| 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 |
2,915.0 |
2,868.0 |
-47.0 |
-1.6% |
2,938.0 |
| High |
2,915.0 |
2,888.0 |
-27.0 |
-0.9% |
2,951.0 |
| Low |
2,862.0 |
2,809.0 |
-53.0 |
-1.9% |
2,862.0 |
| Close |
2,870.0 |
2,827.0 |
-43.0 |
-1.5% |
2,874.0 |
| Range |
53.0 |
79.0 |
26.0 |
49.1% |
89.0 |
| ATR |
42.1 |
44.7 |
2.6 |
6.3% |
0.0 |
| Volume |
4,152 |
991 |
-3,161 |
-76.1% |
6,188 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,078.3 |
3,031.7 |
2,870.5 |
|
| R3 |
2,999.3 |
2,952.7 |
2,848.7 |
|
| R2 |
2,920.3 |
2,920.3 |
2,841.5 |
|
| R1 |
2,873.7 |
2,873.7 |
2,834.2 |
2,857.5 |
| PP |
2,841.3 |
2,841.3 |
2,841.3 |
2,833.3 |
| S1 |
2,794.7 |
2,794.7 |
2,819.8 |
2,778.5 |
| S2 |
2,762.3 |
2,762.3 |
2,812.5 |
|
| S3 |
2,683.3 |
2,715.7 |
2,805.3 |
|
| S4 |
2,604.3 |
2,636.7 |
2,783.6 |
|
|
| 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 |
2,950.0 |
2,809.0 |
141.0 |
5.0% |
59.6 |
2.1% |
13% |
False |
True |
2,010 |
| 10 |
2,951.0 |
2,809.0 |
142.0 |
5.0% |
44.9 |
1.6% |
13% |
False |
True |
1,365 |
| 20 |
2,951.0 |
2,795.0 |
156.0 |
5.5% |
40.7 |
1.4% |
21% |
False |
False |
1,004 |
| 40 |
2,951.0 |
2,603.0 |
348.0 |
12.3% |
35.8 |
1.3% |
64% |
False |
False |
3,840 |
| 60 |
2,951.0 |
2,524.0 |
427.0 |
15.1% |
34.7 |
1.2% |
71% |
False |
False |
2,714 |
| 80 |
2,970.0 |
2,524.0 |
446.0 |
15.8% |
31.1 |
1.1% |
68% |
False |
False |
2,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,223.8 |
|
2.618 |
3,094.8 |
|
1.618 |
3,015.8 |
|
1.000 |
2,967.0 |
|
0.618 |
2,936.8 |
|
HIGH |
2,888.0 |
|
0.618 |
2,857.8 |
|
0.500 |
2,848.5 |
|
0.382 |
2,839.2 |
|
LOW |
2,809.0 |
|
0.618 |
2,760.2 |
|
1.000 |
2,730.0 |
|
1.618 |
2,681.2 |
|
2.618 |
2,602.2 |
|
4.250 |
2,473.3 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,848.5 |
2,862.0 |
| PP |
2,841.3 |
2,850.3 |
| S1 |
2,834.2 |
2,838.7 |
|