| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,133.9 |
1,136.4 |
2.5 |
0.2% |
1,168.5 |
| High |
1,137.1 |
1,145.8 |
8.7 |
0.8% |
1,168.5 |
| Low |
1,124.0 |
1,136.0 |
12.0 |
1.1% |
1,130.4 |
| Close |
1,135.2 |
1,138.6 |
3.4 |
0.3% |
1,136.3 |
| Range |
13.1 |
9.8 |
-3.3 |
-25.2% |
38.1 |
| ATR |
16.0 |
15.6 |
-0.4 |
-2.4% |
0.0 |
| Volume |
483 |
145 |
-338 |
-70.0% |
1,607 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,169.5 |
1,163.9 |
1,144.0 |
|
| R3 |
1,159.7 |
1,154.1 |
1,141.3 |
|
| R2 |
1,149.9 |
1,149.9 |
1,140.4 |
|
| R1 |
1,144.3 |
1,144.3 |
1,139.5 |
1,147.1 |
| PP |
1,140.1 |
1,140.1 |
1,140.1 |
1,141.6 |
| S1 |
1,134.5 |
1,134.5 |
1,137.7 |
1,137.3 |
| S2 |
1,130.3 |
1,130.3 |
1,136.8 |
|
| S3 |
1,120.5 |
1,124.7 |
1,135.9 |
|
| S4 |
1,110.7 |
1,114.9 |
1,133.2 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,259.4 |
1,235.9 |
1,157.3 |
|
| R3 |
1,221.3 |
1,197.8 |
1,146.8 |
|
| R2 |
1,183.2 |
1,183.2 |
1,143.3 |
|
| R1 |
1,159.7 |
1,159.7 |
1,139.8 |
1,152.4 |
| PP |
1,145.1 |
1,145.1 |
1,145.1 |
1,141.4 |
| S1 |
1,121.6 |
1,121.6 |
1,132.8 |
1,114.3 |
| S2 |
1,107.0 |
1,107.0 |
1,129.3 |
|
| S3 |
1,068.9 |
1,083.5 |
1,125.8 |
|
| S4 |
1,030.8 |
1,045.4 |
1,115.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,160.6 |
1,124.0 |
36.6 |
3.2% |
14.1 |
1.2% |
40% |
False |
False |
249 |
| 10 |
1,168.5 |
1,124.0 |
44.5 |
3.9% |
13.8 |
1.2% |
33% |
False |
False |
632 |
| 20 |
1,168.5 |
1,084.8 |
83.7 |
7.4% |
14.5 |
1.3% |
64% |
False |
False |
52,422 |
| 40 |
1,168.5 |
1,084.8 |
83.7 |
7.4% |
16.0 |
1.4% |
64% |
False |
False |
103,422 |
| 60 |
1,168.5 |
1,044.5 |
124.0 |
10.9% |
18.4 |
1.6% |
76% |
False |
False |
123,266 |
| 80 |
1,168.5 |
1,044.5 |
124.0 |
10.9% |
18.7 |
1.6% |
76% |
False |
False |
96,817 |
| 100 |
1,229.0 |
1,044.5 |
184.5 |
16.2% |
20.8 |
1.8% |
51% |
False |
False |
78,375 |
| 120 |
1,229.0 |
1,029.0 |
200.0 |
17.6% |
20.0 |
1.8% |
55% |
False |
False |
65,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,187.5 |
|
2.618 |
1,171.5 |
|
1.618 |
1,161.7 |
|
1.000 |
1,155.6 |
|
0.618 |
1,151.9 |
|
HIGH |
1,145.8 |
|
0.618 |
1,142.1 |
|
0.500 |
1,140.9 |
|
0.382 |
1,139.7 |
|
LOW |
1,136.0 |
|
0.618 |
1,129.9 |
|
1.000 |
1,126.2 |
|
1.618 |
1,120.1 |
|
2.618 |
1,110.3 |
|
4.250 |
1,094.4 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,140.9 |
1,142.0 |
| PP |
1,140.1 |
1,140.9 |
| S1 |
1,139.4 |
1,139.7 |
|