| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
6,194.0 |
6,288.5 |
94.5 |
1.5% |
6,291.0 |
| High |
6,274.0 |
6,293.5 |
19.5 |
0.3% |
6,316.5 |
| Low |
6,178.0 |
6,223.0 |
45.0 |
0.7% |
6,168.0 |
| Close |
6,266.0 |
6,236.0 |
-30.0 |
-0.5% |
6,189.0 |
| Range |
96.0 |
70.5 |
-25.5 |
-26.6% |
148.5 |
| ATR |
79.6 |
78.9 |
-0.6 |
-0.8% |
0.0 |
| Volume |
157,208 |
151,281 |
-5,927 |
-3.8% |
730,358 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,462.3 |
6,419.7 |
6,274.8 |
|
| R3 |
6,391.8 |
6,349.2 |
6,255.4 |
|
| R2 |
6,321.3 |
6,321.3 |
6,248.9 |
|
| R1 |
6,278.7 |
6,278.7 |
6,242.5 |
6,264.8 |
| PP |
6,250.8 |
6,250.8 |
6,250.8 |
6,243.9 |
| S1 |
6,208.2 |
6,208.2 |
6,229.5 |
6,194.3 |
| S2 |
6,180.3 |
6,180.3 |
6,223.1 |
|
| S3 |
6,109.8 |
6,137.7 |
6,216.6 |
|
| S4 |
6,039.3 |
6,067.2 |
6,197.2 |
|
|
| 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% |
86.1 |
1.4% |
55% |
False |
False |
167,616 |
| 10 |
6,316.5 |
6,139.5 |
177.0 |
2.8% |
75.1 |
1.2% |
55% |
False |
False |
146,098 |
| 20 |
6,316.5 |
5,970.5 |
346.0 |
5.5% |
70.1 |
1.1% |
77% |
False |
False |
135,708 |
| 40 |
6,316.5 |
5,527.0 |
789.5 |
12.7% |
71.8 |
1.2% |
90% |
False |
False |
82,329 |
| 60 |
6,316.5 |
5,400.0 |
916.5 |
14.7% |
82.5 |
1.3% |
91% |
False |
False |
55,045 |
| 80 |
6,316.5 |
5,400.0 |
916.5 |
14.7% |
82.8 |
1.3% |
91% |
False |
False |
41,372 |
| 100 |
6,316.5 |
5,400.0 |
916.5 |
14.7% |
83.0 |
1.3% |
91% |
False |
False |
33,343 |
| 120 |
6,316.5 |
5,330.5 |
986.0 |
15.8% |
81.7 |
1.3% |
92% |
False |
False |
27,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,593.1 |
|
2.618 |
6,478.1 |
|
1.618 |
6,407.6 |
|
1.000 |
6,364.0 |
|
0.618 |
6,337.1 |
|
HIGH |
6,293.5 |
|
0.618 |
6,266.6 |
|
0.500 |
6,258.3 |
|
0.382 |
6,249.9 |
|
LOW |
6,223.0 |
|
0.618 |
6,179.4 |
|
1.000 |
6,152.5 |
|
1.618 |
6,108.9 |
|
2.618 |
6,038.4 |
|
4.250 |
5,923.4 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,258.3 |
6,229.5 |
| PP |
6,250.8 |
6,223.0 |
| S1 |
6,243.4 |
6,216.5 |
|