| 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 |
6,234.0 |
6,209.0 |
-25.0 |
-0.4% |
6,165.0 |
| High |
6,293.0 |
6,294.0 |
1.0 |
0.0% |
6,294.0 |
| Low |
6,145.5 |
6,174.5 |
29.0 |
0.5% |
6,139.5 |
| Close |
6,185.0 |
6,262.0 |
77.0 |
1.2% |
6,262.0 |
| Range |
147.5 |
119.5 |
-28.0 |
-19.0% |
154.5 |
| ATR |
83.8 |
86.4 |
2.5 |
3.0% |
0.0 |
| Volume |
229,397 |
181,879 |
-47,518 |
-20.7% |
883,048 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,602.0 |
6,551.5 |
6,327.7 |
|
| R3 |
6,482.5 |
6,432.0 |
6,294.9 |
|
| R2 |
6,363.0 |
6,363.0 |
6,283.9 |
|
| R1 |
6,312.5 |
6,312.5 |
6,273.0 |
6,337.8 |
| PP |
6,243.5 |
6,243.5 |
6,243.5 |
6,256.1 |
| S1 |
6,193.0 |
6,193.0 |
6,251.0 |
6,218.3 |
| S2 |
6,124.0 |
6,124.0 |
6,240.1 |
|
| S3 |
6,004.5 |
6,073.5 |
6,229.1 |
|
| S4 |
5,885.0 |
5,954.0 |
6,196.3 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,695.3 |
6,633.2 |
6,347.0 |
|
| R3 |
6,540.8 |
6,478.7 |
6,304.5 |
|
| R2 |
6,386.3 |
6,386.3 |
6,290.3 |
|
| R1 |
6,324.2 |
6,324.2 |
6,276.2 |
6,355.3 |
| PP |
6,231.8 |
6,231.8 |
6,231.8 |
6,247.4 |
| S1 |
6,169.7 |
6,169.7 |
6,247.8 |
6,200.8 |
| S2 |
6,077.3 |
6,077.3 |
6,233.7 |
|
| S3 |
5,922.8 |
6,015.2 |
6,219.5 |
|
| S4 |
5,768.3 |
5,860.7 |
6,177.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,294.0 |
6,139.5 |
154.5 |
2.5% |
99.0 |
1.6% |
79% |
True |
False |
176,609 |
| 10 |
6,316.5 |
6,139.5 |
177.0 |
2.8% |
88.6 |
1.4% |
69% |
False |
False |
161,340 |
| 20 |
6,316.5 |
6,045.0 |
271.5 |
4.3% |
75.9 |
1.2% |
80% |
False |
False |
141,172 |
| 40 |
6,316.5 |
5,527.0 |
789.5 |
12.6% |
73.3 |
1.2% |
93% |
False |
False |
92,564 |
| 60 |
6,316.5 |
5,400.0 |
916.5 |
14.6% |
82.9 |
1.3% |
94% |
False |
False |
61,892 |
| 80 |
6,316.5 |
5,400.0 |
916.5 |
14.6% |
85.0 |
1.4% |
94% |
False |
False |
46,505 |
| 100 |
6,316.5 |
5,400.0 |
916.5 |
14.6% |
83.6 |
1.3% |
94% |
False |
False |
37,452 |
| 120 |
6,316.5 |
5,330.5 |
986.0 |
15.7% |
82.0 |
1.3% |
94% |
False |
False |
31,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,801.9 |
|
2.618 |
6,606.9 |
|
1.618 |
6,487.4 |
|
1.000 |
6,413.5 |
|
0.618 |
6,367.9 |
|
HIGH |
6,294.0 |
|
0.618 |
6,248.4 |
|
0.500 |
6,234.3 |
|
0.382 |
6,220.1 |
|
LOW |
6,174.5 |
|
0.618 |
6,100.6 |
|
1.000 |
6,055.0 |
|
1.618 |
5,981.1 |
|
2.618 |
5,861.6 |
|
4.250 |
5,666.6 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,252.8 |
6,247.9 |
| PP |
6,243.5 |
6,233.8 |
| S1 |
6,234.3 |
6,219.8 |
|