| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,924.0 |
2,935.0 |
11.0 |
0.4% |
2,921.0 |
| High |
2,937.0 |
2,952.0 |
15.0 |
0.5% |
2,928.0 |
| Low |
2,906.0 |
2,927.0 |
21.0 |
0.7% |
2,851.0 |
| Close |
2,920.0 |
2,941.0 |
21.0 |
0.7% |
2,923.0 |
| Range |
31.0 |
25.0 |
-6.0 |
-19.4% |
77.0 |
| ATR |
43.4 |
42.6 |
-0.8 |
-1.9% |
0.0 |
| Volume |
884,838 |
1,026,995 |
142,157 |
16.1% |
3,739,869 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,015.0 |
3,003.0 |
2,954.8 |
|
| R3 |
2,990.0 |
2,978.0 |
2,947.9 |
|
| R2 |
2,965.0 |
2,965.0 |
2,945.6 |
|
| R1 |
2,953.0 |
2,953.0 |
2,943.3 |
2,959.0 |
| PP |
2,940.0 |
2,940.0 |
2,940.0 |
2,943.0 |
| S1 |
2,928.0 |
2,928.0 |
2,938.7 |
2,934.0 |
| S2 |
2,915.0 |
2,915.0 |
2,936.4 |
|
| S3 |
2,890.0 |
2,903.0 |
2,934.1 |
|
| S4 |
2,865.0 |
2,878.0 |
2,927.3 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,131.7 |
3,104.3 |
2,965.4 |
|
| R3 |
3,054.7 |
3,027.3 |
2,944.2 |
|
| R2 |
2,977.7 |
2,977.7 |
2,937.1 |
|
| R1 |
2,950.3 |
2,950.3 |
2,930.1 |
2,964.0 |
| PP |
2,900.7 |
2,900.7 |
2,900.7 |
2,907.5 |
| S1 |
2,873.3 |
2,873.3 |
2,915.9 |
2,887.0 |
| S2 |
2,823.7 |
2,823.7 |
2,908.9 |
|
| S3 |
2,746.7 |
2,796.3 |
2,901.8 |
|
| S4 |
2,669.7 |
2,719.3 |
2,880.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,952.0 |
2,851.0 |
101.0 |
3.4% |
34.8 |
1.2% |
89% |
True |
False |
992,358 |
| 10 |
2,952.0 |
2,837.0 |
115.0 |
3.9% |
36.2 |
1.2% |
90% |
True |
False |
947,947 |
| 20 |
2,952.0 |
2,776.0 |
176.0 |
6.0% |
38.2 |
1.3% |
94% |
True |
False |
1,022,333 |
| 40 |
2,952.0 |
2,604.0 |
348.0 |
11.8% |
40.5 |
1.4% |
97% |
True |
False |
545,735 |
| 60 |
2,952.0 |
2,528.0 |
424.0 |
14.4% |
50.4 |
1.7% |
97% |
True |
False |
364,743 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.2% |
46.9 |
1.6% |
92% |
False |
False |
274,724 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.2% |
45.6 |
1.5% |
92% |
False |
False |
220,311 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.2% |
46.8 |
1.6% |
92% |
False |
False |
183,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,058.3 |
|
2.618 |
3,017.5 |
|
1.618 |
2,992.5 |
|
1.000 |
2,977.0 |
|
0.618 |
2,967.5 |
|
HIGH |
2,952.0 |
|
0.618 |
2,942.5 |
|
0.500 |
2,939.5 |
|
0.382 |
2,936.6 |
|
LOW |
2,927.0 |
|
0.618 |
2,911.6 |
|
1.000 |
2,902.0 |
|
1.618 |
2,886.6 |
|
2.618 |
2,861.6 |
|
4.250 |
2,820.8 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,940.5 |
2,937.0 |
| PP |
2,940.0 |
2,933.0 |
| S1 |
2,939.5 |
2,929.0 |
|