| 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 |
11,063 |
11,095 |
32 |
0.3% |
10,970 |
| High |
11,103 |
11,100 |
-3 |
0.0% |
11,103 |
| Low |
11,028 |
10,918 |
-110 |
-1.0% |
10,892 |
| Close |
11,096 |
10,984 |
-112 |
-1.0% |
10,984 |
| Range |
75 |
182 |
107 |
142.7% |
211 |
| ATR |
94 |
100 |
6 |
6.7% |
0 |
| Volume |
106,614 |
98,048 |
-8,566 |
-8.0% |
497,159 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,547 |
11,447 |
11,084 |
|
| R3 |
11,365 |
11,265 |
11,034 |
|
| R2 |
11,183 |
11,183 |
11,017 |
|
| R1 |
11,083 |
11,083 |
11,001 |
11,042 |
| PP |
11,001 |
11,001 |
11,001 |
10,980 |
| S1 |
10,901 |
10,901 |
10,967 |
10,860 |
| S2 |
10,819 |
10,819 |
10,951 |
|
| S3 |
10,637 |
10,719 |
10,934 |
|
| S4 |
10,455 |
10,537 |
10,884 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,626 |
11,516 |
11,100 |
|
| R3 |
11,415 |
11,305 |
11,042 |
|
| R2 |
11,204 |
11,204 |
11,023 |
|
| R1 |
11,094 |
11,094 |
11,003 |
11,149 |
| PP |
10,993 |
10,993 |
10,993 |
11,021 |
| S1 |
10,883 |
10,883 |
10,965 |
10,938 |
| S2 |
10,782 |
10,782 |
10,945 |
|
| S3 |
10,571 |
10,672 |
10,926 |
|
| S4 |
10,360 |
10,461 |
10,868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,103 |
10,892 |
211 |
1.9% |
103 |
0.9% |
44% |
False |
False |
99,431 |
| 10 |
11,103 |
10,791 |
312 |
2.8% |
94 |
0.9% |
62% |
False |
False |
90,501 |
| 20 |
11,103 |
10,617 |
486 |
4.4% |
95 |
0.9% |
76% |
False |
False |
102,871 |
| 40 |
11,103 |
10,110 |
993 |
9.0% |
98 |
0.9% |
88% |
False |
False |
63,712 |
| 60 |
11,103 |
9,731 |
1,372 |
12.5% |
123 |
1.1% |
91% |
False |
False |
42,521 |
| 80 |
11,103 |
9,731 |
1,372 |
12.5% |
115 |
1.0% |
91% |
False |
False |
31,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,874 |
|
2.618 |
11,577 |
|
1.618 |
11,395 |
|
1.000 |
11,282 |
|
0.618 |
11,213 |
|
HIGH |
11,100 |
|
0.618 |
11,031 |
|
0.500 |
11,009 |
|
0.382 |
10,988 |
|
LOW |
10,918 |
|
0.618 |
10,806 |
|
1.000 |
10,736 |
|
1.618 |
10,624 |
|
2.618 |
10,442 |
|
4.250 |
10,145 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,009 |
11,011 |
| PP |
11,001 |
11,002 |
| S1 |
10,992 |
10,993 |
|