| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,991.25 |
2,009.75 |
18.50 |
0.9% |
1,964.00 |
| High |
2,004.00 |
2,026.75 |
22.75 |
1.1% |
1,992.75 |
| Low |
1,984.25 |
2,006.75 |
22.50 |
1.1% |
1,955.25 |
| Close |
2,001.25 |
2,026.50 |
25.25 |
1.3% |
1,992.00 |
| Range |
19.75 |
20.00 |
0.25 |
1.3% |
37.50 |
| ATR |
21.79 |
22.06 |
0.26 |
1.2% |
0.00 |
| Volume |
183,339 |
228,319 |
44,980 |
24.5% |
889,682 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,080.00 |
2,073.25 |
2,037.50 |
|
| R3 |
2,060.00 |
2,053.25 |
2,032.00 |
|
| R2 |
2,040.00 |
2,040.00 |
2,030.25 |
|
| R1 |
2,033.25 |
2,033.25 |
2,028.25 |
2,036.50 |
| PP |
2,020.00 |
2,020.00 |
2,020.00 |
2,021.75 |
| S1 |
2,013.25 |
2,013.25 |
2,024.75 |
2,016.50 |
| S2 |
2,000.00 |
2,000.00 |
2,022.75 |
|
| S3 |
1,980.00 |
1,993.25 |
2,021.00 |
|
| S4 |
1,960.00 |
1,973.25 |
2,015.50 |
|
|
| 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 |
2,026.75 |
1,959.25 |
67.50 |
3.3% |
19.00 |
0.9% |
100% |
True |
False |
218,602 |
| 10 |
2,026.75 |
1,940.75 |
86.00 |
4.2% |
21.00 |
1.0% |
100% |
True |
False |
195,501 |
| 20 |
2,026.75 |
1,919.00 |
107.75 |
5.3% |
21.25 |
1.1% |
100% |
True |
False |
229,471 |
| 40 |
2,026.75 |
1,778.50 |
248.25 |
12.3% |
21.75 |
1.1% |
100% |
True |
False |
133,233 |
| 60 |
2,026.75 |
1,708.50 |
318.25 |
15.7% |
26.75 |
1.3% |
100% |
True |
False |
88,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,111.75 |
|
2.618 |
2,079.00 |
|
1.618 |
2,059.00 |
|
1.000 |
2,046.75 |
|
0.618 |
2,039.00 |
|
HIGH |
2,026.75 |
|
0.618 |
2,019.00 |
|
0.500 |
2,016.75 |
|
0.382 |
2,014.50 |
|
LOW |
2,006.75 |
|
0.618 |
1,994.50 |
|
1.000 |
1,986.75 |
|
1.618 |
1,974.50 |
|
2.618 |
1,954.50 |
|
4.250 |
1,921.75 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,023.25 |
2,019.50 |
| PP |
2,020.00 |
2,012.50 |
| S1 |
2,016.75 |
2,005.50 |
|