| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
6,265.0 |
6,165.0 |
-100.0 |
-1.6% |
6,291.0 |
| High |
6,310.0 |
6,201.0 |
-109.0 |
-1.7% |
6,316.5 |
| Low |
6,168.0 |
6,139.5 |
-28.5 |
-0.5% |
6,168.0 |
| Close |
6,189.0 |
6,168.0 |
-21.0 |
-0.3% |
6,189.0 |
| Range |
142.0 |
61.5 |
-80.5 |
-56.7% |
148.5 |
| ATR |
78.8 |
77.5 |
-1.2 |
-1.6% |
0.0 |
| Volume |
232,830 |
163,283 |
-69,547 |
-29.9% |
730,358 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,354.0 |
6,322.5 |
6,201.8 |
|
| R3 |
6,292.5 |
6,261.0 |
6,184.9 |
|
| R2 |
6,231.0 |
6,231.0 |
6,179.3 |
|
| R1 |
6,199.5 |
6,199.5 |
6,173.6 |
6,215.3 |
| PP |
6,169.5 |
6,169.5 |
6,169.5 |
6,177.4 |
| S1 |
6,138.0 |
6,138.0 |
6,162.4 |
6,153.8 |
| S2 |
6,108.0 |
6,108.0 |
6,156.7 |
|
| S3 |
6,046.5 |
6,076.5 |
6,151.1 |
|
| S4 |
5,985.0 |
6,015.0 |
6,134.2 |
|
|
| 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 |
6,139.5 |
177.0 |
2.9% |
75.7 |
1.2% |
16% |
False |
True |
156,323 |
| 10 |
6,316.5 |
6,139.5 |
177.0 |
2.9% |
70.2 |
1.1% |
16% |
False |
True |
135,381 |
| 20 |
6,316.5 |
5,917.5 |
399.0 |
6.5% |
71.0 |
1.2% |
63% |
False |
False |
135,305 |
| 40 |
6,316.5 |
5,527.0 |
789.5 |
12.8% |
71.9 |
1.2% |
81% |
False |
False |
74,639 |
| 60 |
6,316.5 |
5,400.0 |
916.5 |
14.9% |
83.7 |
1.4% |
84% |
False |
False |
49,916 |
| 80 |
6,316.5 |
5,400.0 |
916.5 |
14.9% |
82.2 |
1.3% |
84% |
False |
False |
37,523 |
| 100 |
6,316.5 |
5,400.0 |
916.5 |
14.9% |
82.3 |
1.3% |
84% |
False |
False |
30,267 |
| 120 |
6,316.5 |
5,330.5 |
986.0 |
16.0% |
82.0 |
1.3% |
85% |
False |
False |
25,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,462.4 |
|
2.618 |
6,362.0 |
|
1.618 |
6,300.5 |
|
1.000 |
6,262.5 |
|
0.618 |
6,239.0 |
|
HIGH |
6,201.0 |
|
0.618 |
6,177.5 |
|
0.500 |
6,170.3 |
|
0.382 |
6,163.0 |
|
LOW |
6,139.5 |
|
0.618 |
6,101.5 |
|
1.000 |
6,078.0 |
|
1.618 |
6,040.0 |
|
2.618 |
5,978.5 |
|
4.250 |
5,878.1 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,170.3 |
6,228.0 |
| PP |
6,169.5 |
6,208.0 |
| S1 |
6,168.8 |
6,188.0 |
|