| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
10,955 |
11,041 |
86 |
0.8% |
10,970 |
| High |
11,047 |
11,092 |
45 |
0.4% |
11,103 |
| Low |
10,915 |
11,022 |
107 |
1.0% |
10,892 |
| Close |
11,044 |
11,074 |
30 |
0.3% |
10,984 |
| Range |
132 |
70 |
-62 |
-47.0% |
211 |
| ATR |
103 |
100 |
-2 |
-2.3% |
0 |
| Volume |
232,893 |
157,161 |
-75,732 |
-32.5% |
497,159 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,273 |
11,243 |
11,113 |
|
| R3 |
11,203 |
11,173 |
11,093 |
|
| R2 |
11,133 |
11,133 |
11,087 |
|
| R1 |
11,103 |
11,103 |
11,081 |
11,118 |
| PP |
11,063 |
11,063 |
11,063 |
11,070 |
| S1 |
11,033 |
11,033 |
11,068 |
11,048 |
| S2 |
10,993 |
10,993 |
11,061 |
|
| S3 |
10,923 |
10,963 |
11,055 |
|
| S4 |
10,853 |
10,893 |
11,036 |
|
|
| 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 |
10,915 |
188 |
1.7% |
111 |
1.0% |
85% |
False |
False |
140,821 |
| 10 |
11,103 |
10,791 |
312 |
2.8% |
102 |
0.9% |
91% |
False |
False |
122,517 |
| 20 |
11,103 |
10,717 |
386 |
3.5% |
93 |
0.8% |
92% |
False |
False |
110,707 |
| 40 |
11,103 |
10,110 |
993 |
9.0% |
97 |
0.9% |
97% |
False |
False |
73,450 |
| 60 |
11,103 |
9,731 |
1,372 |
12.4% |
118 |
1.1% |
98% |
False |
False |
49,017 |
| 80 |
11,103 |
9,731 |
1,372 |
12.4% |
116 |
1.0% |
98% |
False |
False |
36,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,390 |
|
2.618 |
11,275 |
|
1.618 |
11,205 |
|
1.000 |
11,162 |
|
0.618 |
11,135 |
|
HIGH |
11,092 |
|
0.618 |
11,065 |
|
0.500 |
11,057 |
|
0.382 |
11,049 |
|
LOW |
11,022 |
|
0.618 |
10,979 |
|
1.000 |
10,952 |
|
1.618 |
10,909 |
|
2.618 |
10,839 |
|
4.250 |
10,725 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,068 |
11,052 |
| PP |
11,063 |
11,030 |
| S1 |
11,057 |
11,008 |
|