| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,935.0 |
2,944.0 |
9.0 |
0.3% |
2,921.0 |
| High |
2,952.0 |
2,956.0 |
4.0 |
0.1% |
2,928.0 |
| Low |
2,927.0 |
2,916.0 |
-11.0 |
-0.4% |
2,851.0 |
| Close |
2,941.0 |
2,941.0 |
0.0 |
0.0% |
2,923.0 |
| Range |
25.0 |
40.0 |
15.0 |
60.0% |
77.0 |
| ATR |
42.6 |
42.4 |
-0.2 |
-0.4% |
0.0 |
| Volume |
1,026,995 |
985,109 |
-41,886 |
-4.1% |
3,739,869 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,057.7 |
3,039.3 |
2,963.0 |
|
| R3 |
3,017.7 |
2,999.3 |
2,952.0 |
|
| R2 |
2,977.7 |
2,977.7 |
2,948.3 |
|
| R1 |
2,959.3 |
2,959.3 |
2,944.7 |
2,948.5 |
| PP |
2,937.7 |
2,937.7 |
2,937.7 |
2,932.3 |
| S1 |
2,919.3 |
2,919.3 |
2,937.3 |
2,908.5 |
| S2 |
2,897.7 |
2,897.7 |
2,933.7 |
|
| S3 |
2,857.7 |
2,879.3 |
2,930.0 |
|
| S4 |
2,817.7 |
2,839.3 |
2,919.0 |
|
|
| 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 |
2,956.0 |
2,885.0 |
71.0 |
2.4% |
34.4 |
1.2% |
79% |
True |
False |
954,767 |
| 10 |
2,956.0 |
2,837.0 |
119.0 |
4.0% |
36.5 |
1.2% |
87% |
True |
False |
965,776 |
| 20 |
2,956.0 |
2,776.0 |
180.0 |
6.1% |
38.6 |
1.3% |
92% |
True |
False |
1,021,373 |
| 40 |
2,956.0 |
2,604.0 |
352.0 |
12.0% |
40.0 |
1.4% |
96% |
True |
False |
570,356 |
| 60 |
2,956.0 |
2,528.0 |
428.0 |
14.6% |
49.7 |
1.7% |
96% |
True |
False |
381,071 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.2% |
46.5 |
1.6% |
92% |
False |
False |
286,732 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.2% |
45.9 |
1.6% |
92% |
False |
False |
230,161 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.2% |
46.6 |
1.6% |
92% |
False |
False |
191,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,126.0 |
|
2.618 |
3,060.7 |
|
1.618 |
3,020.7 |
|
1.000 |
2,996.0 |
|
0.618 |
2,980.7 |
|
HIGH |
2,956.0 |
|
0.618 |
2,940.7 |
|
0.500 |
2,936.0 |
|
0.382 |
2,931.3 |
|
LOW |
2,916.0 |
|
0.618 |
2,891.3 |
|
1.000 |
2,876.0 |
|
1.618 |
2,851.3 |
|
2.618 |
2,811.3 |
|
4.250 |
2,746.0 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,939.3 |
2,937.7 |
| PP |
2,937.7 |
2,934.3 |
| S1 |
2,936.0 |
2,931.0 |
|