| 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 |
2,872 |
2,891 |
19 |
0.7% |
2,970 |
| High |
2,902 |
2,900 |
-2 |
-0.1% |
2,985 |
| Low |
2,866 |
2,836 |
-30 |
-1.0% |
2,834 |
| Close |
2,890 |
2,876 |
-14 |
-0.5% |
2,856 |
| Range |
36 |
64 |
28 |
77.8% |
151 |
| ATR |
78 |
77 |
-1 |
-1.3% |
0 |
| Volume |
5,886 |
5,145 |
-741 |
-12.6% |
42,616 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,063 |
3,033 |
2,911 |
|
| R3 |
2,999 |
2,969 |
2,894 |
|
| R2 |
2,935 |
2,935 |
2,888 |
|
| R1 |
2,905 |
2,905 |
2,882 |
2,888 |
| PP |
2,871 |
2,871 |
2,871 |
2,862 |
| S1 |
2,841 |
2,841 |
2,870 |
2,824 |
| S2 |
2,807 |
2,807 |
2,864 |
|
| S3 |
2,743 |
2,777 |
2,858 |
|
| S4 |
2,679 |
2,713 |
2,841 |
|
|
| 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% |
68 |
2.4% |
51% |
False |
False |
7,760 |
| 10 |
3,000 |
2,817 |
183 |
6.4% |
69 |
2.4% |
32% |
False |
False |
8,059 |
| 20 |
3,000 |
2,782 |
218 |
7.6% |
78 |
2.7% |
43% |
False |
False |
7,480 |
| 40 |
3,150 |
2,745 |
405 |
14.1% |
79 |
2.8% |
32% |
False |
False |
7,397 |
| 60 |
3,512 |
2,745 |
767 |
26.7% |
81 |
2.8% |
17% |
False |
False |
7,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,172 |
|
2.618 |
3,068 |
|
1.618 |
3,004 |
|
1.000 |
2,964 |
|
0.618 |
2,940 |
|
HIGH |
2,900 |
|
0.618 |
2,876 |
|
0.500 |
2,868 |
|
0.382 |
2,860 |
|
LOW |
2,836 |
|
0.618 |
2,796 |
|
1.000 |
2,772 |
|
1.618 |
2,732 |
|
2.618 |
2,668 |
|
4.250 |
2,564 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,873 |
2,875 |
| PP |
2,871 |
2,873 |
| S1 |
2,868 |
2,872 |
|