| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,142.6 |
1,144.0 |
1.4 |
0.1% |
1,168.5 |
| High |
1,150.0 |
1,144.0 |
-6.0 |
-0.5% |
1,168.5 |
| Low |
1,138.4 |
1,133.6 |
-4.8 |
-0.4% |
1,130.4 |
| Close |
1,148.2 |
1,142.3 |
-5.9 |
-0.5% |
1,136.3 |
| Range |
11.6 |
10.4 |
-1.2 |
-10.3% |
38.1 |
| ATR |
15.3 |
15.3 |
-0.1 |
-0.3% |
0.0 |
| Volume |
80 |
68 |
-12 |
-15.0% |
1,607 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,171.2 |
1,167.1 |
1,148.0 |
|
| R3 |
1,160.8 |
1,156.7 |
1,145.2 |
|
| R2 |
1,150.4 |
1,150.4 |
1,144.2 |
|
| R1 |
1,146.3 |
1,146.3 |
1,143.3 |
1,143.2 |
| PP |
1,140.0 |
1,140.0 |
1,140.0 |
1,138.4 |
| S1 |
1,135.9 |
1,135.9 |
1,141.3 |
1,132.8 |
| S2 |
1,129.6 |
1,129.6 |
1,140.4 |
|
| S3 |
1,119.2 |
1,125.5 |
1,139.4 |
|
| S4 |
1,108.8 |
1,115.1 |
1,136.6 |
|
|
| 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 |
3.2% |
14.9 |
1.3% |
51% |
False |
False |
191 |
| 10 |
1,168.5 |
1,124.0 |
44.5 |
3.9% |
13.1 |
1.1% |
41% |
False |
False |
263 |
| 20 |
1,168.5 |
1,085.5 |
83.0 |
7.3% |
13.8 |
1.2% |
68% |
False |
False |
37,169 |
| 40 |
1,168.5 |
1,084.8 |
83.7 |
7.3% |
15.5 |
1.4% |
69% |
False |
False |
95,954 |
| 60 |
1,168.5 |
1,044.5 |
124.0 |
10.9% |
18.3 |
1.6% |
79% |
False |
False |
121,895 |
| 80 |
1,168.5 |
1,044.5 |
124.0 |
10.9% |
18.6 |
1.6% |
79% |
False |
False |
96,707 |
| 100 |
1,229.0 |
1,044.5 |
184.5 |
16.2% |
20.6 |
1.8% |
53% |
False |
False |
78,278 |
| 120 |
1,229.0 |
1,031.8 |
197.2 |
17.3% |
20.0 |
1.8% |
56% |
False |
False |
65,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,188.2 |
|
2.618 |
1,171.2 |
|
1.618 |
1,160.8 |
|
1.000 |
1,154.4 |
|
0.618 |
1,150.4 |
|
HIGH |
1,144.0 |
|
0.618 |
1,140.0 |
|
0.500 |
1,138.8 |
|
0.382 |
1,137.6 |
|
LOW |
1,133.6 |
|
0.618 |
1,127.2 |
|
1.000 |
1,123.2 |
|
1.618 |
1,116.8 |
|
2.618 |
1,106.4 |
|
4.250 |
1,089.4 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,141.1 |
1,142.1 |
| PP |
1,140.0 |
1,142.0 |
| S1 |
1,138.8 |
1,141.8 |
|