| 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 |
5,752.5 |
5,724.5 |
-28.0 |
-0.5% |
5,709.0 |
| High |
5,755.5 |
5,734.0 |
-21.5 |
-0.4% |
5,742.5 |
| Low |
5,700.0 |
5,695.5 |
-4.5 |
-0.1% |
5,637.5 |
| Close |
5,734.0 |
5,720.0 |
-14.0 |
-0.2% |
5,723.5 |
| Range |
55.5 |
38.5 |
-17.0 |
-30.6% |
105.0 |
| ATR |
62.8 |
61.0 |
-1.7 |
-2.8% |
0.0 |
| Volume |
80,009 |
72,990 |
-7,019 |
-8.8% |
368,660 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,832.0 |
5,814.5 |
5,741.0 |
|
| R3 |
5,793.5 |
5,776.0 |
5,730.5 |
|
| R2 |
5,755.0 |
5,755.0 |
5,727.0 |
|
| R1 |
5,737.5 |
5,737.5 |
5,723.5 |
5,727.0 |
| PP |
5,716.5 |
5,716.5 |
5,716.5 |
5,711.0 |
| S1 |
5,699.0 |
5,699.0 |
5,716.5 |
5,688.5 |
| S2 |
5,678.0 |
5,678.0 |
5,713.0 |
|
| S3 |
5,639.5 |
5,660.5 |
5,709.5 |
|
| S4 |
5,601.0 |
5,622.0 |
5,699.0 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,016.0 |
5,975.0 |
5,781.0 |
|
| R3 |
5,911.0 |
5,870.0 |
5,752.5 |
|
| R2 |
5,806.0 |
5,806.0 |
5,743.0 |
|
| R1 |
5,765.0 |
5,765.0 |
5,733.0 |
5,785.5 |
| PP |
5,701.0 |
5,701.0 |
5,701.0 |
5,711.5 |
| S1 |
5,660.0 |
5,660.0 |
5,714.0 |
5,680.5 |
| S2 |
5,596.0 |
5,596.0 |
5,704.0 |
|
| S3 |
5,491.0 |
5,555.0 |
5,694.5 |
|
| S4 |
5,386.0 |
5,450.0 |
5,666.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,755.5 |
5,637.5 |
118.0 |
2.1% |
49.0 |
0.9% |
70% |
False |
False |
85,596 |
| 10 |
5,755.5 |
5,598.0 |
157.5 |
2.8% |
53.5 |
0.9% |
77% |
False |
False |
90,417 |
| 20 |
5,755.5 |
5,534.5 |
221.0 |
3.9% |
53.0 |
0.9% |
84% |
False |
False |
114,629 |
| 40 |
5,755.5 |
5,084.0 |
671.5 |
11.7% |
55.0 |
1.0% |
95% |
False |
False |
61,034 |
| 60 |
5,755.5 |
4,947.0 |
808.5 |
14.1% |
50.5 |
0.9% |
96% |
False |
False |
40,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,897.5 |
|
2.618 |
5,835.0 |
|
1.618 |
5,796.5 |
|
1.000 |
5,772.5 |
|
0.618 |
5,758.0 |
|
HIGH |
5,734.0 |
|
0.618 |
5,719.5 |
|
0.500 |
5,715.0 |
|
0.382 |
5,710.0 |
|
LOW |
5,695.5 |
|
0.618 |
5,671.5 |
|
1.000 |
5,657.0 |
|
1.618 |
5,633.0 |
|
2.618 |
5,594.5 |
|
4.250 |
5,532.0 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,718.0 |
5,725.5 |
| PP |
5,716.5 |
5,723.5 |
| S1 |
5,715.0 |
5,722.0 |
|