| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,923.0 |
2,861.0 |
-62.0 |
-2.1% |
2,938.0 |
| High |
2,950.0 |
2,878.0 |
-72.0 |
-2.4% |
2,951.0 |
| Low |
2,862.0 |
2,849.0 |
-13.0 |
-0.5% |
2,862.0 |
| Close |
2,874.0 |
2,863.0 |
-11.0 |
-0.4% |
2,874.0 |
| Range |
88.0 |
29.0 |
-59.0 |
-67.0% |
89.0 |
| ATR |
41.4 |
40.5 |
-0.9 |
-2.1% |
0.0 |
| Volume |
3,262 |
1,051 |
-2,211 |
-67.8% |
6,188 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,950.3 |
2,935.7 |
2,879.0 |
|
| R3 |
2,921.3 |
2,906.7 |
2,871.0 |
|
| R2 |
2,892.3 |
2,892.3 |
2,868.3 |
|
| R1 |
2,877.7 |
2,877.7 |
2,865.7 |
2,885.0 |
| PP |
2,863.3 |
2,863.3 |
2,863.3 |
2,867.0 |
| S1 |
2,848.7 |
2,848.7 |
2,860.3 |
2,856.0 |
| S2 |
2,834.3 |
2,834.3 |
2,857.7 |
|
| S3 |
2,805.3 |
2,819.7 |
2,855.0 |
|
| S4 |
2,776.3 |
2,790.7 |
2,847.1 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.7 |
3,107.3 |
2,923.0 |
|
| R3 |
3,073.7 |
3,018.3 |
2,898.5 |
|
| R2 |
2,984.7 |
2,984.7 |
2,890.3 |
|
| R1 |
2,929.3 |
2,929.3 |
2,882.2 |
2,912.5 |
| PP |
2,895.7 |
2,895.7 |
2,895.7 |
2,887.3 |
| S1 |
2,840.3 |
2,840.3 |
2,865.8 |
2,823.5 |
| S2 |
2,806.7 |
2,806.7 |
2,857.7 |
|
| S3 |
2,717.7 |
2,751.3 |
2,849.5 |
|
| S4 |
2,628.7 |
2,662.3 |
2,825.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,951.0 |
2,849.0 |
102.0 |
3.6% |
40.4 |
1.4% |
14% |
False |
True |
1,293 |
| 10 |
2,951.0 |
2,848.0 |
103.0 |
3.6% |
37.1 |
1.3% |
15% |
False |
False |
1,006 |
| 20 |
2,951.0 |
2,773.0 |
178.0 |
6.2% |
38.3 |
1.3% |
51% |
False |
False |
1,528 |
| 40 |
2,951.0 |
2,603.0 |
348.0 |
12.2% |
33.4 |
1.2% |
75% |
False |
False |
3,735 |
| 60 |
2,951.0 |
2,524.0 |
427.0 |
14.9% |
34.4 |
1.2% |
79% |
False |
False |
2,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,001.3 |
|
2.618 |
2,953.9 |
|
1.618 |
2,924.9 |
|
1.000 |
2,907.0 |
|
0.618 |
2,895.9 |
|
HIGH |
2,878.0 |
|
0.618 |
2,866.9 |
|
0.500 |
2,863.5 |
|
0.382 |
2,860.1 |
|
LOW |
2,849.0 |
|
0.618 |
2,831.1 |
|
1.000 |
2,820.0 |
|
1.618 |
2,802.1 |
|
2.618 |
2,773.1 |
|
4.250 |
2,725.8 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,863.5 |
2,900.0 |
| PP |
2,863.3 |
2,887.7 |
| S1 |
2,863.2 |
2,875.3 |
|