| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
11,041 |
11,071 |
30 |
0.3% |
10,970 |
| High |
11,092 |
11,099 |
7 |
0.1% |
11,103 |
| Low |
11,022 |
11,017 |
-5 |
0.0% |
10,892 |
| Close |
11,074 |
11,059 |
-15 |
-0.1% |
10,984 |
| Range |
70 |
82 |
12 |
17.1% |
211 |
| ATR |
100 |
99 |
-1 |
-1.3% |
0 |
| Volume |
157,161 |
106,327 |
-50,834 |
-32.3% |
497,159 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,304 |
11,264 |
11,104 |
|
| R3 |
11,222 |
11,182 |
11,082 |
|
| R2 |
11,140 |
11,140 |
11,074 |
|
| R1 |
11,100 |
11,100 |
11,067 |
11,079 |
| PP |
11,058 |
11,058 |
11,058 |
11,048 |
| S1 |
11,018 |
11,018 |
11,052 |
10,997 |
| S2 |
10,976 |
10,976 |
11,044 |
|
| S3 |
10,894 |
10,936 |
11,037 |
|
| S4 |
10,812 |
10,854 |
11,014 |
|
|
| 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% |
108 |
1.0% |
77% |
False |
False |
140,208 |
| 10 |
11,103 |
10,791 |
312 |
2.8% |
99 |
0.9% |
86% |
False |
False |
125,341 |
| 20 |
11,103 |
10,753 |
350 |
3.2% |
91 |
0.8% |
87% |
False |
False |
110,136 |
| 40 |
11,103 |
10,110 |
993 |
9.0% |
96 |
0.9% |
96% |
False |
False |
76,104 |
| 60 |
11,103 |
9,731 |
1,372 |
12.4% |
117 |
1.1% |
97% |
False |
False |
50,789 |
| 80 |
11,103 |
9,731 |
1,372 |
12.4% |
116 |
1.1% |
97% |
False |
False |
38,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,448 |
|
2.618 |
11,314 |
|
1.618 |
11,232 |
|
1.000 |
11,181 |
|
0.618 |
11,150 |
|
HIGH |
11,099 |
|
0.618 |
11,068 |
|
0.500 |
11,058 |
|
0.382 |
11,048 |
|
LOW |
11,017 |
|
0.618 |
10,966 |
|
1.000 |
10,935 |
|
1.618 |
10,884 |
|
2.618 |
10,802 |
|
4.250 |
10,669 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,059 |
11,042 |
| PP |
11,058 |
11,024 |
| S1 |
11,058 |
11,007 |
|