| 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 |
2,868.0 |
2,839.0 |
-29.0 |
-1.0% |
2,861.0 |
| High |
2,888.0 |
2,861.0 |
-27.0 |
-0.9% |
2,915.0 |
| Low |
2,809.0 |
2,808.0 |
-1.0 |
0.0% |
2,808.0 |
| Close |
2,827.0 |
2,844.0 |
17.0 |
0.6% |
2,844.0 |
| Range |
79.0 |
53.0 |
-26.0 |
-32.9% |
107.0 |
| ATR |
44.7 |
45.3 |
0.6 |
1.3% |
0.0 |
| Volume |
991 |
3,632 |
2,641 |
266.5% |
10,423 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,996.7 |
2,973.3 |
2,873.2 |
|
| R3 |
2,943.7 |
2,920.3 |
2,858.6 |
|
| R2 |
2,890.7 |
2,890.7 |
2,853.7 |
|
| R1 |
2,867.3 |
2,867.3 |
2,848.9 |
2,879.0 |
| PP |
2,837.7 |
2,837.7 |
2,837.7 |
2,843.5 |
| S1 |
2,814.3 |
2,814.3 |
2,839.1 |
2,826.0 |
| S2 |
2,784.7 |
2,784.7 |
2,834.3 |
|
| S3 |
2,731.7 |
2,761.3 |
2,829.4 |
|
| S4 |
2,678.7 |
2,708.3 |
2,814.9 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,176.7 |
3,117.3 |
2,902.9 |
|
| R3 |
3,069.7 |
3,010.3 |
2,873.4 |
|
| R2 |
2,962.7 |
2,962.7 |
2,863.6 |
|
| R1 |
2,903.3 |
2,903.3 |
2,853.8 |
2,879.5 |
| PP |
2,855.7 |
2,855.7 |
2,855.7 |
2,843.8 |
| S1 |
2,796.3 |
2,796.3 |
2,834.2 |
2,772.5 |
| S2 |
2,748.7 |
2,748.7 |
2,824.4 |
|
| S3 |
2,641.7 |
2,689.3 |
2,814.6 |
|
| S4 |
2,534.7 |
2,582.3 |
2,785.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,915.0 |
2,808.0 |
107.0 |
3.8% |
52.6 |
1.8% |
34% |
False |
True |
2,084 |
| 10 |
2,951.0 |
2,808.0 |
143.0 |
5.0% |
46.7 |
1.6% |
25% |
False |
True |
1,661 |
| 20 |
2,951.0 |
2,808.0 |
143.0 |
5.0% |
40.9 |
1.4% |
25% |
False |
True |
1,162 |
| 40 |
2,951.0 |
2,603.0 |
348.0 |
12.2% |
36.8 |
1.3% |
69% |
False |
False |
3,929 |
| 60 |
2,951.0 |
2,524.0 |
427.0 |
15.0% |
35.1 |
1.2% |
75% |
False |
False |
2,755 |
| 80 |
2,970.0 |
2,524.0 |
446.0 |
15.7% |
31.7 |
1.1% |
72% |
False |
False |
2,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,086.3 |
|
2.618 |
2,999.8 |
|
1.618 |
2,946.8 |
|
1.000 |
2,914.0 |
|
0.618 |
2,893.8 |
|
HIGH |
2,861.0 |
|
0.618 |
2,840.8 |
|
0.500 |
2,834.5 |
|
0.382 |
2,828.2 |
|
LOW |
2,808.0 |
|
0.618 |
2,775.2 |
|
1.000 |
2,755.0 |
|
1.618 |
2,722.2 |
|
2.618 |
2,669.2 |
|
4.250 |
2,582.8 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,840.8 |
2,861.5 |
| PP |
2,837.7 |
2,855.7 |
| S1 |
2,834.5 |
2,849.8 |
|