| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,920 |
2,872 |
-48 |
-1.6% |
2,970 |
| High |
2,926 |
2,902 |
-24 |
-0.8% |
2,985 |
| Low |
2,817 |
2,866 |
49 |
1.7% |
2,834 |
| Close |
2,868 |
2,890 |
22 |
0.8% |
2,856 |
| Range |
109 |
36 |
-73 |
-67.0% |
151 |
| ATR |
81 |
78 |
-3 |
-4.0% |
0 |
| Volume |
8,737 |
5,886 |
-2,851 |
-32.6% |
42,616 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,994 |
2,978 |
2,910 |
|
| R3 |
2,958 |
2,942 |
2,900 |
|
| R2 |
2,922 |
2,922 |
2,897 |
|
| R1 |
2,906 |
2,906 |
2,893 |
2,914 |
| PP |
2,886 |
2,886 |
2,886 |
2,890 |
| S1 |
2,870 |
2,870 |
2,887 |
2,878 |
| S2 |
2,850 |
2,850 |
2,883 |
|
| S3 |
2,814 |
2,834 |
2,880 |
|
| S4 |
2,778 |
2,798 |
2,870 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,345 |
3,251 |
2,939 |
|
| R3 |
3,194 |
3,100 |
2,898 |
|
| R2 |
3,043 |
3,043 |
2,884 |
|
| R1 |
2,949 |
2,949 |
2,870 |
2,921 |
| PP |
2,892 |
2,892 |
2,892 |
2,877 |
| S1 |
2,798 |
2,798 |
2,842 |
2,770 |
| S2 |
2,741 |
2,741 |
2,828 |
|
| S3 |
2,590 |
2,647 |
2,814 |
|
| S4 |
2,439 |
2,496 |
2,773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,933 |
2,817 |
116 |
4.0% |
67 |
2.3% |
63% |
False |
False |
8,760 |
| 10 |
3,000 |
2,817 |
183 |
6.3% |
73 |
2.5% |
40% |
False |
False |
8,476 |
| 20 |
3,000 |
2,782 |
218 |
7.5% |
79 |
2.7% |
50% |
False |
False |
7,639 |
| 40 |
3,175 |
2,745 |
430 |
14.9% |
81 |
2.8% |
34% |
False |
False |
7,409 |
| 60 |
3,512 |
2,745 |
767 |
26.5% |
81 |
2.8% |
19% |
False |
False |
7,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,055 |
|
2.618 |
2,996 |
|
1.618 |
2,960 |
|
1.000 |
2,938 |
|
0.618 |
2,924 |
|
HIGH |
2,902 |
|
0.618 |
2,888 |
|
0.500 |
2,884 |
|
0.382 |
2,880 |
|
LOW |
2,866 |
|
0.618 |
2,844 |
|
1.000 |
2,830 |
|
1.618 |
2,808 |
|
2.618 |
2,772 |
|
4.250 |
2,713 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,888 |
2,885 |
| PP |
2,886 |
2,880 |
| S1 |
2,884 |
2,875 |
|