| 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 |
11,071 |
11,049 |
-22 |
-0.2% |
10,970 |
| High |
11,099 |
11,100 |
1 |
0.0% |
11,103 |
| Low |
11,017 |
10,964 |
-53 |
-0.5% |
10,892 |
| Close |
11,059 |
11,068 |
9 |
0.1% |
10,984 |
| Range |
82 |
136 |
54 |
65.9% |
211 |
| ATR |
99 |
102 |
3 |
2.7% |
0 |
| Volume |
106,327 |
123,967 |
17,640 |
16.6% |
497,159 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,452 |
11,396 |
11,143 |
|
| R3 |
11,316 |
11,260 |
11,106 |
|
| R2 |
11,180 |
11,180 |
11,093 |
|
| R1 |
11,124 |
11,124 |
11,081 |
11,152 |
| PP |
11,044 |
11,044 |
11,044 |
11,058 |
| S1 |
10,988 |
10,988 |
11,056 |
11,016 |
| S2 |
10,908 |
10,908 |
11,043 |
|
| S3 |
10,772 |
10,852 |
11,031 |
|
| S4 |
10,636 |
10,716 |
10,993 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,626 |
11,516 |
11,100 |
|
| R3 |
11,415 |
11,305 |
11,042 |
|
| R2 |
11,204 |
11,204 |
11,023 |
|
| R1 |
11,094 |
11,094 |
11,003 |
11,149 |
| PP |
10,993 |
10,993 |
10,993 |
11,021 |
| S1 |
10,883 |
10,883 |
10,965 |
10,938 |
| S2 |
10,782 |
10,782 |
10,945 |
|
| S3 |
10,571 |
10,672 |
10,926 |
|
| S4 |
10,360 |
10,461 |
10,868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,100 |
10,915 |
185 |
1.7% |
121 |
1.1% |
83% |
True |
False |
143,679 |
| 10 |
11,103 |
10,875 |
228 |
2.1% |
101 |
0.9% |
85% |
False |
False |
122,757 |
| 20 |
11,103 |
10,753 |
350 |
3.2% |
94 |
0.9% |
90% |
False |
False |
110,680 |
| 40 |
11,103 |
10,110 |
993 |
9.0% |
96 |
0.9% |
96% |
False |
False |
79,197 |
| 60 |
11,103 |
9,731 |
1,372 |
12.4% |
117 |
1.1% |
97% |
False |
False |
52,854 |
| 80 |
11,103 |
9,731 |
1,372 |
12.4% |
117 |
1.1% |
97% |
False |
False |
39,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,678 |
|
2.618 |
11,456 |
|
1.618 |
11,320 |
|
1.000 |
11,236 |
|
0.618 |
11,184 |
|
HIGH |
11,100 |
|
0.618 |
11,048 |
|
0.500 |
11,032 |
|
0.382 |
11,016 |
|
LOW |
10,964 |
|
0.618 |
10,880 |
|
1.000 |
10,828 |
|
1.618 |
10,744 |
|
2.618 |
10,608 |
|
4.250 |
10,386 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,056 |
11,056 |
| PP |
11,044 |
11,044 |
| S1 |
11,032 |
11,032 |
|