| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,223.0 |
2,234.0 |
11.0 |
0.5% |
2,259.0 |
| High |
2,243.0 |
2,298.0 |
55.0 |
2.5% |
2,270.0 |
| Low |
2,188.0 |
2,226.0 |
38.0 |
1.7% |
2,111.0 |
| Close |
2,221.0 |
2,281.0 |
60.0 |
2.7% |
2,260.0 |
| Range |
55.0 |
72.0 |
17.0 |
30.9% |
159.0 |
| ATR |
77.8 |
77.8 |
-0.1 |
-0.1% |
0.0 |
| Volume |
1,258,286 |
1,157,618 |
-100,668 |
-8.0% |
6,526,966 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,484.3 |
2,454.7 |
2,320.6 |
|
| R3 |
2,412.3 |
2,382.7 |
2,300.8 |
|
| R2 |
2,340.3 |
2,340.3 |
2,294.2 |
|
| R1 |
2,310.7 |
2,310.7 |
2,287.6 |
2,325.5 |
| PP |
2,268.3 |
2,268.3 |
2,268.3 |
2,275.8 |
| S1 |
2,238.7 |
2,238.7 |
2,274.4 |
2,253.5 |
| S2 |
2,196.3 |
2,196.3 |
2,267.8 |
|
| S3 |
2,124.3 |
2,166.7 |
2,261.2 |
|
| S4 |
2,052.3 |
2,094.7 |
2,241.4 |
|
|
| 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 |
2,298.0 |
2,185.0 |
113.0 |
5.0% |
60.8 |
2.7% |
85% |
True |
False |
1,158,372 |
| 10 |
2,298.0 |
2,111.0 |
187.0 |
8.2% |
72.1 |
3.2% |
91% |
True |
False |
1,288,644 |
| 20 |
2,298.0 |
1,937.0 |
361.0 |
15.8% |
75.1 |
3.3% |
95% |
True |
False |
1,292,258 |
| 40 |
2,298.0 |
1,693.0 |
605.0 |
26.5% |
77.1 |
3.4% |
97% |
True |
False |
1,019,424 |
| 60 |
2,304.0 |
1,693.0 |
611.0 |
26.8% |
75.2 |
3.3% |
96% |
False |
False |
681,313 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
38.1% |
77.1 |
3.4% |
68% |
False |
False |
511,844 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
38.1% |
79.3 |
3.5% |
68% |
False |
False |
411,643 |
| 120 |
2,725.0 |
1,693.0 |
1,032.0 |
45.2% |
85.0 |
3.7% |
57% |
False |
False |
343,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,604.0 |
|
2.618 |
2,486.5 |
|
1.618 |
2,414.5 |
|
1.000 |
2,370.0 |
|
0.618 |
2,342.5 |
|
HIGH |
2,298.0 |
|
0.618 |
2,270.5 |
|
0.500 |
2,262.0 |
|
0.382 |
2,253.5 |
|
LOW |
2,226.0 |
|
0.618 |
2,181.5 |
|
1.000 |
2,154.0 |
|
1.618 |
2,109.5 |
|
2.618 |
2,037.5 |
|
4.250 |
1,920.0 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,274.7 |
2,268.3 |
| PP |
2,268.3 |
2,255.7 |
| S1 |
2,262.0 |
2,243.0 |
|