| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,925.0 |
2,873.0 |
-52.0 |
-1.8% |
2,940.0 |
| High |
2,927.0 |
2,895.0 |
-32.0 |
-1.1% |
2,956.0 |
| Low |
2,866.0 |
2,811.0 |
-55.0 |
-1.9% |
2,865.0 |
| Close |
2,874.0 |
2,831.0 |
-43.0 |
-1.5% |
2,878.0 |
| Range |
61.0 |
84.0 |
23.0 |
37.7% |
91.0 |
| ATR |
46.4 |
49.1 |
2.7 |
5.8% |
0.0 |
| Volume |
1,171,914 |
1,832,241 |
660,327 |
56.3% |
5,791,338 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,097.7 |
3,048.3 |
2,877.2 |
|
| R3 |
3,013.7 |
2,964.3 |
2,854.1 |
|
| R2 |
2,929.7 |
2,929.7 |
2,846.4 |
|
| R1 |
2,880.3 |
2,880.3 |
2,838.7 |
2,863.0 |
| PP |
2,845.7 |
2,845.7 |
2,845.7 |
2,837.0 |
| S1 |
2,796.3 |
2,796.3 |
2,823.3 |
2,779.0 |
| S2 |
2,761.7 |
2,761.7 |
2,815.6 |
|
| S3 |
2,677.7 |
2,712.3 |
2,807.9 |
|
| S4 |
2,593.7 |
2,628.3 |
2,784.8 |
|
|
| 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 |
2,955.0 |
2,811.0 |
144.0 |
5.1% |
63.6 |
2.2% |
14% |
False |
True |
1,500,809 |
| 10 |
2,956.0 |
2,811.0 |
145.0 |
5.1% |
49.0 |
1.7% |
14% |
False |
True |
1,227,788 |
| 20 |
2,956.0 |
2,797.0 |
159.0 |
5.6% |
44.4 |
1.6% |
21% |
False |
False |
1,118,154 |
| 40 |
2,956.0 |
2,604.0 |
352.0 |
12.4% |
42.1 |
1.5% |
64% |
False |
False |
756,820 |
| 60 |
2,956.0 |
2,528.0 |
428.0 |
15.1% |
48.3 |
1.7% |
71% |
False |
False |
505,978 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
47.8 |
1.7% |
68% |
False |
False |
379,875 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
47.9 |
1.7% |
68% |
False |
False |
305,170 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
46.8 |
1.7% |
68% |
False |
False |
254,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,252.0 |
|
2.618 |
3,114.9 |
|
1.618 |
3,030.9 |
|
1.000 |
2,979.0 |
|
0.618 |
2,946.9 |
|
HIGH |
2,895.0 |
|
0.618 |
2,862.9 |
|
0.500 |
2,853.0 |
|
0.382 |
2,843.1 |
|
LOW |
2,811.0 |
|
0.618 |
2,759.1 |
|
1.000 |
2,727.0 |
|
1.618 |
2,675.1 |
|
2.618 |
2,591.1 |
|
4.250 |
2,454.0 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,853.0 |
2,869.0 |
| PP |
2,845.7 |
2,856.3 |
| S1 |
2,838.3 |
2,843.7 |
|