| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
5,768.0 |
5,751.0 |
-17.0 |
-0.3% |
5,752.5 |
| High |
5,800.0 |
5,800.0 |
0.0 |
0.0% |
5,800.0 |
| Low |
5,734.5 |
5,682.5 |
-52.0 |
-0.9% |
5,682.5 |
| Close |
5,779.0 |
5,695.5 |
-83.5 |
-1.4% |
5,695.5 |
| Range |
65.5 |
117.5 |
52.0 |
79.4% |
117.5 |
| ATR |
61.0 |
65.0 |
4.0 |
6.6% |
0.0 |
| Volume |
79,141 |
71,352 |
-7,789 |
-9.8% |
389,875 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,078.5 |
6,004.5 |
5,760.0 |
|
| R3 |
5,961.0 |
5,887.0 |
5,728.0 |
|
| R2 |
5,843.5 |
5,843.5 |
5,717.0 |
|
| R1 |
5,769.5 |
5,769.5 |
5,706.5 |
5,748.0 |
| PP |
5,726.0 |
5,726.0 |
5,726.0 |
5,715.0 |
| S1 |
5,652.0 |
5,652.0 |
5,684.5 |
5,630.0 |
| S2 |
5,608.5 |
5,608.5 |
5,674.0 |
|
| S3 |
5,491.0 |
5,534.5 |
5,663.0 |
|
| S4 |
5,373.5 |
5,417.0 |
5,631.0 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,078.5 |
6,004.5 |
5,760.0 |
|
| R3 |
5,961.0 |
5,887.0 |
5,728.0 |
|
| R2 |
5,843.5 |
5,843.5 |
5,717.0 |
|
| R1 |
5,769.5 |
5,769.5 |
5,706.5 |
5,748.0 |
| PP |
5,726.0 |
5,726.0 |
5,726.0 |
5,715.0 |
| S1 |
5,652.0 |
5,652.0 |
5,684.5 |
5,630.0 |
| S2 |
5,608.5 |
5,608.5 |
5,674.0 |
|
| S3 |
5,491.0 |
5,534.5 |
5,663.0 |
|
| S4 |
5,373.5 |
5,417.0 |
5,631.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,800.0 |
5,682.5 |
117.5 |
2.1% |
63.0 |
1.1% |
11% |
True |
True |
77,975 |
| 10 |
5,800.0 |
5,637.5 |
162.5 |
2.9% |
57.0 |
1.0% |
36% |
True |
False |
87,775 |
| 20 |
5,800.0 |
5,534.5 |
265.5 |
4.7% |
58.5 |
1.0% |
61% |
True |
False |
100,187 |
| 40 |
5,800.0 |
5,192.0 |
608.0 |
10.7% |
57.5 |
1.0% |
83% |
True |
False |
66,950 |
| 60 |
5,800.0 |
4,947.0 |
853.0 |
15.0% |
54.5 |
1.0% |
88% |
True |
False |
44,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,299.5 |
|
2.618 |
6,107.5 |
|
1.618 |
5,990.0 |
|
1.000 |
5,917.5 |
|
0.618 |
5,872.5 |
|
HIGH |
5,800.0 |
|
0.618 |
5,755.0 |
|
0.500 |
5,741.0 |
|
0.382 |
5,727.5 |
|
LOW |
5,682.5 |
|
0.618 |
5,610.0 |
|
1.000 |
5,565.0 |
|
1.618 |
5,492.5 |
|
2.618 |
5,375.0 |
|
4.250 |
5,183.0 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,741.0 |
5,741.0 |
| PP |
5,726.0 |
5,726.0 |
| S1 |
5,711.0 |
5,711.0 |
|