Trading Metrics calculated at close of trading on 30-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
11,045.64 |
11,168.23 |
122.59 |
1.1% |
11,205.11 |
High |
11,197.32 |
11,197.93 |
0.61 |
0.0% |
11,258.01 |
Low |
11,041.64 |
10,999.69 |
-41.95 |
-0.4% |
10,965.38 |
Close |
11,167.32 |
11,008.61 |
-158.71 |
-1.4% |
11,008.61 |
Range |
155.68 |
198.24 |
42.56 |
27.3% |
292.63 |
ATR |
108.88 |
115.26 |
6.38 |
5.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,663.46 |
11,534.28 |
11,117.64 |
|
R3 |
11,465.22 |
11,336.04 |
11,063.13 |
|
R2 |
11,266.98 |
11,266.98 |
11,044.95 |
|
R1 |
11,137.80 |
11,137.80 |
11,026.78 |
11,103.27 |
PP |
11,068.74 |
11,068.74 |
11,068.74 |
11,051.48 |
S1 |
10,939.56 |
10,939.56 |
10,990.44 |
10,905.03 |
S2 |
10,870.50 |
10,870.50 |
10,972.27 |
|
S3 |
10,672.26 |
10,741.32 |
10,954.09 |
|
S4 |
10,474.02 |
10,543.08 |
10,899.58 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,955.22 |
11,774.55 |
11,169.56 |
|
R3 |
11,662.59 |
11,481.92 |
11,089.08 |
|
R2 |
11,369.96 |
11,369.96 |
11,062.26 |
|
R1 |
11,189.29 |
11,189.29 |
11,035.43 |
11,133.31 |
PP |
11,077.33 |
11,077.33 |
11,077.33 |
11,049.35 |
S1 |
10,896.66 |
10,896.66 |
10,981.79 |
10,840.68 |
S2 |
10,784.70 |
10,784.70 |
10,954.96 |
|
S3 |
10,492.07 |
10,604.03 |
10,928.14 |
|
S4 |
10,199.44 |
10,311.40 |
10,847.66 |
|
|
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 |
2.7% |
156.62 |
1.4% |
15% |
False |
False |
|
10 |
11,258.01 |
10,965.38 |
292.63 |
2.7% |
128.10 |
1.2% |
15% |
False |
False |
|
20 |
11,258.01 |
10,844.09 |
413.92 |
3.8% |
108.65 |
1.0% |
40% |
False |
False |
|
40 |
11,258.01 |
10,445.05 |
812.96 |
7.4% |
96.95 |
0.9% |
69% |
False |
False |
|
60 |
11,258.01 |
9,835.09 |
1,422.92 |
12.9% |
108.38 |
1.0% |
82% |
False |
False |
|
80 |
11,258.01 |
9,835.09 |
1,422.92 |
12.9% |
113.99 |
1.0% |
82% |
False |
False |
|
100 |
11,258.01 |
9,835.09 |
1,422.92 |
12.9% |
108.79 |
1.0% |
82% |
False |
False |
|
120 |
11,258.01 |
9,835.09 |
1,422.92 |
12.9% |
111.98 |
1.0% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,040.45 |
2.618 |
11,716.92 |
1.618 |
11,518.68 |
1.000 |
11,396.17 |
0.618 |
11,320.44 |
HIGH |
11,197.93 |
0.618 |
11,122.20 |
0.500 |
11,098.81 |
0.382 |
11,075.42 |
LOW |
10,999.69 |
0.618 |
10,877.18 |
1.000 |
10,801.45 |
1.618 |
10,678.94 |
2.618 |
10,480.70 |
4.250 |
10,157.17 |
|
|
Fisher Pivots for day following 30-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
11,098.81 |
11,081.66 |
PP |
11,068.74 |
11,057.31 |
S1 |
11,038.68 |
11,032.96 |
|