| Trading Metrics calculated at close of trading on 23-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,873.0 |
2,835.0 |
-38.0 |
-1.3% |
2,865.0 |
| High |
2,895.0 |
2,867.0 |
-28.0 |
-1.0% |
2,927.0 |
| Low |
2,811.0 |
2,811.0 |
0.0 |
0.0% |
2,811.0 |
| Close |
2,831.0 |
2,848.0 |
17.0 |
0.6% |
2,848.0 |
| Range |
84.0 |
56.0 |
-28.0 |
-33.3% |
116.0 |
| ATR |
49.1 |
49.6 |
0.5 |
1.0% |
0.0 |
| Volume |
1,832,241 |
1,285,715 |
-546,526 |
-29.8% |
6,801,392 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,010.0 |
2,985.0 |
2,878.8 |
|
| R3 |
2,954.0 |
2,929.0 |
2,863.4 |
|
| R2 |
2,898.0 |
2,898.0 |
2,858.3 |
|
| R1 |
2,873.0 |
2,873.0 |
2,853.1 |
2,885.5 |
| PP |
2,842.0 |
2,842.0 |
2,842.0 |
2,848.3 |
| S1 |
2,817.0 |
2,817.0 |
2,842.9 |
2,829.5 |
| S2 |
2,786.0 |
2,786.0 |
2,837.7 |
|
| S3 |
2,730.0 |
2,761.0 |
2,832.6 |
|
| S4 |
2,674.0 |
2,705.0 |
2,817.2 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,210.0 |
3,145.0 |
2,911.8 |
|
| R3 |
3,094.0 |
3,029.0 |
2,879.9 |
|
| R2 |
2,978.0 |
2,978.0 |
2,869.3 |
|
| R1 |
2,913.0 |
2,913.0 |
2,858.6 |
2,887.5 |
| PP |
2,862.0 |
2,862.0 |
2,862.0 |
2,849.3 |
| S1 |
2,797.0 |
2,797.0 |
2,837.4 |
2,771.5 |
| S2 |
2,746.0 |
2,746.0 |
2,826.7 |
|
| S3 |
2,630.0 |
2,681.0 |
2,816.1 |
|
| S4 |
2,514.0 |
2,565.0 |
2,784.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,927.0 |
2,811.0 |
116.0 |
4.1% |
56.8 |
2.0% |
32% |
False |
True |
1,360,278 |
| 10 |
2,956.0 |
2,811.0 |
145.0 |
5.1% |
50.4 |
1.8% |
26% |
False |
True |
1,259,273 |
| 20 |
2,956.0 |
2,811.0 |
145.0 |
5.1% |
44.5 |
1.6% |
26% |
False |
True |
1,110,215 |
| 40 |
2,956.0 |
2,604.0 |
352.0 |
12.4% |
42.6 |
1.5% |
69% |
False |
False |
788,911 |
| 60 |
2,956.0 |
2,528.0 |
428.0 |
15.0% |
48.5 |
1.7% |
75% |
False |
False |
527,388 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.7% |
48.4 |
1.7% |
72% |
False |
False |
395,945 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.7% |
47.7 |
1.7% |
72% |
False |
False |
318,002 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.7% |
46.7 |
1.6% |
72% |
False |
False |
265,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,105.0 |
|
2.618 |
3,013.6 |
|
1.618 |
2,957.6 |
|
1.000 |
2,923.0 |
|
0.618 |
2,901.6 |
|
HIGH |
2,867.0 |
|
0.618 |
2,845.6 |
|
0.500 |
2,839.0 |
|
0.382 |
2,832.4 |
|
LOW |
2,811.0 |
|
0.618 |
2,776.4 |
|
1.000 |
2,755.0 |
|
1.618 |
2,720.4 |
|
2.618 |
2,664.4 |
|
4.250 |
2,573.0 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,845.0 |
2,869.0 |
| PP |
2,842.0 |
2,862.0 |
| S1 |
2,839.0 |
2,855.0 |
|