| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,011.75 |
2,024.25 |
12.50 |
0.6% |
1,995.00 |
| High |
2,025.25 |
2,040.50 |
15.25 |
0.8% |
2,037.75 |
| Low |
2,007.00 |
2,018.50 |
11.50 |
0.6% |
1,984.25 |
| Close |
2,024.25 |
2,025.50 |
1.25 |
0.1% |
2,009.75 |
| Range |
18.25 |
22.00 |
3.75 |
20.5% |
53.50 |
| ATR |
23.19 |
23.11 |
-0.09 |
-0.4% |
0.00 |
| Volume |
338,183 |
228,510 |
-109,673 |
-32.4% |
1,102,401 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,094.25 |
2,081.75 |
2,037.50 |
|
| R3 |
2,072.25 |
2,059.75 |
2,031.50 |
|
| R2 |
2,050.25 |
2,050.25 |
2,029.50 |
|
| R1 |
2,037.75 |
2,037.75 |
2,027.50 |
2,044.00 |
| PP |
2,028.25 |
2,028.25 |
2,028.25 |
2,031.25 |
| S1 |
2,015.75 |
2,015.75 |
2,023.50 |
2,022.00 |
| S2 |
2,006.25 |
2,006.25 |
2,021.50 |
|
| S3 |
1,984.25 |
1,993.75 |
2,019.50 |
|
| S4 |
1,962.25 |
1,971.75 |
2,013.50 |
|
|
| 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 |
2,040.50 |
1,985.75 |
54.75 |
2.7% |
25.75 |
1.3% |
73% |
True |
False |
303,690 |
| 10 |
2,040.50 |
1,959.25 |
81.25 |
4.0% |
22.25 |
1.1% |
82% |
True |
False |
261,146 |
| 20 |
2,040.50 |
1,939.25 |
101.25 |
5.0% |
22.00 |
1.1% |
85% |
True |
False |
236,694 |
| 40 |
2,040.50 |
1,778.50 |
262.00 |
12.9% |
21.75 |
1.1% |
94% |
True |
False |
171,142 |
| 60 |
2,040.50 |
1,708.50 |
332.00 |
16.4% |
25.50 |
1.3% |
95% |
True |
False |
114,265 |
| 80 |
2,040.50 |
1,708.50 |
332.00 |
16.4% |
25.75 |
1.3% |
95% |
True |
False |
85,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,134.00 |
|
2.618 |
2,098.00 |
|
1.618 |
2,076.00 |
|
1.000 |
2,062.50 |
|
0.618 |
2,054.00 |
|
HIGH |
2,040.50 |
|
0.618 |
2,032.00 |
|
0.500 |
2,029.50 |
|
0.382 |
2,027.00 |
|
LOW |
2,018.50 |
|
0.618 |
2,005.00 |
|
1.000 |
1,996.50 |
|
1.618 |
1,983.00 |
|
2.618 |
1,961.00 |
|
4.250 |
1,925.00 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,029.50 |
2,021.50 |
| PP |
2,028.25 |
2,017.25 |
| S1 |
2,026.75 |
2,013.00 |
|