| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,004.50 |
2,011.75 |
7.25 |
0.4% |
1,995.00 |
| High |
2,016.50 |
2,025.25 |
8.75 |
0.4% |
2,037.75 |
| Low |
1,985.75 |
2,007.00 |
21.25 |
1.1% |
1,984.25 |
| Close |
2,013.00 |
2,024.25 |
11.25 |
0.6% |
2,009.75 |
| Range |
30.75 |
18.25 |
-12.50 |
-40.7% |
53.50 |
| ATR |
23.57 |
23.19 |
-0.38 |
-1.6% |
0.00 |
| Volume |
451,415 |
338,183 |
-113,232 |
-25.1% |
1,102,401 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,073.50 |
2,067.25 |
2,034.25 |
|
| R3 |
2,055.25 |
2,049.00 |
2,029.25 |
|
| R2 |
2,037.00 |
2,037.00 |
2,027.50 |
|
| R1 |
2,030.75 |
2,030.75 |
2,026.00 |
2,034.00 |
| PP |
2,018.75 |
2,018.75 |
2,018.75 |
2,020.50 |
| S1 |
2,012.50 |
2,012.50 |
2,022.50 |
2,015.50 |
| S2 |
2,000.50 |
2,000.50 |
2,021.00 |
|
| S3 |
1,982.25 |
1,994.25 |
2,019.25 |
|
| S4 |
1,964.00 |
1,976.00 |
2,014.25 |
|
|
| 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 |
1,985.75 |
52.00 |
2.6% |
25.25 |
1.2% |
74% |
False |
False |
303,652 |
| 10 |
2,037.75 |
1,959.25 |
78.50 |
3.9% |
22.25 |
1.1% |
83% |
False |
False |
257,356 |
| 20 |
2,037.75 |
1,939.25 |
98.50 |
4.9% |
22.00 |
1.1% |
86% |
False |
False |
239,371 |
| 40 |
2,037.75 |
1,778.50 |
259.25 |
12.8% |
22.25 |
1.1% |
95% |
False |
False |
165,439 |
| 60 |
2,037.75 |
1,708.50 |
329.25 |
16.3% |
25.50 |
1.3% |
96% |
False |
False |
110,462 |
| 80 |
2,037.75 |
1,708.50 |
329.25 |
16.3% |
25.50 |
1.3% |
96% |
False |
False |
82,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,102.75 |
|
2.618 |
2,073.00 |
|
1.618 |
2,054.75 |
|
1.000 |
2,043.50 |
|
0.618 |
2,036.50 |
|
HIGH |
2,025.25 |
|
0.618 |
2,018.25 |
|
0.500 |
2,016.00 |
|
0.382 |
2,014.00 |
|
LOW |
2,007.00 |
|
0.618 |
1,995.75 |
|
1.000 |
1,988.75 |
|
1.618 |
1,977.50 |
|
2.618 |
1,959.25 |
|
4.250 |
1,929.50 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,021.50 |
2,019.75 |
| PP |
2,018.75 |
2,015.00 |
| S1 |
2,016.00 |
2,010.50 |
|