| Trading Metrics calculated at close of trading on 13-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,161.9 |
1,156.2 |
-5.7 |
-0.5% |
1,122.0 |
| High |
1,170.7 |
1,158.1 |
-12.6 |
-1.1% |
1,165.8 |
| Low |
1,154.8 |
1,145.4 |
-9.4 |
-0.8% |
1,120.8 |
| Close |
1,162.2 |
1,153.4 |
-8.8 |
-0.8% |
1,161.9 |
| Range |
15.9 |
12.7 |
-3.2 |
-20.1% |
45.0 |
| ATR |
16.6 |
16.6 |
0.0 |
0.1% |
0.0 |
| Volume |
134,636 |
122,400 |
-12,236 |
-9.1% |
485,404 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,190.4 |
1,184.6 |
1,160.4 |
|
| R3 |
1,177.7 |
1,171.9 |
1,156.9 |
|
| R2 |
1,165.0 |
1,165.0 |
1,155.7 |
|
| R1 |
1,159.2 |
1,159.2 |
1,154.6 |
1,155.8 |
| PP |
1,152.3 |
1,152.3 |
1,152.3 |
1,150.6 |
| S1 |
1,146.5 |
1,146.5 |
1,152.2 |
1,143.1 |
| S2 |
1,139.6 |
1,139.6 |
1,151.1 |
|
| S3 |
1,126.9 |
1,133.8 |
1,149.9 |
|
| S4 |
1,114.2 |
1,121.1 |
1,146.4 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,284.5 |
1,268.2 |
1,186.7 |
|
| R3 |
1,239.5 |
1,223.2 |
1,174.3 |
|
| R2 |
1,194.5 |
1,194.5 |
1,170.2 |
|
| R1 |
1,178.2 |
1,178.2 |
1,166.0 |
1,186.4 |
| PP |
1,149.5 |
1,149.5 |
1,149.5 |
1,153.6 |
| S1 |
1,133.2 |
1,133.2 |
1,157.8 |
1,141.4 |
| S2 |
1,104.5 |
1,104.5 |
1,153.7 |
|
| S3 |
1,059.5 |
1,088.2 |
1,149.5 |
|
| S4 |
1,014.5 |
1,043.2 |
1,137.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,170.7 |
1,133.3 |
37.4 |
3.2% |
15.0 |
1.3% |
54% |
False |
False |
133,360 |
| 10 |
1,170.7 |
1,102.4 |
68.3 |
5.9% |
15.0 |
1.3% |
75% |
False |
False |
108,702 |
| 20 |
1,170.7 |
1,086.1 |
84.6 |
7.3% |
15.9 |
1.4% |
80% |
False |
False |
73,681 |
| 40 |
1,170.7 |
1,086.1 |
84.6 |
7.3% |
17.4 |
1.5% |
80% |
False |
False |
41,026 |
| 60 |
1,170.7 |
1,045.6 |
125.1 |
10.8% |
18.8 |
1.6% |
86% |
False |
False |
28,685 |
| 80 |
1,170.7 |
1,045.6 |
125.1 |
10.8% |
18.9 |
1.6% |
86% |
False |
False |
22,340 |
| 100 |
1,230.0 |
1,045.6 |
184.4 |
16.0% |
20.1 |
1.7% |
58% |
False |
False |
18,405 |
| 120 |
1,230.0 |
1,030.0 |
200.0 |
17.3% |
19.2 |
1.7% |
62% |
False |
False |
15,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,212.1 |
|
2.618 |
1,191.3 |
|
1.618 |
1,178.6 |
|
1.000 |
1,170.8 |
|
0.618 |
1,165.9 |
|
HIGH |
1,158.1 |
|
0.618 |
1,153.2 |
|
0.500 |
1,151.8 |
|
0.382 |
1,150.3 |
|
LOW |
1,145.4 |
|
0.618 |
1,137.6 |
|
1.000 |
1,132.7 |
|
1.618 |
1,124.9 |
|
2.618 |
1,112.2 |
|
4.250 |
1,091.4 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,152.9 |
1,158.1 |
| PP |
1,152.3 |
1,156.5 |
| S1 |
1,151.8 |
1,155.0 |
|