| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
11,116.91 |
11,119.78 |
2.87 |
0.0% |
10,996.75 |
| High |
11,153.72 |
11,149.86 |
-3.86 |
0.0% |
11,154.55 |
| Low |
11,071.34 |
11,016.40 |
-54.94 |
-0.5% |
10,947.77 |
| Close |
11,124.92 |
11,134.29 |
9.37 |
0.1% |
11,018.66 |
| Range |
82.38 |
133.46 |
51.08 |
62.0% |
206.78 |
| ATR |
92.37 |
95.30 |
2.94 |
3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,500.56 |
11,450.89 |
11,207.69 |
|
| R3 |
11,367.10 |
11,317.43 |
11,170.99 |
|
| R2 |
11,233.64 |
11,233.64 |
11,158.76 |
|
| R1 |
11,183.97 |
11,183.97 |
11,146.52 |
11,208.81 |
| PP |
11,100.18 |
11,100.18 |
11,100.18 |
11,112.60 |
| S1 |
11,050.51 |
11,050.51 |
11,122.06 |
11,075.35 |
| S2 |
10,966.72 |
10,966.72 |
11,109.82 |
|
| S3 |
10,833.26 |
10,917.05 |
11,097.59 |
|
| S4 |
10,699.80 |
10,783.59 |
11,060.89 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,660.67 |
11,546.44 |
11,132.39 |
|
| R3 |
11,453.89 |
11,339.66 |
11,075.52 |
|
| R2 |
11,247.11 |
11,247.11 |
11,056.57 |
|
| R1 |
11,132.88 |
11,132.88 |
11,037.61 |
11,190.00 |
| PP |
11,040.33 |
11,040.33 |
11,040.33 |
11,068.88 |
| S1 |
10,926.10 |
10,926.10 |
10,999.71 |
10,983.22 |
| S2 |
10,833.55 |
10,833.55 |
10,980.75 |
|
| S3 |
10,626.77 |
10,719.32 |
10,961.80 |
|
| S4 |
10,419.99 |
10,512.54 |
10,904.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,153.79 |
10,973.92 |
179.87 |
1.6% |
115.55 |
1.0% |
89% |
False |
False |
|
| 10 |
11,154.55 |
10,926.92 |
227.63 |
2.0% |
94.35 |
0.8% |
91% |
False |
False |
|
| 20 |
11,154.55 |
10,816.43 |
338.12 |
3.0% |
90.93 |
0.8% |
94% |
False |
False |
|
| 40 |
11,154.55 |
10,185.83 |
968.72 |
8.7% |
89.17 |
0.8% |
98% |
False |
False |
|
| 60 |
11,154.55 |
9,835.09 |
1,319.46 |
11.9% |
108.47 |
1.0% |
98% |
False |
False |
|
| 80 |
11,154.55 |
9,835.09 |
1,319.46 |
11.9% |
109.13 |
1.0% |
98% |
False |
False |
|
| 100 |
11,154.55 |
9,835.09 |
1,319.46 |
11.9% |
109.30 |
1.0% |
98% |
False |
False |
|
| 120 |
11,154.55 |
9,678.95 |
1,475.60 |
13.3% |
113.94 |
1.0% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,717.07 |
|
2.618 |
11,499.26 |
|
1.618 |
11,365.80 |
|
1.000 |
11,283.32 |
|
0.618 |
11,232.34 |
|
HIGH |
11,149.86 |
|
0.618 |
11,098.88 |
|
0.500 |
11,083.13 |
|
0.382 |
11,067.38 |
|
LOW |
11,016.40 |
|
0.618 |
10,933.92 |
|
1.000 |
10,882.94 |
|
1.618 |
10,800.46 |
|
2.618 |
10,667.00 |
|
4.250 |
10,449.20 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,117.24 |
11,117.88 |
| PP |
11,100.18 |
11,101.47 |
| S1 |
11,083.13 |
11,085.06 |
|