| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
10,979 |
11,063 |
84 |
0.8% |
10,898 |
| High |
11,072 |
11,103 |
31 |
0.3% |
10,956 |
| Low |
10,975 |
11,028 |
53 |
0.5% |
10,791 |
| Close |
11,065 |
11,096 |
31 |
0.3% |
10,953 |
| Range |
97 |
75 |
-22 |
-22.7% |
165 |
| ATR |
96 |
94 |
-1 |
-1.5% |
0 |
| Volume |
109,391 |
106,614 |
-2,777 |
-2.5% |
407,851 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,301 |
11,273 |
11,137 |
|
| R3 |
11,226 |
11,198 |
11,117 |
|
| R2 |
11,151 |
11,151 |
11,110 |
|
| R1 |
11,123 |
11,123 |
11,103 |
11,137 |
| PP |
11,076 |
11,076 |
11,076 |
11,083 |
| S1 |
11,048 |
11,048 |
11,089 |
11,062 |
| S2 |
11,001 |
11,001 |
11,082 |
|
| S3 |
10,926 |
10,973 |
11,076 |
|
| S4 |
10,851 |
10,898 |
11,055 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,395 |
11,339 |
11,044 |
|
| R3 |
11,230 |
11,174 |
10,999 |
|
| R2 |
11,065 |
11,065 |
10,983 |
|
| R1 |
11,009 |
11,009 |
10,968 |
11,037 |
| PP |
10,900 |
10,900 |
10,900 |
10,914 |
| S1 |
10,844 |
10,844 |
10,938 |
10,872 |
| S2 |
10,735 |
10,735 |
10,923 |
|
| S3 |
10,570 |
10,679 |
10,908 |
|
| S4 |
10,405 |
10,514 |
10,862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,103 |
10,875 |
228 |
2.1% |
82 |
0.7% |
97% |
True |
False |
101,836 |
| 10 |
11,103 |
10,791 |
312 |
2.8% |
86 |
0.8% |
98% |
True |
False |
92,373 |
| 20 |
11,103 |
10,617 |
486 |
4.4% |
90 |
0.8% |
99% |
True |
False |
103,263 |
| 40 |
11,103 |
10,110 |
993 |
8.9% |
97 |
0.9% |
99% |
True |
False |
61,264 |
| 60 |
11,103 |
9,731 |
1,372 |
12.4% |
124 |
1.1% |
99% |
True |
False |
40,889 |
| 80 |
11,103 |
9,731 |
1,372 |
12.4% |
114 |
1.0% |
99% |
True |
False |
30,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,422 |
|
2.618 |
11,299 |
|
1.618 |
11,224 |
|
1.000 |
11,178 |
|
0.618 |
11,149 |
|
HIGH |
11,103 |
|
0.618 |
11,074 |
|
0.500 |
11,066 |
|
0.382 |
11,057 |
|
LOW |
11,028 |
|
0.618 |
10,982 |
|
1.000 |
10,953 |
|
1.618 |
10,907 |
|
2.618 |
10,832 |
|
4.250 |
10,709 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,086 |
11,063 |
| PP |
11,076 |
11,030 |
| S1 |
11,066 |
10,998 |
|