| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
6,272.0 |
6,291.0 |
19.0 |
0.3% |
6,260.0 |
| High |
6,313.0 |
6,316.5 |
3.5 |
0.1% |
6,273.5 |
| Low |
6,256.5 |
6,256.0 |
-0.5 |
0.0% |
6,143.0 |
| Close |
6,289.5 |
6,295.5 |
6.0 |
0.1% |
6,258.5 |
| Range |
56.5 |
60.5 |
4.0 |
7.1% |
130.5 |
| ATR |
74.9 |
73.9 |
-1.0 |
-1.4% |
0.0 |
| Volume |
127,522 |
133,479 |
5,957 |
4.7% |
460,170 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,470.8 |
6,443.7 |
6,328.8 |
|
| R3 |
6,410.3 |
6,383.2 |
6,312.1 |
|
| R2 |
6,349.8 |
6,349.8 |
6,306.6 |
|
| R1 |
6,322.7 |
6,322.7 |
6,301.0 |
6,336.3 |
| PP |
6,289.3 |
6,289.3 |
6,289.3 |
6,296.1 |
| S1 |
6,262.2 |
6,262.2 |
6,290.0 |
6,275.8 |
| S2 |
6,228.8 |
6,228.8 |
6,284.4 |
|
| S3 |
6,168.3 |
6,201.7 |
6,278.9 |
|
| S4 |
6,107.8 |
6,141.2 |
6,262.2 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,616.5 |
6,568.0 |
6,330.3 |
|
| R3 |
6,486.0 |
6,437.5 |
6,294.4 |
|
| R2 |
6,355.5 |
6,355.5 |
6,282.4 |
|
| R1 |
6,307.0 |
6,307.0 |
6,270.5 |
6,266.0 |
| PP |
6,225.0 |
6,225.0 |
6,225.0 |
6,204.5 |
| S1 |
6,176.5 |
6,176.5 |
6,246.5 |
6,135.5 |
| S2 |
6,094.5 |
6,094.5 |
6,234.6 |
|
| S3 |
5,964.0 |
6,046.0 |
6,222.6 |
|
| S4 |
5,833.5 |
5,915.5 |
6,186.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,316.5 |
6,205.0 |
111.5 |
1.8% |
60.1 |
1.0% |
81% |
True |
False |
122,614 |
| 10 |
6,316.5 |
6,115.0 |
201.5 |
3.2% |
62.3 |
1.0% |
90% |
True |
False |
120,234 |
| 20 |
6,316.5 |
5,917.5 |
399.0 |
6.3% |
65.4 |
1.0% |
95% |
True |
False |
122,860 |
| 40 |
6,316.5 |
5,527.0 |
789.5 |
12.5% |
70.4 |
1.1% |
97% |
True |
False |
64,748 |
| 60 |
6,316.5 |
5,400.0 |
916.5 |
14.6% |
86.0 |
1.4% |
98% |
True |
False |
43,326 |
| 80 |
6,316.5 |
5,400.0 |
916.5 |
14.6% |
81.5 |
1.3% |
98% |
True |
False |
32,637 |
| 100 |
6,316.5 |
5,400.0 |
916.5 |
14.6% |
81.9 |
1.3% |
98% |
True |
False |
26,307 |
| 120 |
6,316.5 |
5,330.5 |
986.0 |
15.7% |
82.1 |
1.3% |
98% |
True |
False |
21,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,573.6 |
|
2.618 |
6,474.9 |
|
1.618 |
6,414.4 |
|
1.000 |
6,377.0 |
|
0.618 |
6,353.9 |
|
HIGH |
6,316.5 |
|
0.618 |
6,293.4 |
|
0.500 |
6,286.3 |
|
0.382 |
6,279.1 |
|
LOW |
6,256.0 |
|
0.618 |
6,218.6 |
|
1.000 |
6,195.5 |
|
1.618 |
6,158.1 |
|
2.618 |
6,097.6 |
|
4.250 |
5,998.9 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,292.4 |
6,283.9 |
| PP |
6,289.3 |
6,272.3 |
| S1 |
6,286.3 |
6,260.8 |
|