|
120 |
11,258.01 |
9,703.89 |
1,554.12 |
14.1% |
111.84 |
1.0% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,263.04 |
2.618 |
11,862.08 |
1.618 |
11,616.39 |
1.000 |
11,464.55 |
0.618 |
11,370.70 |
HIGH |
11,218.86 |
0.618 |
11,125.01 |
0.500 |
11,096.02 |
0.382 |
11,067.02 |
LOW |
10,973.17 |
0.618 |
10,821.33 |
1.000 |
10,727.48 |
1.618 |
10,575.64 |
2.618 |
10,329.95 |
4.250 |
9,928.99 |
|
|
Fisher Pivots for day following 27-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
11,096.02 |
11,115.59 |
PP |
11,061.34 |
11,074.39 |
S1 |
11,026.67 |
11,033.19 |
|