| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
6,291.0 |
6,265.0 |
-26.0 |
-0.4% |
6,291.0 |
| High |
6,316.5 |
6,310.0 |
-6.5 |
-0.1% |
6,316.5 |
| Low |
6,256.0 |
6,168.0 |
-88.0 |
-1.4% |
6,168.0 |
| Close |
6,295.5 |
6,189.0 |
-106.5 |
-1.7% |
6,189.0 |
| Range |
60.5 |
142.0 |
81.5 |
134.7% |
148.5 |
| ATR |
73.9 |
78.8 |
4.9 |
6.6% |
0.0 |
| Volume |
133,479 |
232,830 |
99,351 |
74.4% |
730,358 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,648.3 |
6,560.7 |
6,267.1 |
|
| R3 |
6,506.3 |
6,418.7 |
6,228.1 |
|
| R2 |
6,364.3 |
6,364.3 |
6,215.0 |
|
| R1 |
6,276.7 |
6,276.7 |
6,202.0 |
6,249.5 |
| PP |
6,222.3 |
6,222.3 |
6,222.3 |
6,208.8 |
| S1 |
6,134.7 |
6,134.7 |
6,176.0 |
6,107.5 |
| S2 |
6,080.3 |
6,080.3 |
6,163.0 |
|
| S3 |
5,938.3 |
5,992.7 |
6,150.0 |
|
| S4 |
5,796.3 |
5,850.7 |
6,110.9 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,670.0 |
6,578.0 |
6,270.7 |
|
| R3 |
6,521.5 |
6,429.5 |
6,229.8 |
|
| R2 |
6,373.0 |
6,373.0 |
6,216.2 |
|
| R1 |
6,281.0 |
6,281.0 |
6,202.6 |
6,252.8 |
| PP |
6,224.5 |
6,224.5 |
6,224.5 |
6,210.4 |
| S1 |
6,132.5 |
6,132.5 |
6,175.4 |
6,104.3 |
| S2 |
6,076.0 |
6,076.0 |
6,161.8 |
|
| S3 |
5,927.5 |
5,984.0 |
6,148.2 |
|
| S4 |
5,779.0 |
5,835.5 |
6,107.3 |
|
|
| 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 |
6,168.0 |
148.5 |
2.4% |
78.2 |
1.3% |
14% |
False |
True |
146,071 |
| 10 |
6,316.5 |
6,143.0 |
173.5 |
2.8% |
70.6 |
1.1% |
27% |
False |
False |
131,006 |
| 20 |
6,316.5 |
5,917.5 |
399.0 |
6.4% |
70.2 |
1.1% |
68% |
False |
False |
130,807 |
| 40 |
6,316.5 |
5,527.0 |
789.5 |
12.8% |
72.5 |
1.2% |
84% |
False |
False |
70,564 |
| 60 |
6,316.5 |
5,400.0 |
916.5 |
14.8% |
86.2 |
1.4% |
86% |
False |
False |
47,199 |
| 80 |
6,316.5 |
5,400.0 |
916.5 |
14.8% |
82.5 |
1.3% |
86% |
False |
False |
35,508 |
| 100 |
6,316.5 |
5,400.0 |
916.5 |
14.8% |
82.5 |
1.3% |
86% |
False |
False |
28,635 |
| 120 |
6,316.5 |
5,330.5 |
986.0 |
15.9% |
82.5 |
1.3% |
87% |
False |
False |
23,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,913.5 |
|
2.618 |
6,681.8 |
|
1.618 |
6,539.8 |
|
1.000 |
6,452.0 |
|
0.618 |
6,397.8 |
|
HIGH |
6,310.0 |
|
0.618 |
6,255.8 |
|
0.500 |
6,239.0 |
|
0.382 |
6,222.2 |
|
LOW |
6,168.0 |
|
0.618 |
6,080.2 |
|
1.000 |
6,026.0 |
|
1.618 |
5,938.2 |
|
2.618 |
5,796.2 |
|
4.250 |
5,564.5 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,239.0 |
6,242.3 |
| PP |
6,222.3 |
6,224.5 |
| S1 |
6,205.7 |
6,206.8 |
|