Trading Metrics calculated at close of trading on 21-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
11,093.11 |
11,116.91 |
23.80 |
0.2% |
10,996.75 |
High |
11,146.08 |
11,153.72 |
7.64 |
0.1% |
11,154.55 |
Low |
11,081.47 |
11,071.34 |
-10.13 |
-0.1% |
10,947.77 |
Close |
11,117.06 |
11,124.92 |
7.86 |
0.1% |
11,018.66 |
Range |
64.61 |
82.38 |
17.77 |
27.5% |
206.78 |
ATR |
93.13 |
92.37 |
-0.77 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,363.80 |
11,326.74 |
11,170.23 |
|
R3 |
11,281.42 |
11,244.36 |
11,147.57 |
|
R2 |
11,199.04 |
11,199.04 |
11,140.02 |
|
R1 |
11,161.98 |
11,161.98 |
11,132.47 |
11,180.51 |
PP |
11,116.66 |
11,116.66 |
11,116.66 |
11,125.93 |
S1 |
11,079.60 |
11,079.60 |
11,117.37 |
11,098.13 |
S2 |
11,034.28 |
11,034.28 |
11,109.82 |
|
S3 |
10,951.90 |
10,997.22 |
11,102.27 |
|
S4 |
10,869.52 |
10,914.84 |
11,079.61 |
|
|
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 |
10,973.92 |
180.63 |
1.6% |
100.53 |
0.9% |
84% |
False |
False |
|
10 |
11,154.55 |
10,844.09 |
310.46 |
2.8% |
91.53 |
0.8% |
90% |
False |
False |
|
20 |
11,154.55 |
10,816.43 |
338.12 |
3.0% |
87.38 |
0.8% |
91% |
False |
False |
|
40 |
11,154.55 |
10,185.83 |
968.72 |
8.7% |
88.57 |
0.8% |
97% |
False |
False |
|
60 |
11,154.55 |
9,835.09 |
1,319.46 |
11.9% |
108.41 |
1.0% |
98% |
False |
False |
|
80 |
11,154.55 |
9,835.09 |
1,319.46 |
11.9% |
108.22 |
1.0% |
98% |
False |
False |
|
100 |
11,154.55 |
9,835.09 |
1,319.46 |
11.9% |
108.57 |
1.0% |
98% |
False |
False |
|
120 |
11,154.55 |
9,678.95 |
1,475.60 |
13.3% |
114.03 |
1.0% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,503.84 |
2.618 |
11,369.39 |
1.618 |
11,287.01 |
1.000 |
11,236.10 |
0.618 |
11,204.63 |
HIGH |
11,153.72 |
0.618 |
11,122.25 |
0.500 |
11,112.53 |
0.382 |
11,102.81 |
LOW |
11,071.34 |
0.618 |
11,020.43 |
1.000 |
10,988.96 |
1.618 |
10,938.05 |
2.618 |
10,855.67 |
4.250 |
10,721.23 |
|
|
Fisher Pivots for day following 21-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
11,120.79 |
11,105.21 |
PP |
11,116.66 |
11,085.50 |
S1 |
11,112.53 |
11,065.79 |
|