| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,944.0 |
2,926.0 |
-18.0 |
-0.6% |
2,940.0 |
| High |
2,956.0 |
2,955.0 |
-1.0 |
0.0% |
2,956.0 |
| Low |
2,916.0 |
2,865.0 |
-51.0 |
-1.7% |
2,865.0 |
| Close |
2,941.0 |
2,878.0 |
-63.0 |
-2.1% |
2,878.0 |
| Range |
40.0 |
90.0 |
50.0 |
125.0% |
91.0 |
| ATR |
42.4 |
45.8 |
3.4 |
8.0% |
0.0 |
| Volume |
985,109 |
1,988,372 |
1,003,263 |
101.8% |
5,791,338 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,169.3 |
3,113.7 |
2,927.5 |
|
| R3 |
3,079.3 |
3,023.7 |
2,902.8 |
|
| R2 |
2,989.3 |
2,989.3 |
2,894.5 |
|
| R1 |
2,933.7 |
2,933.7 |
2,886.3 |
2,916.5 |
| PP |
2,899.3 |
2,899.3 |
2,899.3 |
2,890.8 |
| S1 |
2,843.7 |
2,843.7 |
2,869.8 |
2,826.5 |
| S2 |
2,809.3 |
2,809.3 |
2,861.5 |
|
| S3 |
2,719.3 |
2,753.7 |
2,853.3 |
|
| S4 |
2,629.3 |
2,663.7 |
2,828.5 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,172.7 |
3,116.3 |
2,928.1 |
|
| R3 |
3,081.7 |
3,025.3 |
2,903.0 |
|
| R2 |
2,990.7 |
2,990.7 |
2,894.7 |
|
| R1 |
2,934.3 |
2,934.3 |
2,886.3 |
2,917.0 |
| PP |
2,899.7 |
2,899.7 |
2,899.7 |
2,891.0 |
| S1 |
2,843.3 |
2,843.3 |
2,869.7 |
2,826.0 |
| S2 |
2,808.7 |
2,808.7 |
2,861.3 |
|
| S3 |
2,717.7 |
2,752.3 |
2,853.0 |
|
| S4 |
2,626.7 |
2,661.3 |
2,828.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,956.0 |
2,865.0 |
91.0 |
3.2% |
44.0 |
1.5% |
14% |
False |
True |
1,158,267 |
| 10 |
2,956.0 |
2,851.0 |
105.0 |
3.6% |
41.5 |
1.4% |
26% |
False |
False |
1,050,251 |
| 20 |
2,956.0 |
2,776.0 |
180.0 |
6.3% |
41.7 |
1.4% |
57% |
False |
False |
1,065,029 |
| 40 |
2,956.0 |
2,604.0 |
352.0 |
12.2% |
41.2 |
1.4% |
78% |
False |
False |
619,758 |
| 60 |
2,956.0 |
2,528.0 |
428.0 |
14.9% |
49.9 |
1.7% |
82% |
False |
False |
414,207 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.5% |
47.1 |
1.6% |
78% |
False |
False |
311,128 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.5% |
46.5 |
1.6% |
78% |
False |
False |
250,043 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.5% |
46.9 |
1.6% |
78% |
False |
False |
208,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,337.5 |
|
2.618 |
3,190.6 |
|
1.618 |
3,100.6 |
|
1.000 |
3,045.0 |
|
0.618 |
3,010.6 |
|
HIGH |
2,955.0 |
|
0.618 |
2,920.6 |
|
0.500 |
2,910.0 |
|
0.382 |
2,899.4 |
|
LOW |
2,865.0 |
|
0.618 |
2,809.4 |
|
1.000 |
2,775.0 |
|
1.618 |
2,719.4 |
|
2.618 |
2,629.4 |
|
4.250 |
2,482.5 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,910.0 |
2,910.5 |
| PP |
2,899.3 |
2,899.7 |
| S1 |
2,888.7 |
2,888.8 |
|