| Trading Metrics calculated at close of trading on 23-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,021.00 |
2,033.00 |
12.00 |
0.6% |
2,004.50 |
| High |
2,045.00 |
2,053.50 |
8.50 |
0.4% |
2,053.50 |
| Low |
2,000.50 |
2,029.25 |
28.75 |
1.4% |
1,985.75 |
| Close |
2,036.25 |
2,053.00 |
16.75 |
0.8% |
2,053.00 |
| Range |
44.50 |
24.25 |
-20.25 |
-45.5% |
67.75 |
| ATR |
24.64 |
24.61 |
-0.03 |
-0.1% |
0.00 |
| Volume |
308,038 |
374,013 |
65,975 |
21.4% |
1,700,159 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,118.00 |
2,109.75 |
2,066.25 |
|
| R3 |
2,093.75 |
2,085.50 |
2,059.75 |
|
| R2 |
2,069.50 |
2,069.50 |
2,057.50 |
|
| R1 |
2,061.25 |
2,061.25 |
2,055.25 |
2,065.50 |
| PP |
2,045.25 |
2,045.25 |
2,045.25 |
2,047.25 |
| S1 |
2,037.00 |
2,037.00 |
2,050.75 |
2,041.00 |
| S2 |
2,021.00 |
2,021.00 |
2,048.50 |
|
| S3 |
1,996.75 |
2,012.75 |
2,046.25 |
|
| S4 |
1,972.50 |
1,988.50 |
2,039.75 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.00 |
2,211.25 |
2,090.25 |
|
| R3 |
2,166.25 |
2,143.50 |
2,071.75 |
|
| R2 |
2,098.50 |
2,098.50 |
2,065.50 |
|
| R1 |
2,075.75 |
2,075.75 |
2,059.25 |
2,087.00 |
| PP |
2,030.75 |
2,030.75 |
2,030.75 |
2,036.50 |
| S1 |
2,008.00 |
2,008.00 |
2,046.75 |
2,019.50 |
| S2 |
1,963.00 |
1,963.00 |
2,040.50 |
|
| S3 |
1,895.25 |
1,940.25 |
2,034.25 |
|
| S4 |
1,827.50 |
1,872.50 |
2,015.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,053.50 |
1,985.75 |
67.75 |
3.3% |
28.00 |
1.4% |
99% |
True |
False |
340,031 |
| 10 |
2,053.50 |
1,984.25 |
69.25 |
3.4% |
25.00 |
1.2% |
99% |
True |
False |
280,256 |
| 20 |
2,053.50 |
1,939.25 |
114.25 |
5.6% |
23.25 |
1.1% |
100% |
True |
False |
248,232 |
| 40 |
2,053.50 |
1,801.00 |
252.50 |
12.3% |
22.00 |
1.1% |
100% |
True |
False |
188,175 |
| 60 |
2,053.50 |
1,708.50 |
345.00 |
16.8% |
25.50 |
1.2% |
100% |
True |
False |
125,621 |
| 80 |
2,053.50 |
1,708.50 |
345.00 |
16.8% |
26.00 |
1.3% |
100% |
True |
False |
94,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,156.50 |
|
2.618 |
2,117.00 |
|
1.618 |
2,092.75 |
|
1.000 |
2,077.75 |
|
0.618 |
2,068.50 |
|
HIGH |
2,053.50 |
|
0.618 |
2,044.25 |
|
0.500 |
2,041.50 |
|
0.382 |
2,038.50 |
|
LOW |
2,029.25 |
|
0.618 |
2,014.25 |
|
1.000 |
2,005.00 |
|
1.618 |
1,990.00 |
|
2.618 |
1,965.75 |
|
4.250 |
1,926.25 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,049.00 |
2,044.25 |
| PP |
2,045.25 |
2,035.75 |
| S1 |
2,041.50 |
2,027.00 |
|