| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
6,288.5 |
6,234.0 |
-54.5 |
-0.9% |
6,291.0 |
| High |
6,293.5 |
6,293.0 |
-0.5 |
0.0% |
6,316.5 |
| Low |
6,223.0 |
6,145.5 |
-77.5 |
-1.2% |
6,168.0 |
| Close |
6,236.0 |
6,185.0 |
-51.0 |
-0.8% |
6,189.0 |
| Range |
70.5 |
147.5 |
77.0 |
109.2% |
148.5 |
| ATR |
78.9 |
83.8 |
4.9 |
6.2% |
0.0 |
| Volume |
151,281 |
229,397 |
78,116 |
51.6% |
730,358 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,650.3 |
6,565.2 |
6,266.1 |
|
| R3 |
6,502.8 |
6,417.7 |
6,225.6 |
|
| R2 |
6,355.3 |
6,355.3 |
6,212.0 |
|
| R1 |
6,270.2 |
6,270.2 |
6,198.5 |
6,239.0 |
| PP |
6,207.8 |
6,207.8 |
6,207.8 |
6,192.3 |
| S1 |
6,122.7 |
6,122.7 |
6,171.5 |
6,091.5 |
| S2 |
6,060.3 |
6,060.3 |
6,158.0 |
|
| S3 |
5,912.8 |
5,975.2 |
6,144.4 |
|
| S4 |
5,765.3 |
5,827.7 |
6,103.9 |
|
|
| 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 |
6,310.0 |
6,139.5 |
170.5 |
2.8% |
103.5 |
1.7% |
27% |
False |
False |
186,799 |
| 10 |
6,316.5 |
6,139.5 |
177.0 |
2.9% |
81.8 |
1.3% |
26% |
False |
False |
154,707 |
| 20 |
6,316.5 |
5,970.5 |
346.0 |
5.6% |
74.1 |
1.2% |
62% |
False |
False |
140,858 |
| 40 |
6,316.5 |
5,527.0 |
789.5 |
12.8% |
71.9 |
1.2% |
83% |
False |
False |
88,050 |
| 60 |
6,316.5 |
5,400.0 |
916.5 |
14.8% |
82.5 |
1.3% |
86% |
False |
False |
58,863 |
| 80 |
6,316.5 |
5,400.0 |
916.5 |
14.8% |
84.0 |
1.4% |
86% |
False |
False |
44,234 |
| 100 |
6,316.5 |
5,400.0 |
916.5 |
14.8% |
83.8 |
1.4% |
86% |
False |
False |
35,635 |
| 120 |
6,316.5 |
5,330.5 |
986.0 |
15.9% |
82.1 |
1.3% |
87% |
False |
False |
29,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,919.9 |
|
2.618 |
6,679.2 |
|
1.618 |
6,531.7 |
|
1.000 |
6,440.5 |
|
0.618 |
6,384.2 |
|
HIGH |
6,293.0 |
|
0.618 |
6,236.7 |
|
0.500 |
6,219.3 |
|
0.382 |
6,201.8 |
|
LOW |
6,145.5 |
|
0.618 |
6,054.3 |
|
1.000 |
5,998.0 |
|
1.618 |
5,906.8 |
|
2.618 |
5,759.3 |
|
4.250 |
5,518.6 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,219.3 |
6,219.5 |
| PP |
6,207.8 |
6,208.0 |
| S1 |
6,196.4 |
6,196.5 |
|