| 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 |
1,147.0 |
1,141.8 |
-5.2 |
-0.5% |
1,137.0 |
| High |
1,149.8 |
1,157.9 |
8.1 |
0.7% |
1,157.9 |
| Low |
1,132.0 |
1,135.2 |
3.2 |
0.3% |
1,124.3 |
| Close |
1,142.9 |
1,153.7 |
10.8 |
0.9% |
1,153.7 |
| Range |
17.8 |
22.7 |
4.9 |
27.5% |
33.6 |
| ATR |
16.4 |
16.8 |
0.5 |
2.8% |
0.0 |
| Volume |
112,315 |
138,485 |
26,170 |
23.3% |
698,149 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,217.0 |
1,208.1 |
1,166.2 |
|
| R3 |
1,194.3 |
1,185.4 |
1,159.9 |
|
| R2 |
1,171.6 |
1,171.6 |
1,157.9 |
|
| R1 |
1,162.7 |
1,162.7 |
1,155.8 |
1,167.2 |
| PP |
1,148.9 |
1,148.9 |
1,148.9 |
1,151.2 |
| S1 |
1,140.0 |
1,140.0 |
1,151.6 |
1,144.5 |
| S2 |
1,126.2 |
1,126.2 |
1,149.5 |
|
| S3 |
1,103.5 |
1,117.3 |
1,147.5 |
|
| S4 |
1,080.8 |
1,094.6 |
1,141.2 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,246.1 |
1,233.5 |
1,172.2 |
|
| R3 |
1,212.5 |
1,199.9 |
1,162.9 |
|
| R2 |
1,178.9 |
1,178.9 |
1,159.9 |
|
| R1 |
1,166.3 |
1,166.3 |
1,156.8 |
1,172.6 |
| PP |
1,145.3 |
1,145.3 |
1,145.3 |
1,148.5 |
| S1 |
1,132.7 |
1,132.7 |
1,150.6 |
1,139.0 |
| S2 |
1,111.7 |
1,111.7 |
1,147.5 |
|
| S3 |
1,078.1 |
1,099.1 |
1,144.5 |
|
| S4 |
1,044.5 |
1,065.5 |
1,135.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,157.9 |
1,124.3 |
33.6 |
2.9% |
16.1 |
1.4% |
88% |
True |
False |
139,629 |
| 10 |
1,170.7 |
1,124.3 |
46.4 |
4.0% |
16.4 |
1.4% |
63% |
False |
False |
131,127 |
| 20 |
1,170.7 |
1,089.6 |
81.1 |
7.0% |
15.9 |
1.4% |
79% |
False |
False |
114,943 |
| 40 |
1,170.7 |
1,086.1 |
84.6 |
7.3% |
16.1 |
1.4% |
80% |
False |
False |
66,450 |
| 60 |
1,170.7 |
1,045.6 |
125.1 |
10.8% |
18.5 |
1.6% |
86% |
False |
False |
45,759 |
| 80 |
1,170.7 |
1,045.6 |
125.1 |
10.8% |
18.4 |
1.6% |
86% |
False |
False |
35,215 |
| 100 |
1,230.0 |
1,045.6 |
184.4 |
16.0% |
19.8 |
1.7% |
59% |
False |
False |
28,714 |
| 120 |
1,230.0 |
1,039.1 |
190.9 |
16.5% |
19.4 |
1.7% |
60% |
False |
False |
24,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,254.4 |
|
2.618 |
1,217.3 |
|
1.618 |
1,194.6 |
|
1.000 |
1,180.6 |
|
0.618 |
1,171.9 |
|
HIGH |
1,157.9 |
|
0.618 |
1,149.2 |
|
0.500 |
1,146.6 |
|
0.382 |
1,143.9 |
|
LOW |
1,135.2 |
|
0.618 |
1,121.2 |
|
1.000 |
1,112.5 |
|
1.618 |
1,098.5 |
|
2.618 |
1,075.8 |
|
4.250 |
1,038.7 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,151.3 |
1,150.8 |
| PP |
1,148.9 |
1,147.9 |
| S1 |
1,146.6 |
1,145.0 |
|