| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,888 |
2,920 |
32 |
1.1% |
2,870 |
| High |
2,968 |
2,968 |
0 |
0.0% |
2,968 |
| Low |
2,887 |
2,920 |
33 |
1.1% |
2,817 |
| Close |
2,965 |
2,942 |
-23 |
-0.8% |
2,965 |
| Range |
81 |
48 |
-33 |
-40.7% |
151 |
| ATR |
78 |
76 |
-2 |
-2.7% |
0 |
| Volume |
3,478 |
2,661 |
-817 |
-23.5% |
33,165 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,087 |
3,063 |
2,968 |
|
| R3 |
3,039 |
3,015 |
2,955 |
|
| R2 |
2,991 |
2,991 |
2,951 |
|
| R1 |
2,967 |
2,967 |
2,946 |
2,979 |
| PP |
2,943 |
2,943 |
2,943 |
2,950 |
| S1 |
2,919 |
2,919 |
2,938 |
2,931 |
| S2 |
2,895 |
2,895 |
2,933 |
|
| S3 |
2,847 |
2,871 |
2,929 |
|
| S4 |
2,799 |
2,823 |
2,916 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,370 |
3,318 |
3,048 |
|
| R3 |
3,219 |
3,167 |
3,007 |
|
| R2 |
3,068 |
3,068 |
2,993 |
|
| R1 |
3,016 |
3,016 |
2,979 |
3,042 |
| PP |
2,917 |
2,917 |
2,917 |
2,930 |
| S1 |
2,865 |
2,865 |
2,951 |
2,891 |
| S2 |
2,766 |
2,766 |
2,937 |
|
| S3 |
2,615 |
2,714 |
2,923 |
|
| S4 |
2,464 |
2,563 |
2,882 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,968 |
2,817 |
151 |
5.1% |
68 |
2.3% |
83% |
True |
False |
5,181 |
| 10 |
2,980 |
2,817 |
163 |
5.5% |
71 |
2.4% |
77% |
False |
False |
6,970 |
| 20 |
3,000 |
2,782 |
218 |
7.4% |
74 |
2.5% |
73% |
False |
False |
7,050 |
| 40 |
3,150 |
2,745 |
405 |
13.8% |
79 |
2.7% |
49% |
False |
False |
7,222 |
| 60 |
3,465 |
2,745 |
720 |
24.5% |
81 |
2.8% |
27% |
False |
False |
7,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,172 |
|
2.618 |
3,094 |
|
1.618 |
3,046 |
|
1.000 |
3,016 |
|
0.618 |
2,998 |
|
HIGH |
2,968 |
|
0.618 |
2,950 |
|
0.500 |
2,944 |
|
0.382 |
2,938 |
|
LOW |
2,920 |
|
0.618 |
2,890 |
|
1.000 |
2,872 |
|
1.618 |
2,842 |
|
2.618 |
2,794 |
|
4.250 |
2,716 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,944 |
2,929 |
| PP |
2,943 |
2,915 |
| S1 |
2,943 |
2,902 |
|