| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,926.0 |
2,865.0 |
-61.0 |
-2.1% |
2,940.0 |
| High |
2,955.0 |
2,883.0 |
-72.0 |
-2.4% |
2,956.0 |
| Low |
2,865.0 |
2,852.0 |
-13.0 |
-0.5% |
2,865.0 |
| Close |
2,878.0 |
2,867.0 |
-11.0 |
-0.4% |
2,878.0 |
| Range |
90.0 |
31.0 |
-59.0 |
-65.6% |
91.0 |
| ATR |
45.8 |
44.7 |
-1.1 |
-2.3% |
0.0 |
| Volume |
1,988,372 |
1,298,117 |
-690,255 |
-34.7% |
5,791,338 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,960.3 |
2,944.7 |
2,884.1 |
|
| R3 |
2,929.3 |
2,913.7 |
2,875.5 |
|
| R2 |
2,898.3 |
2,898.3 |
2,872.7 |
|
| R1 |
2,882.7 |
2,882.7 |
2,869.8 |
2,890.5 |
| PP |
2,867.3 |
2,867.3 |
2,867.3 |
2,871.3 |
| S1 |
2,851.7 |
2,851.7 |
2,864.2 |
2,859.5 |
| S2 |
2,836.3 |
2,836.3 |
2,861.3 |
|
| S3 |
2,805.3 |
2,820.7 |
2,858.5 |
|
| S4 |
2,774.3 |
2,789.7 |
2,850.0 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,172.7 |
3,116.3 |
2,928.1 |
|
| R3 |
3,081.7 |
3,025.3 |
2,903.0 |
|
| R2 |
2,990.7 |
2,990.7 |
2,894.7 |
|
| R1 |
2,934.3 |
2,934.3 |
2,886.3 |
2,917.0 |
| PP |
2,899.7 |
2,899.7 |
2,899.7 |
2,891.0 |
| S1 |
2,843.3 |
2,843.3 |
2,869.7 |
2,826.0 |
| S2 |
2,808.7 |
2,808.7 |
2,861.3 |
|
| S3 |
2,717.7 |
2,752.3 |
2,853.0 |
|
| S4 |
2,626.7 |
2,661.3 |
2,828.0 |
|
|
| 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 |
2,852.0 |
104.0 |
3.6% |
43.4 |
1.5% |
14% |
False |
True |
1,236,686 |
| 10 |
2,956.0 |
2,851.0 |
105.0 |
3.7% |
40.6 |
1.4% |
15% |
False |
False |
1,082,932 |
| 20 |
2,956.0 |
2,776.0 |
180.0 |
6.3% |
41.8 |
1.5% |
51% |
False |
False |
1,085,201 |
| 40 |
2,956.0 |
2,604.0 |
352.0 |
12.3% |
40.9 |
1.4% |
75% |
False |
False |
651,592 |
| 60 |
2,956.0 |
2,528.0 |
428.0 |
14.9% |
48.6 |
1.7% |
79% |
False |
False |
435,799 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
46.8 |
1.6% |
76% |
False |
False |
327,169 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
46.8 |
1.6% |
76% |
False |
False |
263,025 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
46.6 |
1.6% |
76% |
False |
False |
219,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,014.8 |
|
2.618 |
2,964.2 |
|
1.618 |
2,933.2 |
|
1.000 |
2,914.0 |
|
0.618 |
2,902.2 |
|
HIGH |
2,883.0 |
|
0.618 |
2,871.2 |
|
0.500 |
2,867.5 |
|
0.382 |
2,863.8 |
|
LOW |
2,852.0 |
|
0.618 |
2,832.8 |
|
1.000 |
2,821.0 |
|
1.618 |
2,801.8 |
|
2.618 |
2,770.8 |
|
4.250 |
2,720.3 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,867.5 |
2,904.0 |
| PP |
2,867.3 |
2,891.7 |
| S1 |
2,867.2 |
2,879.3 |
|