| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,207.0 |
2,235.0 |
28.0 |
1.3% |
2,259.0 |
| High |
2,270.0 |
2,266.0 |
-4.0 |
-0.2% |
2,270.0 |
| Low |
2,201.0 |
2,209.0 |
8.0 |
0.4% |
2,111.0 |
| Close |
2,260.0 |
2,264.0 |
4.0 |
0.2% |
2,260.0 |
| Range |
69.0 |
57.0 |
-12.0 |
-17.4% |
159.0 |
| ATR |
79.6 |
78.0 |
-1.6 |
-2.0% |
0.0 |
| Volume |
1,106,756 |
1,120,678 |
13,922 |
1.3% |
6,526,966 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,417.3 |
2,397.7 |
2,295.4 |
|
| R3 |
2,360.3 |
2,340.7 |
2,279.7 |
|
| R2 |
2,303.3 |
2,303.3 |
2,274.5 |
|
| R1 |
2,283.7 |
2,283.7 |
2,269.2 |
2,293.5 |
| PP |
2,246.3 |
2,246.3 |
2,246.3 |
2,251.3 |
| S1 |
2,226.7 |
2,226.7 |
2,258.8 |
2,236.5 |
| S2 |
2,189.3 |
2,189.3 |
2,253.6 |
|
| S3 |
2,132.3 |
2,169.7 |
2,248.3 |
|
| S4 |
2,075.3 |
2,112.7 |
2,232.7 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,690.7 |
2,634.3 |
2,347.5 |
|
| R3 |
2,531.7 |
2,475.3 |
2,303.7 |
|
| R2 |
2,372.7 |
2,372.7 |
2,289.2 |
|
| R1 |
2,316.3 |
2,316.3 |
2,274.6 |
2,344.5 |
| PP |
2,213.7 |
2,213.7 |
2,213.7 |
2,227.8 |
| S1 |
2,157.3 |
2,157.3 |
2,245.4 |
2,185.5 |
| S2 |
2,054.7 |
2,054.7 |
2,230.9 |
|
| S3 |
1,895.7 |
1,998.3 |
2,216.3 |
|
| S4 |
1,736.7 |
1,839.3 |
2,172.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,270.0 |
2,111.0 |
159.0 |
7.0% |
70.0 |
3.1% |
96% |
False |
False |
1,269,725 |
| 10 |
2,278.0 |
2,111.0 |
167.0 |
7.4% |
70.7 |
3.1% |
92% |
False |
False |
1,297,293 |
| 20 |
2,278.0 |
1,921.0 |
357.0 |
15.8% |
76.9 |
3.4% |
96% |
False |
False |
1,298,494 |
| 40 |
2,278.0 |
1,693.0 |
585.0 |
25.8% |
77.2 |
3.4% |
98% |
False |
False |
959,448 |
| 60 |
2,304.0 |
1,693.0 |
611.0 |
27.0% |
75.5 |
3.3% |
93% |
False |
False |
641,164 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
38.4% |
77.3 |
3.4% |
66% |
False |
False |
481,677 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
38.4% |
78.8 |
3.5% |
66% |
False |
False |
387,491 |
| 120 |
2,725.0 |
1,693.0 |
1,032.0 |
45.6% |
85.6 |
3.8% |
55% |
False |
False |
323,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,508.3 |
|
2.618 |
2,415.2 |
|
1.618 |
2,358.2 |
|
1.000 |
2,323.0 |
|
0.618 |
2,301.2 |
|
HIGH |
2,266.0 |
|
0.618 |
2,244.2 |
|
0.500 |
2,237.5 |
|
0.382 |
2,230.8 |
|
LOW |
2,209.0 |
|
0.618 |
2,173.8 |
|
1.000 |
2,152.0 |
|
1.618 |
2,116.8 |
|
2.618 |
2,059.8 |
|
4.250 |
1,966.8 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,255.2 |
2,251.8 |
| PP |
2,246.3 |
2,239.7 |
| S1 |
2,237.5 |
2,227.5 |
|