| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,152.0 |
1,155.8 |
3.8 |
0.3% |
1,122.0 |
| High |
1,162.8 |
1,162.3 |
-0.5 |
0.0% |
1,165.8 |
| Low |
1,151.0 |
1,150.7 |
-0.3 |
0.0% |
1,120.8 |
| Close |
1,159.6 |
1,160.3 |
0.7 |
0.1% |
1,161.9 |
| Range |
11.8 |
11.6 |
-0.2 |
-1.7% |
45.0 |
| ATR |
16.2 |
15.9 |
-0.3 |
-2.0% |
0.0 |
| Volume |
133,642 |
123,129 |
-10,513 |
-7.9% |
485,404 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,192.6 |
1,188.0 |
1,166.7 |
|
| R3 |
1,181.0 |
1,176.4 |
1,163.5 |
|
| R2 |
1,169.4 |
1,169.4 |
1,162.4 |
|
| R1 |
1,164.8 |
1,164.8 |
1,161.4 |
1,167.1 |
| PP |
1,157.8 |
1,157.8 |
1,157.8 |
1,158.9 |
| S1 |
1,153.2 |
1,153.2 |
1,159.2 |
1,155.5 |
| S2 |
1,146.2 |
1,146.2 |
1,158.2 |
|
| S3 |
1,134.6 |
1,141.6 |
1,157.1 |
|
| S4 |
1,123.0 |
1,130.0 |
1,153.9 |
|
|
| 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 |
1,145.4 |
25.3 |
2.2% |
13.5 |
1.2% |
59% |
False |
False |
126,696 |
| 10 |
1,170.7 |
1,112.3 |
58.4 |
5.0% |
14.5 |
1.2% |
82% |
False |
False |
110,769 |
| 20 |
1,170.7 |
1,086.1 |
84.6 |
7.3% |
15.3 |
1.3% |
88% |
False |
False |
83,552 |
| 40 |
1,170.7 |
1,086.1 |
84.6 |
7.3% |
16.7 |
1.4% |
88% |
False |
False |
47,302 |
| 60 |
1,170.7 |
1,045.6 |
125.1 |
10.8% |
18.7 |
1.6% |
92% |
False |
False |
32,775 |
| 80 |
1,170.7 |
1,045.6 |
125.1 |
10.8% |
18.4 |
1.6% |
92% |
False |
False |
25,471 |
| 100 |
1,230.0 |
1,045.6 |
184.4 |
15.9% |
20.1 |
1.7% |
62% |
False |
False |
20,951 |
| 120 |
1,230.0 |
1,030.0 |
200.0 |
17.2% |
19.2 |
1.7% |
65% |
False |
False |
17,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,211.6 |
|
2.618 |
1,192.7 |
|
1.618 |
1,181.1 |
|
1.000 |
1,173.9 |
|
0.618 |
1,169.5 |
|
HIGH |
1,162.3 |
|
0.618 |
1,157.9 |
|
0.500 |
1,156.5 |
|
0.382 |
1,155.1 |
|
LOW |
1,150.7 |
|
0.618 |
1,143.5 |
|
1.000 |
1,139.1 |
|
1.618 |
1,131.9 |
|
2.618 |
1,120.3 |
|
4.250 |
1,101.4 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,159.0 |
1,158.2 |
| PP |
1,157.8 |
1,156.2 |
| S1 |
1,156.5 |
1,154.1 |
|