| Trading Metrics calculated at close of trading on 23-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,144.0 |
1,139.5 |
-4.5 |
-0.4% |
1,133.9 |
| High |
1,144.0 |
1,154.6 |
10.6 |
0.9% |
1,154.6 |
| Low |
1,133.6 |
1,139.1 |
5.5 |
0.5% |
1,124.0 |
| Close |
1,142.3 |
1,153.1 |
10.8 |
0.9% |
1,153.1 |
| Range |
10.4 |
15.5 |
5.1 |
49.0% |
30.6 |
| ATR |
15.3 |
15.3 |
0.0 |
0.1% |
0.0 |
| Volume |
68 |
213 |
145 |
213.2% |
989 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,195.4 |
1,189.8 |
1,161.6 |
|
| R3 |
1,179.9 |
1,174.3 |
1,157.4 |
|
| R2 |
1,164.4 |
1,164.4 |
1,155.9 |
|
| R1 |
1,158.8 |
1,158.8 |
1,154.5 |
1,161.6 |
| PP |
1,148.9 |
1,148.9 |
1,148.9 |
1,150.4 |
| S1 |
1,143.3 |
1,143.3 |
1,151.7 |
1,146.1 |
| S2 |
1,133.4 |
1,133.4 |
1,150.3 |
|
| S3 |
1,117.9 |
1,127.8 |
1,148.8 |
|
| S4 |
1,102.4 |
1,112.3 |
1,144.6 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,235.7 |
1,225.0 |
1,169.9 |
|
| R3 |
1,205.1 |
1,194.4 |
1,161.5 |
|
| R2 |
1,174.5 |
1,174.5 |
1,158.7 |
|
| R1 |
1,163.8 |
1,163.8 |
1,155.9 |
1,169.2 |
| PP |
1,143.9 |
1,143.9 |
1,143.9 |
1,146.6 |
| S1 |
1,133.2 |
1,133.2 |
1,150.3 |
1,138.6 |
| S2 |
1,113.3 |
1,113.3 |
1,147.5 |
|
| S3 |
1,082.7 |
1,102.6 |
1,144.7 |
|
| S4 |
1,052.1 |
1,072.0 |
1,136.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,154.6 |
1,124.0 |
30.6 |
2.7% |
12.1 |
1.0% |
95% |
True |
False |
197 |
| 10 |
1,168.5 |
1,124.0 |
44.5 |
3.9% |
13.3 |
1.1% |
65% |
False |
False |
259 |
| 20 |
1,168.5 |
1,088.5 |
80.0 |
6.9% |
14.1 |
1.2% |
81% |
False |
False |
28,276 |
| 40 |
1,168.5 |
1,084.8 |
83.7 |
7.3% |
15.4 |
1.3% |
82% |
False |
False |
91,556 |
| 60 |
1,168.5 |
1,044.5 |
124.0 |
10.8% |
18.2 |
1.6% |
88% |
False |
False |
120,155 |
| 80 |
1,168.5 |
1,044.5 |
124.0 |
10.8% |
18.6 |
1.6% |
88% |
False |
False |
96,665 |
| 100 |
1,229.0 |
1,044.5 |
184.5 |
16.0% |
20.1 |
1.7% |
59% |
False |
False |
78,217 |
| 120 |
1,229.0 |
1,037.7 |
191.3 |
16.6% |
20.0 |
1.7% |
60% |
False |
False |
65,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,220.5 |
|
2.618 |
1,195.2 |
|
1.618 |
1,179.7 |
|
1.000 |
1,170.1 |
|
0.618 |
1,164.2 |
|
HIGH |
1,154.6 |
|
0.618 |
1,148.7 |
|
0.500 |
1,146.9 |
|
0.382 |
1,145.0 |
|
LOW |
1,139.1 |
|
0.618 |
1,129.5 |
|
1.000 |
1,123.6 |
|
1.618 |
1,114.0 |
|
2.618 |
1,098.5 |
|
4.250 |
1,073.2 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,151.0 |
1,150.1 |
| PP |
1,148.9 |
1,147.1 |
| S1 |
1,146.9 |
1,144.1 |
|