| 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 |
2,865.0 |
2,880.0 |
15.0 |
0.5% |
2,940.0 |
| High |
2,883.0 |
2,918.0 |
35.0 |
1.2% |
2,956.0 |
| Low |
2,852.0 |
2,866.0 |
14.0 |
0.5% |
2,865.0 |
| Close |
2,867.0 |
2,910.0 |
43.0 |
1.5% |
2,878.0 |
| Range |
31.0 |
52.0 |
21.0 |
67.7% |
91.0 |
| ATR |
44.7 |
45.3 |
0.5 |
1.2% |
0.0 |
| Volume |
1,298,117 |
1,213,405 |
-84,712 |
-6.5% |
5,791,338 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,054.0 |
3,034.0 |
2,938.6 |
|
| R3 |
3,002.0 |
2,982.0 |
2,924.3 |
|
| R2 |
2,950.0 |
2,950.0 |
2,919.5 |
|
| R1 |
2,930.0 |
2,930.0 |
2,914.8 |
2,940.0 |
| PP |
2,898.0 |
2,898.0 |
2,898.0 |
2,903.0 |
| S1 |
2,878.0 |
2,878.0 |
2,905.2 |
2,888.0 |
| S2 |
2,846.0 |
2,846.0 |
2,900.5 |
|
| S3 |
2,794.0 |
2,826.0 |
2,895.7 |
|
| S4 |
2,742.0 |
2,774.0 |
2,881.4 |
|
|
| 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% |
47.6 |
1.6% |
56% |
False |
False |
1,302,399 |
| 10 |
2,956.0 |
2,851.0 |
105.0 |
3.6% |
42.2 |
1.5% |
56% |
False |
False |
1,128,157 |
| 20 |
2,956.0 |
2,776.0 |
180.0 |
6.2% |
41.9 |
1.4% |
74% |
False |
False |
1,079,657 |
| 40 |
2,956.0 |
2,604.0 |
352.0 |
12.1% |
41.1 |
1.4% |
87% |
False |
False |
681,903 |
| 60 |
2,956.0 |
2,528.0 |
428.0 |
14.7% |
48.0 |
1.6% |
89% |
False |
False |
455,914 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.4% |
46.7 |
1.6% |
85% |
False |
False |
342,336 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.4% |
47.1 |
1.6% |
85% |
False |
False |
275,158 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.4% |
46.4 |
1.6% |
85% |
False |
False |
229,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,139.0 |
|
2.618 |
3,054.1 |
|
1.618 |
3,002.1 |
|
1.000 |
2,970.0 |
|
0.618 |
2,950.1 |
|
HIGH |
2,918.0 |
|
0.618 |
2,898.1 |
|
0.500 |
2,892.0 |
|
0.382 |
2,885.9 |
|
LOW |
2,866.0 |
|
0.618 |
2,833.9 |
|
1.000 |
2,814.0 |
|
1.618 |
2,781.9 |
|
2.618 |
2,729.9 |
|
4.250 |
2,645.0 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,904.0 |
2,907.8 |
| PP |
2,898.0 |
2,905.7 |
| S1 |
2,892.0 |
2,903.5 |
|