| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,026.00 |
2,033.00 |
7.00 |
0.3% |
1,995.00 |
| High |
2,037.75 |
2,035.25 |
-2.50 |
-0.1% |
2,037.75 |
| Low |
2,017.75 |
1,997.75 |
-20.00 |
-1.0% |
1,984.25 |
| Close |
2,034.75 |
2,009.75 |
-25.00 |
-1.2% |
2,009.75 |
| Range |
20.00 |
37.50 |
17.50 |
87.5% |
53.50 |
| ATR |
21.91 |
23.02 |
1.11 |
5.1% |
0.00 |
| Volume |
249,031 |
251,312 |
2,281 |
0.9% |
1,102,401 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.75 |
2,105.75 |
2,030.50 |
|
| R3 |
2,089.25 |
2,068.25 |
2,020.00 |
|
| R2 |
2,051.75 |
2,051.75 |
2,016.50 |
|
| R1 |
2,030.75 |
2,030.75 |
2,013.25 |
2,022.50 |
| PP |
2,014.25 |
2,014.25 |
2,014.25 |
2,010.00 |
| S1 |
1,993.25 |
1,993.25 |
2,006.25 |
1,985.00 |
| S2 |
1,976.75 |
1,976.75 |
2,003.00 |
|
| S3 |
1,939.25 |
1,955.75 |
1,999.50 |
|
| S4 |
1,901.75 |
1,918.25 |
1,989.00 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,171.00 |
2,144.00 |
2,039.25 |
|
| R3 |
2,117.50 |
2,090.50 |
2,024.50 |
|
| R2 |
2,064.00 |
2,064.00 |
2,019.50 |
|
| R1 |
2,037.00 |
2,037.00 |
2,014.75 |
2,050.50 |
| PP |
2,010.50 |
2,010.50 |
2,010.50 |
2,017.50 |
| S1 |
1,983.50 |
1,983.50 |
2,004.75 |
1,997.00 |
| S2 |
1,957.00 |
1,957.00 |
2,000.00 |
|
| S3 |
1,903.50 |
1,930.00 |
1,995.00 |
|
| S4 |
1,850.00 |
1,876.50 |
1,980.25 |
|
|
| 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 |
1,984.25 |
53.50 |
2.7% |
22.25 |
1.1% |
48% |
False |
False |
220,480 |
| 10 |
2,037.75 |
1,955.25 |
82.50 |
4.1% |
21.75 |
1.1% |
66% |
False |
False |
199,208 |
| 20 |
2,037.75 |
1,919.00 |
118.75 |
5.9% |
22.75 |
1.1% |
76% |
False |
False |
226,944 |
| 40 |
2,037.75 |
1,778.50 |
259.25 |
12.9% |
22.25 |
1.1% |
89% |
False |
False |
145,710 |
| 60 |
2,037.75 |
1,708.50 |
329.25 |
16.4% |
26.25 |
1.3% |
91% |
False |
False |
97,330 |
| 80 |
2,037.75 |
1,708.50 |
329.25 |
16.4% |
25.50 |
1.3% |
91% |
False |
False |
73,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,194.50 |
|
2.618 |
2,133.50 |
|
1.618 |
2,096.00 |
|
1.000 |
2,072.75 |
|
0.618 |
2,058.50 |
|
HIGH |
2,035.25 |
|
0.618 |
2,021.00 |
|
0.500 |
2,016.50 |
|
0.382 |
2,012.00 |
|
LOW |
1,997.75 |
|
0.618 |
1,974.50 |
|
1.000 |
1,960.25 |
|
1.618 |
1,937.00 |
|
2.618 |
1,899.50 |
|
4.250 |
1,838.50 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,016.50 |
2,017.75 |
| PP |
2,014.25 |
2,015.00 |
| S1 |
2,012.00 |
2,012.50 |
|