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DATE
HIGH
LOW
CLOSE Daily Range True Range
1-Apr-10
5,298.60 5,249.20 5,290.50
49.40
5-Apr-10
5,377.55 5,291.40 5,368.40
86.15
87.05
6-Apr-10
5,388.65 5,351.70 5,366.00
36.95
36.95
7-Apr-10
5,399.65 5,345.05 5,374.65
54.60
54.60
8-Apr-10
5,383.65 5,290.25 5,304.45
93.40
93.40
9-Apr-10
5,377.45 5,302.25 5,361.75
75.20
75.20
12-Apr-10
5,382.15 5,324.90 5,339.70
57.25
57.25
13-Apr-10
5,356.50 5,301.70 5,322.95
54.80
54.80
15-Apr-10
5,373.15 5,265.30 5,273.60
107.85
107.85
16-Apr-10
5,283.05 5,237.55 5,262.60
45.50
45.50
19-Apr-10
5,279.05 5,160.90 5,203.65
118.15
118.15
20-Apr-10
5,257.25 5,208.30 5,230.10
48.95
53.60
21-Apr-10
5,266.30 5,230.30 5,244.90
36.00
36.20
22-Apr-10
5,331.80 5,221.10 5,269.35
110.70
110.70
23-Apr-10
5,311.05 5,269.65 5,304.10
41.40
41.70
26-Apr-10
5,342.35 5,299.35 5,322.45
43.00
43.00
27-Apr-10
5,330.55 5,301.40 5,308.35
29.15
29.15
28-Apr-10
5,308.25 5,202.45 5,215.45
105.80
105.90
29-Apr-10
5,264.75 5,214.80 5,254.15
49.95
49.95
30-Apr-10
5,294.80 5,254.20 5,278.00
40.60
40.65
3-May-10
5,278.70 5,210.05 5,222.75
68.65
68.65
4-May-10
5,250.15 5,134.85 5,148.50
115.30
115.30

ATR

69.496429
66.35
65.792857
69.457143
66.353571
63.885714
64.7
69.021429

D1

D2

D3

86.15
36.95
54.60
93.40
75.20
57.25
54.80
107.85
45.50
118.15
48.95
36.00
110.70
41.40
43.00
29.15
105.80
49.95
40.60
68.65
115.30

87.05
20.25
33.65
9.00
73.00
20.40
16.80
50.20
9.45
16.45
53.60
36.20
86.90
41.70
38.25
8.10
-0.10
49.30
40.65
0.70
27.40

-0.90
16.70
20.95
84.40
2.20
36.85
38.00
57.65
36.05
101.70
-4.65
-0.20
23.80
-0.30
4.75
21.05
105.90
0.65
-0.05
67.95
87.90

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