| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,137.0 |
1,136.6 |
-0.4 |
0.0% |
1,161.9 |
| High |
1,138.5 |
1,146.8 |
8.3 |
0.7% |
1,170.7 |
| Low |
1,124.3 |
1,134.0 |
9.7 |
0.9% |
1,130.0 |
| Close |
1,135.8 |
1,139.2 |
3.4 |
0.3% |
1,136.9 |
| Range |
14.2 |
12.8 |
-1.4 |
-9.9% |
40.7 |
| ATR |
16.8 |
16.5 |
-0.3 |
-1.7% |
0.0 |
| Volume |
202,672 |
124,328 |
-78,344 |
-38.7% |
613,121 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,178.4 |
1,171.6 |
1,146.2 |
|
| R3 |
1,165.6 |
1,158.8 |
1,142.7 |
|
| R2 |
1,152.8 |
1,152.8 |
1,141.5 |
|
| R1 |
1,146.0 |
1,146.0 |
1,140.4 |
1,149.4 |
| PP |
1,140.0 |
1,140.0 |
1,140.0 |
1,141.7 |
| S1 |
1,133.2 |
1,133.2 |
1,138.0 |
1,136.6 |
| S2 |
1,127.2 |
1,127.2 |
1,136.9 |
|
| S3 |
1,114.4 |
1,120.4 |
1,135.7 |
|
| S4 |
1,101.6 |
1,107.6 |
1,132.2 |
|
|
| 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% |
39% |
False |
False |
136,617 |
| 10 |
1,170.7 |
1,124.3 |
46.4 |
4.1% |
15.7 |
1.4% |
32% |
False |
False |
134,988 |
| 20 |
1,170.7 |
1,086.1 |
84.6 |
7.4% |
15.5 |
1.4% |
63% |
False |
False |
102,181 |
| 40 |
1,170.7 |
1,086.1 |
84.6 |
7.4% |
16.3 |
1.4% |
63% |
False |
False |
57,586 |
| 60 |
1,170.7 |
1,045.6 |
125.1 |
11.0% |
18.3 |
1.6% |
75% |
False |
False |
39,725 |
| 80 |
1,170.7 |
1,045.6 |
125.1 |
11.0% |
18.3 |
1.6% |
75% |
False |
False |
30,645 |
| 100 |
1,230.0 |
1,045.6 |
184.4 |
16.2% |
20.2 |
1.8% |
51% |
False |
False |
25,123 |
| 120 |
1,230.0 |
1,030.0 |
200.0 |
17.6% |
19.3 |
1.7% |
55% |
False |
False |
21,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,201.2 |
|
2.618 |
1,180.3 |
|
1.618 |
1,167.5 |
|
1.000 |
1,159.6 |
|
0.618 |
1,154.7 |
|
HIGH |
1,146.8 |
|
0.618 |
1,141.9 |
|
0.500 |
1,140.4 |
|
0.382 |
1,138.9 |
|
LOW |
1,134.0 |
|
0.618 |
1,126.1 |
|
1.000 |
1,121.2 |
|
1.618 |
1,113.3 |
|
2.618 |
1,100.5 |
|
4.250 |
1,079.6 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,140.4 |
1,142.8 |
| PP |
1,140.0 |
1,141.6 |
| S1 |
1,139.6 |
1,140.4 |
|