| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,136.4 |
1,142.6 |
6.2 |
0.5% |
1,168.5 |
| High |
1,145.8 |
1,150.0 |
4.2 |
0.4% |
1,168.5 |
| Low |
1,136.0 |
1,138.4 |
2.4 |
0.2% |
1,130.4 |
| Close |
1,138.6 |
1,148.2 |
9.6 |
0.8% |
1,136.3 |
| Range |
9.8 |
11.6 |
1.8 |
18.4% |
38.1 |
| ATR |
15.6 |
15.3 |
-0.3 |
-1.8% |
0.0 |
| Volume |
145 |
80 |
-65 |
-44.8% |
1,607 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,180.3 |
1,175.9 |
1,154.6 |
|
| R3 |
1,168.7 |
1,164.3 |
1,151.4 |
|
| R2 |
1,157.1 |
1,157.1 |
1,150.3 |
|
| R1 |
1,152.7 |
1,152.7 |
1,149.3 |
1,154.9 |
| PP |
1,145.5 |
1,145.5 |
1,145.5 |
1,146.7 |
| S1 |
1,141.1 |
1,141.1 |
1,147.1 |
1,143.3 |
| S2 |
1,133.9 |
1,133.9 |
1,146.1 |
|
| S3 |
1,122.3 |
1,129.5 |
1,145.0 |
|
| S4 |
1,110.7 |
1,117.9 |
1,141.8 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,259.4 |
1,235.9 |
1,157.3 |
|
| R3 |
1,221.3 |
1,197.8 |
1,146.8 |
|
| R2 |
1,183.2 |
1,183.2 |
1,143.3 |
|
| R1 |
1,159.7 |
1,159.7 |
1,139.8 |
1,152.4 |
| PP |
1,145.1 |
1,145.1 |
1,145.1 |
1,141.4 |
| S1 |
1,121.6 |
1,121.6 |
1,132.8 |
1,114.3 |
| S2 |
1,107.0 |
1,107.0 |
1,129.3 |
|
| S3 |
1,068.9 |
1,083.5 |
1,125.8 |
|
| S4 |
1,030.8 |
1,045.4 |
1,115.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,160.0 |
1,124.0 |
36.0 |
3.1% |
14.6 |
1.3% |
67% |
False |
False |
209 |
| 10 |
1,168.5 |
1,124.0 |
44.5 |
3.9% |
12.9 |
1.1% |
54% |
False |
False |
391 |
| 20 |
1,168.5 |
1,084.8 |
83.7 |
7.3% |
14.4 |
1.3% |
76% |
False |
False |
44,473 |
| 40 |
1,168.5 |
1,084.8 |
83.7 |
7.3% |
15.7 |
1.4% |
76% |
False |
False |
99,985 |
| 60 |
1,168.5 |
1,044.5 |
124.0 |
10.8% |
18.4 |
1.6% |
84% |
False |
False |
122,702 |
| 80 |
1,168.5 |
1,044.5 |
124.0 |
10.8% |
18.6 |
1.6% |
84% |
False |
False |
96,755 |
| 100 |
1,229.0 |
1,044.5 |
184.5 |
16.1% |
20.8 |
1.8% |
56% |
False |
False |
78,329 |
| 120 |
1,229.0 |
1,029.0 |
200.0 |
17.4% |
20.0 |
1.7% |
60% |
False |
False |
65,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,199.3 |
|
2.618 |
1,180.4 |
|
1.618 |
1,168.8 |
|
1.000 |
1,161.6 |
|
0.618 |
1,157.2 |
|
HIGH |
1,150.0 |
|
0.618 |
1,145.6 |
|
0.500 |
1,144.2 |
|
0.382 |
1,142.8 |
|
LOW |
1,138.4 |
|
0.618 |
1,131.2 |
|
1.000 |
1,126.8 |
|
1.618 |
1,119.6 |
|
2.618 |
1,108.0 |
|
4.250 |
1,089.1 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,146.9 |
1,144.5 |
| PP |
1,145.5 |
1,140.7 |
| S1 |
1,144.2 |
1,137.0 |
|