| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
11,018.36 |
11,093.11 |
74.75 |
0.7% |
10,996.75 |
| High |
11,095.30 |
11,146.08 |
50.78 |
0.5% |
11,154.55 |
| Low |
10,977.85 |
11,081.47 |
103.62 |
0.9% |
10,947.77 |
| Close |
11,092.05 |
11,117.06 |
25.01 |
0.2% |
11,018.66 |
| Range |
117.45 |
64.61 |
-52.84 |
-45.0% |
206.78 |
| ATR |
95.33 |
93.13 |
-2.19 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,308.70 |
11,277.49 |
11,152.60 |
|
| R3 |
11,244.09 |
11,212.88 |
11,134.83 |
|
| R2 |
11,179.48 |
11,179.48 |
11,128.91 |
|
| R1 |
11,148.27 |
11,148.27 |
11,122.98 |
11,163.88 |
| PP |
11,114.87 |
11,114.87 |
11,114.87 |
11,122.67 |
| S1 |
11,083.66 |
11,083.66 |
11,111.14 |
11,099.27 |
| S2 |
11,050.26 |
11,050.26 |
11,105.21 |
|
| S3 |
10,985.65 |
11,019.05 |
11,099.29 |
|
| S4 |
10,921.04 |
10,954.44 |
11,081.52 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,660.67 |
11,546.44 |
11,132.39 |
|
| R3 |
11,453.89 |
11,339.66 |
11,075.52 |
|
| R2 |
11,247.11 |
11,247.11 |
11,056.57 |
|
| R1 |
11,132.88 |
11,132.88 |
11,037.61 |
11,190.00 |
| PP |
11,040.33 |
11,040.33 |
11,040.33 |
11,068.88 |
| S1 |
10,926.10 |
10,926.10 |
10,999.71 |
10,983.22 |
| S2 |
10,833.55 |
10,833.55 |
10,980.75 |
|
| S3 |
10,626.77 |
10,719.32 |
10,961.80 |
|
| S4 |
10,419.99 |
10,512.54 |
10,904.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,154.55 |
10,973.92 |
180.63 |
1.6% |
104.97 |
0.9% |
79% |
False |
False |
|
| 10 |
11,154.55 |
10,844.09 |
310.46 |
2.8% |
95.01 |
0.9% |
88% |
False |
False |
|
| 20 |
11,154.55 |
10,784.76 |
369.79 |
3.3% |
88.72 |
0.8% |
90% |
False |
False |
|
| 40 |
11,154.55 |
10,185.83 |
968.72 |
8.7% |
90.09 |
0.8% |
96% |
False |
False |
|
| 60 |
11,154.55 |
9,835.09 |
1,319.46 |
11.9% |
108.45 |
1.0% |
97% |
False |
False |
|
| 80 |
11,154.55 |
9,835.09 |
1,319.46 |
11.9% |
107.87 |
1.0% |
97% |
False |
False |
|
| 100 |
11,154.55 |
9,835.09 |
1,319.46 |
11.9% |
108.69 |
1.0% |
97% |
False |
False |
|
| 120 |
11,154.55 |
9,678.95 |
1,475.60 |
13.3% |
114.25 |
1.0% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,420.67 |
|
2.618 |
11,315.23 |
|
1.618 |
11,250.62 |
|
1.000 |
11,210.69 |
|
0.618 |
11,186.01 |
|
HIGH |
11,146.08 |
|
0.618 |
11,121.40 |
|
0.500 |
11,113.78 |
|
0.382 |
11,106.15 |
|
LOW |
11,081.47 |
|
0.618 |
11,041.54 |
|
1.000 |
11,016.86 |
|
1.618 |
10,976.93 |
|
2.618 |
10,912.32 |
|
4.250 |
10,806.88 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,115.97 |
11,099.33 |
| PP |
11,114.87 |
11,081.59 |
| S1 |
11,113.78 |
11,063.86 |
|