| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
11,006.72 |
11,020.70 |
13.98 |
0.1% |
10,927.45 |
| High |
11,038.92 |
11,125.22 |
86.30 |
0.8% |
11,000.98 |
| Low |
10,947.77 |
11,020.63 |
72.86 |
0.7% |
10,844.09 |
| Close |
11,019.42 |
11,123.11 |
103.69 |
0.9% |
10,997.35 |
| Range |
91.15 |
104.59 |
13.44 |
14.7% |
156.89 |
| ATR |
87.92 |
89.19 |
1.28 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,403.42 |
11,367.86 |
11,180.63 |
|
| R3 |
11,298.83 |
11,263.27 |
11,151.87 |
|
| R2 |
11,194.24 |
11,194.24 |
11,142.28 |
|
| R1 |
11,158.68 |
11,158.68 |
11,132.70 |
11,176.46 |
| PP |
11,089.65 |
11,089.65 |
11,089.65 |
11,098.55 |
| S1 |
11,054.09 |
11,054.09 |
11,113.52 |
11,071.87 |
| S2 |
10,985.06 |
10,985.06 |
11,103.94 |
|
| S3 |
10,880.47 |
10,949.50 |
11,094.35 |
|
| S4 |
10,775.88 |
10,844.91 |
11,065.59 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,418.14 |
11,364.64 |
11,083.64 |
|
| R3 |
11,261.25 |
11,207.75 |
11,040.49 |
|
| R2 |
11,104.36 |
11,104.36 |
11,026.11 |
|
| R1 |
11,050.86 |
11,050.86 |
11,011.73 |
11,077.61 |
| PP |
10,947.47 |
10,947.47 |
10,947.47 |
10,960.85 |
| S1 |
10,893.97 |
10,893.97 |
10,982.97 |
10,920.72 |
| S2 |
10,790.58 |
10,790.58 |
10,968.59 |
|
| S3 |
10,633.69 |
10,737.08 |
10,954.21 |
|
| S4 |
10,476.80 |
10,580.19 |
10,911.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,125.22 |
10,844.09 |
281.13 |
2.5% |
82.53 |
0.7% |
99% |
True |
False |
|
| 10 |
11,125.22 |
10,832.83 |
292.39 |
2.6% |
82.75 |
0.7% |
99% |
True |
False |
|
| 20 |
11,125.22 |
10,686.36 |
438.86 |
3.9% |
86.60 |
0.8% |
100% |
True |
False |
|
| 40 |
11,125.22 |
10,185.83 |
939.39 |
8.4% |
87.95 |
0.8% |
100% |
True |
False |
|
| 60 |
11,125.22 |
9,835.09 |
1,290.13 |
11.6% |
114.99 |
1.0% |
100% |
True |
False |
|
| 80 |
11,125.22 |
9,835.09 |
1,290.13 |
11.6% |
108.04 |
1.0% |
100% |
True |
False |
|
| 100 |
11,125.22 |
9,835.09 |
1,290.13 |
11.6% |
109.37 |
1.0% |
100% |
True |
False |
|
| 120 |
11,125.22 |
9,678.95 |
1,446.27 |
13.0% |
117.12 |
1.1% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,569.73 |
|
2.618 |
11,399.04 |
|
1.618 |
11,294.45 |
|
1.000 |
11,229.81 |
|
0.618 |
11,189.86 |
|
HIGH |
11,125.22 |
|
0.618 |
11,085.27 |
|
0.500 |
11,072.93 |
|
0.382 |
11,060.58 |
|
LOW |
11,020.63 |
|
0.618 |
10,955.99 |
|
1.000 |
10,916.04 |
|
1.618 |
10,851.40 |
|
2.618 |
10,746.81 |
|
4.250 |
10,576.12 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,106.38 |
11,094.24 |
| PP |
11,089.65 |
11,065.37 |
| S1 |
11,072.93 |
11,036.50 |
|