Trading Metrics calculated at close of trading on 28-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
11,203.67 |
10,988.87 |
-214.80 |
-1.9% |
11,018.36 |
High |
11,218.86 |
11,078.52 |
-140.34 |
-1.3% |
11,205.64 |
Low |
10,973.17 |
10,965.38 |
-7.79 |
-0.1% |
10,977.85 |
Close |
10,991.99 |
11,045.27 |
53.28 |
0.5% |
11,204.28 |
Range |
245.69 |
113.14 |
-132.55 |
-54.0% |
227.79 |
ATR |
104.68 |
105.28 |
0.60 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,369.14 |
11,320.35 |
11,107.50 |
|
R3 |
11,256.00 |
11,207.21 |
11,076.38 |
|
R2 |
11,142.86 |
11,142.86 |
11,066.01 |
|
R1 |
11,094.07 |
11,094.07 |
11,055.64 |
11,118.47 |
PP |
11,029.72 |
11,029.72 |
11,029.72 |
11,041.92 |
S1 |
10,980.93 |
10,980.93 |
11,034.90 |
11,005.33 |
S2 |
10,916.58 |
10,916.58 |
11,024.53 |
|
S3 |
10,803.44 |
10,867.79 |
11,014.16 |
|
S4 |
10,690.30 |
10,754.65 |
10,983.04 |
|
|
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% |
132.53 |
1.2% |
27% |
False |
True |
|
10 |
11,258.01 |
10,965.38 |
292.63 |
2.6% |
116.53 |
1.1% |
27% |
False |
True |
|
20 |
11,258.01 |
10,832.83 |
425.18 |
3.8% |
99.64 |
0.9% |
50% |
False |
False |
|
40 |
11,258.01 |
10,376.58 |
881.43 |
8.0% |
91.96 |
0.8% |
76% |
False |
False |
|
60 |
11,258.01 |
9,835.09 |
1,422.92 |
12.9% |
106.09 |
1.0% |
85% |
False |
False |
|
80 |
11,258.01 |
9,835.09 |
1,422.92 |
12.9% |
112.52 |
1.0% |
85% |
False |
False |
|
100 |
11,258.01 |
9,835.09 |
1,422.92 |
12.9% |
108.87 |
1.0% |
85% |
False |
False |
|
120 |
11,258.01 |
9,767.14 |
1,490.87 |
13.5% |
112.08 |
1.0% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,559.37 |
2.618 |
11,374.72 |
1.618 |
11,261.58 |
1.000 |
11,191.66 |
0.618 |
11,148.44 |
HIGH |
11,078.52 |
0.618 |
11,035.30 |
0.500 |
11,021.95 |
0.382 |
11,008.60 |
LOW |
10,965.38 |
0.618 |
10,895.46 |
1.000 |
10,852.24 |
1.618 |
10,782.32 |
2.618 |
10,669.18 |
4.250 |
10,484.54 |
|
|
Fisher Pivots for day following 28-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
11,037.50 |
11,111.70 |
PP |
11,029.72 |
11,089.55 |
S1 |
11,021.95 |
11,067.41 |
|