| 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 |
2,920 |
2,937 |
17 |
0.6% |
2,870 |
| High |
2,968 |
3,045 |
77 |
2.6% |
2,968 |
| Low |
2,920 |
2,937 |
17 |
0.6% |
2,817 |
| Close |
2,942 |
3,031 |
89 |
3.0% |
2,965 |
| Range |
48 |
108 |
60 |
125.0% |
151 |
| ATR |
76 |
78 |
2 |
3.0% |
0 |
| Volume |
2,661 |
263 |
-2,398 |
-90.1% |
33,165 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,328 |
3,288 |
3,090 |
|
| R3 |
3,220 |
3,180 |
3,061 |
|
| R2 |
3,112 |
3,112 |
3,051 |
|
| R1 |
3,072 |
3,072 |
3,041 |
3,092 |
| PP |
3,004 |
3,004 |
3,004 |
3,015 |
| S1 |
2,964 |
2,964 |
3,021 |
2,984 |
| S2 |
2,896 |
2,896 |
3,011 |
|
| S3 |
2,788 |
2,856 |
3,001 |
|
| S4 |
2,680 |
2,748 |
2,972 |
|
|
| 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 |
3,045 |
2,836 |
209 |
6.9% |
67 |
2.2% |
93% |
True |
False |
3,486 |
| 10 |
3,045 |
2,817 |
228 |
7.5% |
69 |
2.3% |
94% |
True |
False |
6,440 |
| 20 |
3,045 |
2,782 |
263 |
8.7% |
74 |
2.4% |
95% |
True |
False |
6,794 |
| 40 |
3,099 |
2,745 |
354 |
11.7% |
79 |
2.6% |
81% |
False |
False |
7,104 |
| 60 |
3,450 |
2,745 |
705 |
23.3% |
82 |
2.7% |
41% |
False |
False |
7,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,504 |
|
2.618 |
3,328 |
|
1.618 |
3,220 |
|
1.000 |
3,153 |
|
0.618 |
3,112 |
|
HIGH |
3,045 |
|
0.618 |
3,004 |
|
0.500 |
2,991 |
|
0.382 |
2,978 |
|
LOW |
2,937 |
|
0.618 |
2,870 |
|
1.000 |
2,829 |
|
1.618 |
2,762 |
|
2.618 |
2,654 |
|
4.250 |
2,478 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3,018 |
3,009 |
| PP |
3,004 |
2,988 |
| S1 |
2,991 |
2,966 |
|