| Trading Metrics calculated at close of trading on 23-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
11,049 |
11,063 |
14 |
0.1% |
10,955 |
| High |
11,100 |
11,153 |
53 |
0.5% |
11,153 |
| Low |
10,964 |
11,037 |
73 |
0.7% |
10,915 |
| Close |
11,068 |
11,142 |
74 |
0.7% |
11,142 |
| Range |
136 |
116 |
-20 |
-14.7% |
238 |
| ATR |
102 |
103 |
1 |
1.0% |
0 |
| Volume |
123,967 |
151,218 |
27,251 |
22.0% |
771,566 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,459 |
11,416 |
11,206 |
|
| R3 |
11,343 |
11,300 |
11,174 |
|
| R2 |
11,227 |
11,227 |
11,163 |
|
| R1 |
11,184 |
11,184 |
11,153 |
11,206 |
| PP |
11,111 |
11,111 |
11,111 |
11,121 |
| S1 |
11,068 |
11,068 |
11,131 |
11,090 |
| S2 |
10,995 |
10,995 |
11,121 |
|
| S3 |
10,879 |
10,952 |
11,110 |
|
| S4 |
10,763 |
10,836 |
11,078 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,784 |
11,701 |
11,273 |
|
| R3 |
11,546 |
11,463 |
11,208 |
|
| R2 |
11,308 |
11,308 |
11,186 |
|
| R1 |
11,225 |
11,225 |
11,164 |
11,267 |
| PP |
11,070 |
11,070 |
11,070 |
11,091 |
| S1 |
10,987 |
10,987 |
11,120 |
11,029 |
| S2 |
10,832 |
10,832 |
11,098 |
|
| S3 |
10,594 |
10,749 |
11,077 |
|
| S4 |
10,356 |
10,511 |
11,011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,153 |
10,915 |
238 |
2.1% |
107 |
1.0% |
95% |
True |
False |
154,313 |
| 10 |
11,153 |
10,892 |
261 |
2.3% |
105 |
0.9% |
96% |
True |
False |
126,872 |
| 20 |
11,153 |
10,753 |
400 |
3.6% |
94 |
0.8% |
97% |
True |
False |
112,033 |
| 40 |
11,153 |
10,196 |
957 |
8.6% |
95 |
0.8% |
99% |
True |
False |
82,971 |
| 60 |
11,153 |
9,731 |
1,422 |
12.8% |
116 |
1.0% |
99% |
True |
False |
55,371 |
| 80 |
11,153 |
9,731 |
1,422 |
12.8% |
118 |
1.1% |
99% |
True |
False |
41,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,646 |
|
2.618 |
11,457 |
|
1.618 |
11,341 |
|
1.000 |
11,269 |
|
0.618 |
11,225 |
|
HIGH |
11,153 |
|
0.618 |
11,109 |
|
0.500 |
11,095 |
|
0.382 |
11,081 |
|
LOW |
11,037 |
|
0.618 |
10,965 |
|
1.000 |
10,921 |
|
1.618 |
10,849 |
|
2.618 |
10,733 |
|
4.250 |
10,544 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,126 |
11,114 |
| PP |
11,111 |
11,086 |
| S1 |
11,095 |
11,059 |
|