| Trading Metrics calculated at close of trading on 13-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,940.0 |
2,924.0 |
-16.0 |
-0.5% |
2,921.0 |
| High |
2,950.0 |
2,937.0 |
-13.0 |
-0.4% |
2,928.0 |
| Low |
2,916.0 |
2,906.0 |
-10.0 |
-0.3% |
2,851.0 |
| Close |
2,932.0 |
2,920.0 |
-12.0 |
-0.4% |
2,923.0 |
| Range |
34.0 |
31.0 |
-3.0 |
-8.8% |
77.0 |
| ATR |
44.3 |
43.4 |
-1.0 |
-2.1% |
0.0 |
| Volume |
906,024 |
884,838 |
-21,186 |
-2.3% |
3,739,869 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,014.0 |
2,998.0 |
2,937.1 |
|
| R3 |
2,983.0 |
2,967.0 |
2,928.5 |
|
| R2 |
2,952.0 |
2,952.0 |
2,925.7 |
|
| R1 |
2,936.0 |
2,936.0 |
2,922.8 |
2,928.5 |
| PP |
2,921.0 |
2,921.0 |
2,921.0 |
2,917.3 |
| S1 |
2,905.0 |
2,905.0 |
2,917.2 |
2,897.5 |
| S2 |
2,890.0 |
2,890.0 |
2,914.3 |
|
| S3 |
2,859.0 |
2,874.0 |
2,911.5 |
|
| S4 |
2,828.0 |
2,843.0 |
2,903.0 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,131.7 |
3,104.3 |
2,965.4 |
|
| R3 |
3,054.7 |
3,027.3 |
2,944.2 |
|
| R2 |
2,977.7 |
2,977.7 |
2,937.1 |
|
| R1 |
2,950.3 |
2,950.3 |
2,930.1 |
2,964.0 |
| PP |
2,900.7 |
2,900.7 |
2,900.7 |
2,907.5 |
| S1 |
2,873.3 |
2,873.3 |
2,915.9 |
2,887.0 |
| S2 |
2,823.7 |
2,823.7 |
2,908.9 |
|
| S3 |
2,746.7 |
2,796.3 |
2,901.8 |
|
| S4 |
2,669.7 |
2,719.3 |
2,880.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,950.0 |
2,851.0 |
99.0 |
3.4% |
36.8 |
1.3% |
70% |
False |
False |
953,914 |
| 10 |
2,950.0 |
2,837.0 |
113.0 |
3.9% |
37.1 |
1.3% |
73% |
False |
False |
925,579 |
| 20 |
2,950.0 |
2,776.0 |
174.0 |
6.0% |
38.4 |
1.3% |
83% |
False |
False |
1,001,482 |
| 40 |
2,950.0 |
2,604.0 |
346.0 |
11.8% |
40.5 |
1.4% |
91% |
False |
False |
520,175 |
| 60 |
2,950.0 |
2,528.0 |
422.0 |
14.5% |
50.3 |
1.7% |
93% |
False |
False |
347,628 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.3% |
47.0 |
1.6% |
88% |
False |
False |
262,017 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.3% |
45.5 |
1.6% |
88% |
False |
False |
210,046 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.3% |
47.0 |
1.6% |
88% |
False |
False |
175,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,068.8 |
|
2.618 |
3,018.2 |
|
1.618 |
2,987.2 |
|
1.000 |
2,968.0 |
|
0.618 |
2,956.2 |
|
HIGH |
2,937.0 |
|
0.618 |
2,925.2 |
|
0.500 |
2,921.5 |
|
0.382 |
2,917.8 |
|
LOW |
2,906.0 |
|
0.618 |
2,886.8 |
|
1.000 |
2,875.0 |
|
1.618 |
2,855.8 |
|
2.618 |
2,824.8 |
|
4.250 |
2,774.3 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,921.5 |
2,919.2 |
| PP |
2,921.0 |
2,918.3 |
| S1 |
2,920.5 |
2,917.5 |
|