| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,024.25 |
2,021.00 |
-3.25 |
-0.2% |
1,995.00 |
| High |
2,040.50 |
2,045.00 |
4.50 |
0.2% |
2,037.75 |
| Low |
2,018.50 |
2,000.50 |
-18.00 |
-0.9% |
1,984.25 |
| Close |
2,025.50 |
2,036.25 |
10.75 |
0.5% |
2,009.75 |
| Range |
22.00 |
44.50 |
22.50 |
102.3% |
53.50 |
| ATR |
23.11 |
24.64 |
1.53 |
6.6% |
0.00 |
| Volume |
228,510 |
308,038 |
79,528 |
34.8% |
1,102,401 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.75 |
2,143.00 |
2,060.75 |
|
| R3 |
2,116.25 |
2,098.50 |
2,048.50 |
|
| R2 |
2,071.75 |
2,071.75 |
2,044.50 |
|
| R1 |
2,054.00 |
2,054.00 |
2,040.25 |
2,063.00 |
| PP |
2,027.25 |
2,027.25 |
2,027.25 |
2,031.75 |
| S1 |
2,009.50 |
2,009.50 |
2,032.25 |
2,018.50 |
| S2 |
1,982.75 |
1,982.75 |
2,028.00 |
|
| S3 |
1,938.25 |
1,965.00 |
2,024.00 |
|
| S4 |
1,893.75 |
1,920.50 |
2,011.75 |
|
|
| 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 |
2,045.00 |
1,985.75 |
59.25 |
2.9% |
30.50 |
1.5% |
85% |
True |
False |
315,491 |
| 10 |
2,045.00 |
1,975.00 |
70.00 |
3.4% |
24.50 |
1.2% |
88% |
True |
False |
266,023 |
| 20 |
2,045.00 |
1,939.25 |
105.75 |
5.2% |
23.50 |
1.2% |
92% |
True |
False |
241,178 |
| 40 |
2,045.00 |
1,778.50 |
266.50 |
13.1% |
22.25 |
1.1% |
97% |
True |
False |
178,838 |
| 60 |
2,045.00 |
1,708.50 |
336.50 |
16.5% |
25.50 |
1.3% |
97% |
True |
False |
119,396 |
| 80 |
2,045.00 |
1,708.50 |
336.50 |
16.5% |
26.00 |
1.3% |
97% |
True |
False |
89,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,234.00 |
|
2.618 |
2,161.50 |
|
1.618 |
2,117.00 |
|
1.000 |
2,089.50 |
|
0.618 |
2,072.50 |
|
HIGH |
2,045.00 |
|
0.618 |
2,028.00 |
|
0.500 |
2,022.75 |
|
0.382 |
2,017.50 |
|
LOW |
2,000.50 |
|
0.618 |
1,973.00 |
|
1.000 |
1,956.00 |
|
1.618 |
1,928.50 |
|
2.618 |
1,884.00 |
|
4.250 |
1,811.50 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,031.75 |
2,031.75 |
| PP |
2,027.25 |
2,027.25 |
| S1 |
2,022.75 |
2,022.75 |
|