| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,033.00 |
2,004.50 |
-28.50 |
-1.4% |
1,995.00 |
| High |
2,035.25 |
2,016.50 |
-18.75 |
-0.9% |
2,037.75 |
| Low |
1,997.75 |
1,985.75 |
-12.00 |
-0.6% |
1,984.25 |
| Close |
2,009.75 |
2,013.00 |
3.25 |
0.2% |
2,009.75 |
| Range |
37.50 |
30.75 |
-6.75 |
-18.0% |
53.50 |
| ATR |
23.02 |
23.57 |
0.55 |
2.4% |
0.00 |
| Volume |
251,312 |
451,415 |
200,103 |
79.6% |
1,102,401 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,097.25 |
2,086.00 |
2,030.00 |
|
| R3 |
2,066.50 |
2,055.25 |
2,021.50 |
|
| R2 |
2,035.75 |
2,035.75 |
2,018.75 |
|
| R1 |
2,024.50 |
2,024.50 |
2,015.75 |
2,030.00 |
| PP |
2,005.00 |
2,005.00 |
2,005.00 |
2,008.00 |
| S1 |
1,993.75 |
1,993.75 |
2,010.25 |
1,999.50 |
| S2 |
1,974.25 |
1,974.25 |
2,007.25 |
|
| S3 |
1,943.50 |
1,963.00 |
2,004.50 |
|
| S4 |
1,912.75 |
1,932.25 |
1,996.00 |
|
|
| 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% |
25.50 |
1.3% |
54% |
False |
False |
272,683 |
| 10 |
2,037.75 |
1,959.25 |
78.50 |
3.9% |
22.50 |
1.1% |
68% |
False |
False |
243,555 |
| 20 |
2,037.75 |
1,919.00 |
118.75 |
5.9% |
23.00 |
1.1% |
79% |
False |
False |
237,250 |
| 40 |
2,037.75 |
1,778.50 |
259.25 |
12.9% |
22.25 |
1.1% |
90% |
False |
False |
156,992 |
| 60 |
2,037.75 |
1,708.50 |
329.25 |
16.4% |
26.00 |
1.3% |
92% |
False |
False |
104,840 |
| 80 |
2,037.75 |
1,708.50 |
329.25 |
16.4% |
25.50 |
1.3% |
92% |
False |
False |
78,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,147.25 |
|
2.618 |
2,097.00 |
|
1.618 |
2,066.25 |
|
1.000 |
2,047.25 |
|
0.618 |
2,035.50 |
|
HIGH |
2,016.50 |
|
0.618 |
2,004.75 |
|
0.500 |
2,001.00 |
|
0.382 |
1,997.50 |
|
LOW |
1,985.75 |
|
0.618 |
1,966.75 |
|
1.000 |
1,955.00 |
|
1.618 |
1,936.00 |
|
2.618 |
1,905.25 |
|
4.250 |
1,855.00 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,009.00 |
2,012.50 |
| PP |
2,005.00 |
2,012.25 |
| S1 |
2,001.00 |
2,011.75 |
|