| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,009.75 |
2,026.00 |
16.25 |
0.8% |
1,964.00 |
| High |
2,026.75 |
2,037.75 |
11.00 |
0.5% |
1,992.75 |
| Low |
2,006.75 |
2,017.75 |
11.00 |
0.5% |
1,955.25 |
| Close |
2,026.50 |
2,034.75 |
8.25 |
0.4% |
1,992.00 |
| Range |
20.00 |
20.00 |
0.00 |
0.0% |
37.50 |
| ATR |
22.06 |
21.91 |
-0.15 |
-0.7% |
0.00 |
| Volume |
228,319 |
249,031 |
20,712 |
9.1% |
889,682 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,090.00 |
2,082.50 |
2,045.75 |
|
| R3 |
2,070.00 |
2,062.50 |
2,040.25 |
|
| R2 |
2,050.00 |
2,050.00 |
2,038.50 |
|
| R1 |
2,042.50 |
2,042.50 |
2,036.50 |
2,046.25 |
| PP |
2,030.00 |
2,030.00 |
2,030.00 |
2,032.00 |
| S1 |
2,022.50 |
2,022.50 |
2,033.00 |
2,026.25 |
| S2 |
2,010.00 |
2,010.00 |
2,031.00 |
|
| S3 |
1,990.00 |
2,002.50 |
2,029.25 |
|
| S4 |
1,970.00 |
1,982.50 |
2,023.75 |
|
|
| 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 |
2,037.75 |
1,975.00 |
62.75 |
3.1% |
18.25 |
0.9% |
95% |
True |
False |
216,554 |
| 10 |
2,037.75 |
1,940.75 |
97.00 |
4.8% |
21.50 |
1.1% |
97% |
True |
False |
197,331 |
| 20 |
2,037.75 |
1,919.00 |
118.75 |
5.8% |
21.50 |
1.1% |
97% |
True |
False |
228,419 |
| 40 |
2,037.75 |
1,778.50 |
259.25 |
12.7% |
21.75 |
1.1% |
99% |
True |
False |
139,448 |
| 60 |
2,037.75 |
1,708.50 |
329.25 |
16.2% |
26.50 |
1.3% |
99% |
True |
False |
93,143 |
| 80 |
2,037.75 |
1,708.50 |
329.25 |
16.2% |
25.25 |
1.2% |
99% |
True |
False |
69,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,122.75 |
|
2.618 |
2,090.00 |
|
1.618 |
2,070.00 |
|
1.000 |
2,057.75 |
|
0.618 |
2,050.00 |
|
HIGH |
2,037.75 |
|
0.618 |
2,030.00 |
|
0.500 |
2,027.75 |
|
0.382 |
2,025.50 |
|
LOW |
2,017.75 |
|
0.618 |
2,005.50 |
|
1.000 |
1,997.75 |
|
1.618 |
1,985.50 |
|
2.618 |
1,965.50 |
|
4.250 |
1,932.75 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,032.50 |
2,026.75 |
| PP |
2,030.00 |
2,019.00 |
| S1 |
2,027.75 |
2,011.00 |
|