| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,880.0 |
2,925.0 |
45.0 |
1.6% |
2,940.0 |
| High |
2,918.0 |
2,927.0 |
9.0 |
0.3% |
2,956.0 |
| Low |
2,866.0 |
2,866.0 |
0.0 |
0.0% |
2,865.0 |
| Close |
2,910.0 |
2,874.0 |
-36.0 |
-1.2% |
2,878.0 |
| Range |
52.0 |
61.0 |
9.0 |
17.3% |
91.0 |
| ATR |
45.3 |
46.4 |
1.1 |
2.5% |
0.0 |
| Volume |
1,213,405 |
1,171,914 |
-41,491 |
-3.4% |
5,791,338 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,072.0 |
3,034.0 |
2,907.6 |
|
| R3 |
3,011.0 |
2,973.0 |
2,890.8 |
|
| R2 |
2,950.0 |
2,950.0 |
2,885.2 |
|
| R1 |
2,912.0 |
2,912.0 |
2,879.6 |
2,900.5 |
| PP |
2,889.0 |
2,889.0 |
2,889.0 |
2,883.3 |
| S1 |
2,851.0 |
2,851.0 |
2,868.4 |
2,839.5 |
| S2 |
2,828.0 |
2,828.0 |
2,862.8 |
|
| S3 |
2,767.0 |
2,790.0 |
2,857.2 |
|
| S4 |
2,706.0 |
2,729.0 |
2,840.5 |
|
|
| 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% |
54.8 |
1.9% |
21% |
False |
False |
1,331,383 |
| 10 |
2,956.0 |
2,851.0 |
105.0 |
3.7% |
44.8 |
1.6% |
22% |
False |
False |
1,161,871 |
| 20 |
2,956.0 |
2,797.0 |
159.0 |
5.5% |
42.3 |
1.5% |
48% |
False |
False |
1,079,420 |
| 40 |
2,956.0 |
2,604.0 |
352.0 |
12.2% |
41.9 |
1.5% |
77% |
False |
False |
711,116 |
| 60 |
2,956.0 |
2,528.0 |
428.0 |
14.9% |
48.1 |
1.7% |
81% |
False |
False |
475,444 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
47.2 |
1.6% |
77% |
False |
False |
356,980 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
47.4 |
1.6% |
77% |
False |
False |
286,868 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
46.6 |
1.6% |
77% |
False |
False |
239,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,186.3 |
|
2.618 |
3,086.7 |
|
1.618 |
3,025.7 |
|
1.000 |
2,988.0 |
|
0.618 |
2,964.7 |
|
HIGH |
2,927.0 |
|
0.618 |
2,903.7 |
|
0.500 |
2,896.5 |
|
0.382 |
2,889.3 |
|
LOW |
2,866.0 |
|
0.618 |
2,828.3 |
|
1.000 |
2,805.0 |
|
1.618 |
2,767.3 |
|
2.618 |
2,706.3 |
|
4.250 |
2,606.8 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,896.5 |
2,889.5 |
| PP |
2,889.0 |
2,884.3 |
| S1 |
2,881.5 |
2,879.2 |
|