| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
6,165.0 |
6,194.0 |
29.0 |
0.5% |
6,291.0 |
| High |
6,201.0 |
6,274.0 |
73.0 |
1.2% |
6,316.5 |
| Low |
6,139.5 |
6,178.0 |
38.5 |
0.6% |
6,168.0 |
| Close |
6,168.0 |
6,266.0 |
98.0 |
1.6% |
6,189.0 |
| Range |
61.5 |
96.0 |
34.5 |
56.1% |
148.5 |
| ATR |
77.5 |
79.6 |
2.0 |
2.6% |
0.0 |
| Volume |
163,283 |
157,208 |
-6,075 |
-3.7% |
730,358 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,527.3 |
6,492.7 |
6,318.8 |
|
| R3 |
6,431.3 |
6,396.7 |
6,292.4 |
|
| R2 |
6,335.3 |
6,335.3 |
6,283.6 |
|
| R1 |
6,300.7 |
6,300.7 |
6,274.8 |
6,318.0 |
| PP |
6,239.3 |
6,239.3 |
6,239.3 |
6,248.0 |
| S1 |
6,204.7 |
6,204.7 |
6,257.2 |
6,222.0 |
| S2 |
6,143.3 |
6,143.3 |
6,248.4 |
|
| S3 |
6,047.3 |
6,108.7 |
6,239.6 |
|
| S4 |
5,951.3 |
6,012.7 |
6,213.2 |
|
|
| 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 |
2.8% |
83.3 |
1.3% |
71% |
False |
False |
162,864 |
| 10 |
6,316.5 |
6,139.5 |
177.0 |
2.8% |
74.5 |
1.2% |
71% |
False |
False |
141,536 |
| 20 |
6,316.5 |
5,917.5 |
399.0 |
6.4% |
71.4 |
1.1% |
87% |
False |
False |
135,365 |
| 40 |
6,316.5 |
5,527.0 |
789.5 |
12.6% |
71.7 |
1.1% |
94% |
False |
False |
78,556 |
| 60 |
6,316.5 |
5,400.0 |
916.5 |
14.6% |
82.5 |
1.3% |
94% |
False |
False |
52,527 |
| 80 |
6,316.5 |
5,400.0 |
916.5 |
14.6% |
82.4 |
1.3% |
94% |
False |
False |
39,486 |
| 100 |
6,316.5 |
5,400.0 |
916.5 |
14.6% |
82.7 |
1.3% |
94% |
False |
False |
31,835 |
| 120 |
6,316.5 |
5,330.5 |
986.0 |
15.7% |
81.4 |
1.3% |
95% |
False |
False |
26,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,682.0 |
|
2.618 |
6,525.3 |
|
1.618 |
6,429.3 |
|
1.000 |
6,370.0 |
|
0.618 |
6,333.3 |
|
HIGH |
6,274.0 |
|
0.618 |
6,237.3 |
|
0.500 |
6,226.0 |
|
0.382 |
6,214.7 |
|
LOW |
6,178.0 |
|
0.618 |
6,118.7 |
|
1.000 |
6,082.0 |
|
1.618 |
6,022.7 |
|
2.618 |
5,926.7 |
|
4.250 |
5,770.0 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,252.7 |
6,252.3 |
| PP |
6,239.3 |
6,238.5 |
| S1 |
6,226.0 |
6,224.8 |
|