Trading Metrics calculated at close of trading on 29-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
10,988.87 |
11,045.64 |
56.77 |
0.5% |
11,018.36 |
High |
11,078.52 |
11,197.32 |
118.80 |
1.1% |
11,205.64 |
Low |
10,965.38 |
11,041.64 |
76.26 |
0.7% |
10,977.85 |
Close |
11,045.27 |
11,167.32 |
122.05 |
1.1% |
11,204.28 |
Range |
113.14 |
155.68 |
42.54 |
37.6% |
227.79 |
ATR |
105.28 |
108.88 |
3.60 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,602.47 |
11,540.57 |
11,252.94 |
|
R3 |
11,446.79 |
11,384.89 |
11,210.13 |
|
R2 |
11,291.11 |
11,291.11 |
11,195.86 |
|
R1 |
11,229.21 |
11,229.21 |
11,181.59 |
11,260.16 |
PP |
11,135.43 |
11,135.43 |
11,135.43 |
11,150.90 |
S1 |
11,073.53 |
11,073.53 |
11,153.05 |
11,104.48 |
S2 |
10,979.75 |
10,979.75 |
11,138.78 |
|
S3 |
10,824.07 |
10,917.85 |
11,124.51 |
|
S4 |
10,668.39 |
10,762.17 |
11,081.70 |
|
|
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 |
10,965.38 |
292.63 |
2.6% |
136.97 |
1.2% |
69% |
False |
False |
|
10 |
11,258.01 |
10,965.38 |
292.63 |
2.6% |
126.26 |
1.1% |
69% |
False |
False |
|
20 |
11,258.01 |
10,844.09 |
413.92 |
3.7% |
103.69 |
0.9% |
78% |
False |
False |
|
40 |
11,258.01 |
10,390.86 |
867.15 |
7.8% |
93.53 |
0.8% |
90% |
False |
False |
|
60 |
11,258.01 |
9,835.09 |
1,422.92 |
12.7% |
106.33 |
1.0% |
94% |
False |
False |
|
80 |
11,258.01 |
9,835.09 |
1,422.92 |
12.7% |
112.28 |
1.0% |
94% |
False |
False |
|
100 |
11,258.01 |
9,835.09 |
1,422.92 |
12.7% |
108.85 |
1.0% |
94% |
False |
False |
|
120 |
11,258.01 |
9,807.80 |
1,450.21 |
13.0% |
112.04 |
1.0% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,858.96 |
2.618 |
11,604.89 |
1.618 |
11,449.21 |
1.000 |
11,353.00 |
0.618 |
11,293.53 |
HIGH |
11,197.32 |
0.618 |
11,137.85 |
0.500 |
11,119.48 |
0.382 |
11,101.11 |
LOW |
11,041.64 |
0.618 |
10,945.43 |
1.000 |
10,885.96 |
1.618 |
10,789.75 |
2.618 |
10,634.07 |
4.250 |
10,380.00 |
|
|
Fisher Pivots for day following 29-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
11,151.37 |
11,142.25 |
PP |
11,135.43 |
11,117.19 |
S1 |
11,119.48 |
11,092.12 |
|