| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,235.0 |
2,223.0 |
-12.0 |
-0.5% |
2,259.0 |
| High |
2,266.0 |
2,243.0 |
-23.0 |
-1.0% |
2,270.0 |
| Low |
2,209.0 |
2,188.0 |
-21.0 |
-1.0% |
2,111.0 |
| Close |
2,264.0 |
2,221.0 |
-43.0 |
-1.9% |
2,260.0 |
| Range |
57.0 |
55.0 |
-2.0 |
-3.5% |
159.0 |
| ATR |
78.0 |
77.8 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,120,678 |
1,258,286 |
137,608 |
12.3% |
6,526,966 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,382.3 |
2,356.7 |
2,251.3 |
|
| R3 |
2,327.3 |
2,301.7 |
2,236.1 |
|
| R2 |
2,272.3 |
2,272.3 |
2,231.1 |
|
| R1 |
2,246.7 |
2,246.7 |
2,226.0 |
2,232.0 |
| PP |
2,217.3 |
2,217.3 |
2,217.3 |
2,210.0 |
| S1 |
2,191.7 |
2,191.7 |
2,216.0 |
2,177.0 |
| S2 |
2,162.3 |
2,162.3 |
2,210.9 |
|
| S3 |
2,107.3 |
2,136.7 |
2,205.9 |
|
| S4 |
2,052.3 |
2,081.7 |
2,190.8 |
|
|
| 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 |
2,144.0 |
126.0 |
5.7% |
63.4 |
2.9% |
61% |
False |
False |
1,201,356 |
| 10 |
2,278.0 |
2,111.0 |
167.0 |
7.5% |
70.3 |
3.2% |
66% |
False |
False |
1,292,906 |
| 20 |
2,278.0 |
1,921.0 |
357.0 |
16.1% |
76.2 |
3.4% |
84% |
False |
False |
1,303,927 |
| 40 |
2,278.0 |
1,693.0 |
585.0 |
26.3% |
76.9 |
3.5% |
90% |
False |
False |
990,736 |
| 60 |
2,304.0 |
1,693.0 |
611.0 |
27.5% |
75.0 |
3.4% |
86% |
False |
False |
662,048 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
39.1% |
77.5 |
3.5% |
61% |
False |
False |
497,395 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
39.1% |
79.2 |
3.6% |
61% |
False |
False |
400,071 |
| 120 |
2,725.0 |
1,693.0 |
1,032.0 |
46.5% |
85.5 |
3.8% |
51% |
False |
False |
333,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,476.8 |
|
2.618 |
2,387.0 |
|
1.618 |
2,332.0 |
|
1.000 |
2,298.0 |
|
0.618 |
2,277.0 |
|
HIGH |
2,243.0 |
|
0.618 |
2,222.0 |
|
0.500 |
2,215.5 |
|
0.382 |
2,209.0 |
|
LOW |
2,188.0 |
|
0.618 |
2,154.0 |
|
1.000 |
2,133.0 |
|
1.618 |
2,099.0 |
|
2.618 |
2,044.0 |
|
4.250 |
1,954.3 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,219.2 |
2,229.0 |
| PP |
2,217.3 |
2,226.3 |
| S1 |
2,215.5 |
2,223.7 |
|