| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,159.4 |
1,137.0 |
-22.4 |
-1.9% |
1,161.9 |
| High |
1,161.2 |
1,138.5 |
-22.7 |
-2.0% |
1,170.7 |
| Low |
1,130.0 |
1,124.3 |
-5.7 |
-0.5% |
1,130.0 |
| Close |
1,136.9 |
1,135.8 |
-1.1 |
-0.1% |
1,136.9 |
| Range |
31.2 |
14.2 |
-17.0 |
-54.5% |
40.7 |
| ATR |
17.0 |
16.8 |
-0.2 |
-1.2% |
0.0 |
| Volume |
99,314 |
202,672 |
103,358 |
104.1% |
613,121 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,175.5 |
1,169.8 |
1,143.6 |
|
| R3 |
1,161.3 |
1,155.6 |
1,139.7 |
|
| R2 |
1,147.1 |
1,147.1 |
1,138.4 |
|
| R1 |
1,141.4 |
1,141.4 |
1,137.1 |
1,137.2 |
| PP |
1,132.9 |
1,132.9 |
1,132.9 |
1,130.7 |
| S1 |
1,127.2 |
1,127.2 |
1,134.5 |
1,123.0 |
| S2 |
1,118.7 |
1,118.7 |
1,133.2 |
|
| S3 |
1,104.5 |
1,113.0 |
1,131.9 |
|
| S4 |
1,090.3 |
1,098.8 |
1,128.0 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,268.0 |
1,243.1 |
1,159.3 |
|
| R3 |
1,227.3 |
1,202.4 |
1,148.1 |
|
| R2 |
1,186.6 |
1,186.6 |
1,144.4 |
|
| R1 |
1,161.7 |
1,161.7 |
1,140.6 |
1,153.8 |
| PP |
1,145.9 |
1,145.9 |
1,145.9 |
1,141.9 |
| S1 |
1,121.0 |
1,121.0 |
1,133.2 |
1,113.1 |
| S2 |
1,105.2 |
1,105.2 |
1,129.4 |
|
| S3 |
1,064.5 |
1,080.3 |
1,125.7 |
|
| S4 |
1,023.8 |
1,039.6 |
1,114.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,162.8 |
1,124.3 |
38.5 |
3.4% |
16.3 |
1.4% |
30% |
False |
True |
136,231 |
| 10 |
1,170.7 |
1,123.5 |
47.2 |
4.2% |
16.0 |
1.4% |
26% |
False |
False |
130,119 |
| 20 |
1,170.7 |
1,086.1 |
84.6 |
7.4% |
15.7 |
1.4% |
59% |
False |
False |
96,792 |
| 40 |
1,170.7 |
1,086.1 |
84.6 |
7.4% |
16.5 |
1.5% |
59% |
False |
False |
54,630 |
| 60 |
1,170.7 |
1,045.6 |
125.1 |
11.0% |
18.4 |
1.6% |
72% |
False |
False |
37,690 |
| 80 |
1,170.7 |
1,045.6 |
125.1 |
11.0% |
18.4 |
1.6% |
72% |
False |
False |
29,149 |
| 100 |
1,230.0 |
1,045.6 |
184.4 |
16.2% |
20.2 |
1.8% |
49% |
False |
False |
23,938 |
| 120 |
1,230.0 |
1,030.0 |
200.0 |
17.6% |
19.4 |
1.7% |
53% |
False |
False |
20,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,198.9 |
|
2.618 |
1,175.7 |
|
1.618 |
1,161.5 |
|
1.000 |
1,152.7 |
|
0.618 |
1,147.3 |
|
HIGH |
1,138.5 |
|
0.618 |
1,133.1 |
|
0.500 |
1,131.4 |
|
0.382 |
1,129.7 |
|
LOW |
1,124.3 |
|
0.618 |
1,115.5 |
|
1.000 |
1,110.1 |
|
1.618 |
1,101.3 |
|
2.618 |
1,087.1 |
|
4.250 |
1,064.0 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,134.3 |
1,143.3 |
| PP |
1,132.9 |
1,140.8 |
| S1 |
1,131.4 |
1,138.3 |
|