| Trading Metrics calculated at close of trading on 13-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,995.00 |
1,991.25 |
-3.75 |
-0.2% |
1,964.00 |
| High |
2,001.75 |
2,004.00 |
2.25 |
0.1% |
1,992.75 |
| Low |
1,987.75 |
1,984.25 |
-3.50 |
-0.2% |
1,955.25 |
| Close |
1,992.50 |
2,001.25 |
8.75 |
0.4% |
1,992.00 |
| Range |
14.00 |
19.75 |
5.75 |
41.1% |
37.50 |
| ATR |
21.95 |
21.79 |
-0.16 |
-0.7% |
0.00 |
| Volume |
190,400 |
183,339 |
-7,061 |
-3.7% |
889,682 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,055.75 |
2,048.25 |
2,012.00 |
|
| R3 |
2,036.00 |
2,028.50 |
2,006.75 |
|
| R2 |
2,016.25 |
2,016.25 |
2,004.75 |
|
| R1 |
2,008.75 |
2,008.75 |
2,003.00 |
2,012.50 |
| PP |
1,996.50 |
1,996.50 |
1,996.50 |
1,998.50 |
| S1 |
1,989.00 |
1,989.00 |
1,999.50 |
1,992.75 |
| S2 |
1,976.75 |
1,976.75 |
1,997.75 |
|
| S3 |
1,957.00 |
1,969.25 |
1,995.75 |
|
| S4 |
1,937.25 |
1,949.50 |
1,990.50 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,092.50 |
2,079.75 |
2,012.50 |
|
| R3 |
2,055.00 |
2,042.25 |
2,002.25 |
|
| R2 |
2,017.50 |
2,017.50 |
1,999.00 |
|
| R1 |
2,004.75 |
2,004.75 |
1,995.50 |
2,011.00 |
| PP |
1,980.00 |
1,980.00 |
1,980.00 |
1,983.25 |
| S1 |
1,967.25 |
1,967.25 |
1,988.50 |
1,973.50 |
| S2 |
1,942.50 |
1,942.50 |
1,985.00 |
|
| S3 |
1,905.00 |
1,929.75 |
1,981.75 |
|
| S4 |
1,867.50 |
1,892.25 |
1,971.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,004.00 |
1,959.25 |
44.75 |
2.2% |
19.00 |
0.9% |
94% |
True |
False |
211,060 |
| 10 |
2,004.00 |
1,940.75 |
63.25 |
3.2% |
21.00 |
1.1% |
96% |
True |
False |
194,689 |
| 20 |
2,004.00 |
1,916.50 |
87.50 |
4.4% |
21.00 |
1.1% |
97% |
True |
False |
230,861 |
| 40 |
2,004.00 |
1,773.75 |
230.25 |
11.5% |
21.75 |
1.1% |
99% |
True |
False |
127,531 |
| 60 |
2,004.00 |
1,708.50 |
295.50 |
14.8% |
27.00 |
1.3% |
99% |
True |
False |
85,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,088.00 |
|
2.618 |
2,055.75 |
|
1.618 |
2,036.00 |
|
1.000 |
2,023.75 |
|
0.618 |
2,016.25 |
|
HIGH |
2,004.00 |
|
0.618 |
1,996.50 |
|
0.500 |
1,994.00 |
|
0.382 |
1,991.75 |
|
LOW |
1,984.25 |
|
0.618 |
1,972.00 |
|
1.000 |
1,964.50 |
|
1.618 |
1,952.25 |
|
2.618 |
1,932.50 |
|
4.250 |
1,900.25 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,999.00 |
1,997.25 |
| PP |
1,996.50 |
1,993.50 |
| S1 |
1,994.00 |
1,989.50 |
|