| 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 |
1,150.3 |
1,143.3 |
-7.0 |
-0.6% |
1,139.1 |
| High |
1,153.1 |
1,162.2 |
9.1 |
0.8% |
1,162.2 |
| Low |
1,135.9 |
1,139.0 |
3.1 |
0.3% |
1,127.8 |
| Close |
1,146.5 |
1,157.4 |
10.9 |
1.0% |
1,157.4 |
| Range |
17.2 |
23.2 |
6.0 |
34.9% |
34.4 |
| ATR |
15.1 |
15.6 |
0.6 |
3.9% |
0.0 |
| Volume |
2,129 |
2,687 |
558 |
26.2% |
8,766 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,222.5 |
1,213.1 |
1,170.2 |
|
| R3 |
1,199.3 |
1,189.9 |
1,163.8 |
|
| R2 |
1,176.1 |
1,176.1 |
1,161.7 |
|
| R1 |
1,166.7 |
1,166.7 |
1,159.5 |
1,171.4 |
| PP |
1,152.9 |
1,152.9 |
1,152.9 |
1,155.2 |
| S1 |
1,143.5 |
1,143.5 |
1,155.3 |
1,148.2 |
| S2 |
1,129.7 |
1,129.7 |
1,153.1 |
|
| S3 |
1,106.5 |
1,120.3 |
1,151.0 |
|
| S4 |
1,083.3 |
1,097.1 |
1,144.6 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,252.3 |
1,239.3 |
1,176.3 |
|
| R3 |
1,217.9 |
1,204.9 |
1,166.9 |
|
| R2 |
1,183.5 |
1,183.5 |
1,163.7 |
|
| R1 |
1,170.5 |
1,170.5 |
1,160.6 |
1,177.0 |
| PP |
1,149.1 |
1,149.1 |
1,149.1 |
1,152.4 |
| S1 |
1,136.1 |
1,136.1 |
1,154.2 |
1,142.6 |
| S2 |
1,114.7 |
1,114.7 |
1,151.1 |
|
| S3 |
1,080.3 |
1,101.7 |
1,147.9 |
|
| S4 |
1,045.9 |
1,067.3 |
1,138.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,162.2 |
1,127.8 |
34.4 |
3.0% |
15.3 |
1.3% |
86% |
True |
False |
1,753 |
| 10 |
1,172.2 |
1,127.8 |
44.4 |
3.8% |
15.1 |
1.3% |
67% |
False |
False |
1,816 |
| 20 |
1,172.2 |
1,094.0 |
78.2 |
6.8% |
14.4 |
1.2% |
81% |
False |
False |
1,672 |
| 40 |
1,172.2 |
1,089.9 |
82.3 |
7.1% |
14.7 |
1.3% |
82% |
False |
False |
1,483 |
| 60 |
1,172.2 |
1,048.2 |
124.0 |
10.7% |
16.9 |
1.5% |
88% |
False |
False |
1,728 |
| 80 |
1,172.2 |
1,048.2 |
124.0 |
10.7% |
17.1 |
1.5% |
88% |
False |
False |
1,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,260.8 |
|
2.618 |
1,222.9 |
|
1.618 |
1,199.7 |
|
1.000 |
1,185.4 |
|
0.618 |
1,176.5 |
|
HIGH |
1,162.2 |
|
0.618 |
1,153.3 |
|
0.500 |
1,150.6 |
|
0.382 |
1,147.9 |
|
LOW |
1,139.0 |
|
0.618 |
1,124.7 |
|
1.000 |
1,115.8 |
|
1.618 |
1,101.5 |
|
2.618 |
1,078.3 |
|
4.250 |
1,040.4 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,155.1 |
1,154.6 |
| PP |
1,152.9 |
1,151.8 |
| S1 |
1,150.6 |
1,149.1 |
|