| Trading Metrics calculated at close of trading on 26-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
11,132.18 |
11,205.11 |
72.93 |
0.7% |
11,018.36 |
| High |
11,205.64 |
11,258.01 |
52.37 |
0.5% |
11,205.64 |
| Low |
11,105.65 |
11,187.65 |
82.00 |
0.7% |
10,977.85 |
| Close |
11,204.28 |
11,205.03 |
0.75 |
0.0% |
11,204.28 |
| Range |
99.99 |
70.36 |
-29.63 |
-29.6% |
227.79 |
| ATR |
95.64 |
93.83 |
-1.81 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,427.98 |
11,386.86 |
11,243.73 |
|
| R3 |
11,357.62 |
11,316.50 |
11,224.38 |
|
| R2 |
11,287.26 |
11,287.26 |
11,217.93 |
|
| R1 |
11,246.14 |
11,246.14 |
11,211.48 |
11,231.52 |
| PP |
11,216.90 |
11,216.90 |
11,216.90 |
11,209.59 |
| S1 |
11,175.78 |
11,175.78 |
11,198.58 |
11,161.16 |
| S2 |
11,146.54 |
11,146.54 |
11,192.13 |
|
| S3 |
11,076.18 |
11,105.42 |
11,185.68 |
|
| S4 |
11,005.82 |
11,035.06 |
11,166.33 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,812.63 |
11,736.24 |
11,329.56 |
|
| R3 |
11,584.84 |
11,508.45 |
11,266.92 |
|
| R2 |
11,357.05 |
11,357.05 |
11,246.04 |
|
| R1 |
11,280.66 |
11,280.66 |
11,225.16 |
11,318.86 |
| PP |
11,129.26 |
11,129.26 |
11,129.26 |
11,148.35 |
| S1 |
11,052.87 |
11,052.87 |
11,183.40 |
11,091.07 |
| S2 |
10,901.47 |
10,901.47 |
11,162.52 |
|
| S3 |
10,673.68 |
10,825.08 |
11,141.64 |
|
| S4 |
10,445.89 |
10,597.29 |
11,079.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,258.01 |
11,016.40 |
241.61 |
2.2% |
90.16 |
0.8% |
78% |
True |
False |
|
| 10 |
11,258.01 |
10,947.77 |
310.24 |
2.8% |
100.22 |
0.9% |
83% |
True |
False |
|
| 20 |
11,258.01 |
10,832.83 |
425.18 |
3.8% |
88.74 |
0.8% |
88% |
True |
False |
|
| 40 |
11,258.01 |
10,326.10 |
931.91 |
8.3% |
86.87 |
0.8% |
94% |
True |
False |
|
| 60 |
11,258.01 |
9,835.09 |
1,422.92 |
12.7% |
105.40 |
0.9% |
96% |
True |
False |
|
| 80 |
11,258.01 |
9,835.09 |
1,422.92 |
12.7% |
110.24 |
1.0% |
96% |
True |
False |
|
| 100 |
11,258.01 |
9,835.09 |
1,422.92 |
12.7% |
107.78 |
1.0% |
96% |
True |
False |
|
| 120 |
11,258.01 |
9,678.95 |
1,579.06 |
14.1% |
111.29 |
1.0% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,557.04 |
|
2.618 |
11,442.21 |
|
1.618 |
11,371.85 |
|
1.000 |
11,328.37 |
|
0.618 |
11,301.49 |
|
HIGH |
11,258.01 |
|
0.618 |
11,231.13 |
|
0.500 |
11,222.83 |
|
0.382 |
11,214.53 |
|
LOW |
11,187.65 |
|
0.618 |
11,144.17 |
|
1.000 |
11,117.29 |
|
1.618 |
11,073.81 |
|
2.618 |
11,003.45 |
|
4.250 |
10,888.62 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,222.83 |
11,182.42 |
| PP |
11,216.90 |
11,159.81 |
| S1 |
11,210.96 |
11,137.21 |
|