| Trading Metrics calculated at close of trading on 26-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
11,063 |
11,139 |
76 |
0.7% |
10,955 |
| High |
11,153 |
11,206 |
53 |
0.5% |
11,153 |
| Low |
11,037 |
11,128 |
91 |
0.8% |
10,915 |
| Close |
11,142 |
11,151 |
9 |
0.1% |
11,142 |
| Range |
116 |
78 |
-38 |
-32.8% |
238 |
| ATR |
103 |
101 |
-2 |
-1.7% |
0 |
| Volume |
151,218 |
119,246 |
-31,972 |
-21.1% |
771,566 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,396 |
11,351 |
11,194 |
|
| R3 |
11,318 |
11,273 |
11,173 |
|
| R2 |
11,240 |
11,240 |
11,165 |
|
| R1 |
11,195 |
11,195 |
11,158 |
11,218 |
| PP |
11,162 |
11,162 |
11,162 |
11,173 |
| S1 |
11,117 |
11,117 |
11,144 |
11,140 |
| S2 |
11,084 |
11,084 |
11,137 |
|
| S3 |
11,006 |
11,039 |
11,130 |
|
| S4 |
10,928 |
10,961 |
11,108 |
|
|
| 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 |
11,206 |
10,964 |
242 |
2.2% |
97 |
0.9% |
77% |
True |
False |
131,583 |
| 10 |
11,206 |
10,892 |
314 |
2.8% |
106 |
1.0% |
82% |
True |
False |
129,514 |
| 20 |
11,206 |
10,771 |
435 |
3.9% |
93 |
0.8% |
87% |
True |
False |
111,049 |
| 40 |
11,206 |
10,263 |
943 |
8.5% |
94 |
0.8% |
94% |
True |
False |
85,943 |
| 60 |
11,206 |
9,731 |
1,475 |
13.2% |
113 |
1.0% |
96% |
True |
False |
57,357 |
| 80 |
11,206 |
9,731 |
1,475 |
13.2% |
119 |
1.1% |
96% |
True |
False |
43,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,538 |
|
2.618 |
11,410 |
|
1.618 |
11,332 |
|
1.000 |
11,284 |
|
0.618 |
11,254 |
|
HIGH |
11,206 |
|
0.618 |
11,176 |
|
0.500 |
11,167 |
|
0.382 |
11,158 |
|
LOW |
11,128 |
|
0.618 |
11,080 |
|
1.000 |
11,050 |
|
1.618 |
11,002 |
|
2.618 |
10,924 |
|
4.250 |
10,797 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,167 |
11,129 |
| PP |
11,162 |
11,107 |
| S1 |
11,156 |
11,085 |
|