| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,234.0 |
2,281.0 |
47.0 |
2.1% |
2,259.0 |
| High |
2,298.0 |
2,347.0 |
49.0 |
2.1% |
2,270.0 |
| Low |
2,226.0 |
2,277.0 |
51.0 |
2.3% |
2,111.0 |
| Close |
2,281.0 |
2,328.0 |
47.0 |
2.1% |
2,260.0 |
| Range |
72.0 |
70.0 |
-2.0 |
-2.8% |
159.0 |
| ATR |
77.8 |
77.2 |
-0.6 |
-0.7% |
0.0 |
| Volume |
1,157,618 |
1,605,445 |
447,827 |
38.7% |
6,526,966 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,527.3 |
2,497.7 |
2,366.5 |
|
| R3 |
2,457.3 |
2,427.7 |
2,347.3 |
|
| R2 |
2,387.3 |
2,387.3 |
2,340.8 |
|
| R1 |
2,357.7 |
2,357.7 |
2,334.4 |
2,372.5 |
| PP |
2,317.3 |
2,317.3 |
2,317.3 |
2,324.8 |
| S1 |
2,287.7 |
2,287.7 |
2,321.6 |
2,302.5 |
| S2 |
2,247.3 |
2,247.3 |
2,315.2 |
|
| S3 |
2,177.3 |
2,217.7 |
2,308.8 |
|
| S4 |
2,107.3 |
2,147.7 |
2,289.5 |
|
|
| 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 |
2,347.0 |
2,188.0 |
159.0 |
6.8% |
64.6 |
2.8% |
88% |
True |
False |
1,249,756 |
| 10 |
2,347.0 |
2,111.0 |
236.0 |
10.1% |
71.5 |
3.1% |
92% |
True |
False |
1,306,728 |
| 20 |
2,347.0 |
1,945.0 |
402.0 |
17.3% |
74.5 |
3.2% |
95% |
True |
False |
1,303,612 |
| 40 |
2,347.0 |
1,693.0 |
654.0 |
28.1% |
76.4 |
3.3% |
97% |
True |
False |
1,059,560 |
| 60 |
2,347.0 |
1,693.0 |
654.0 |
28.1% |
75.4 |
3.2% |
97% |
True |
False |
708,004 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
37.3% |
77.5 |
3.3% |
73% |
False |
False |
531,892 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
37.3% |
78.7 |
3.4% |
73% |
False |
False |
427,691 |
| 120 |
2,725.0 |
1,693.0 |
1,032.0 |
44.3% |
85.2 |
3.7% |
62% |
False |
False |
356,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,644.5 |
|
2.618 |
2,530.3 |
|
1.618 |
2,460.3 |
|
1.000 |
2,417.0 |
|
0.618 |
2,390.3 |
|
HIGH |
2,347.0 |
|
0.618 |
2,320.3 |
|
0.500 |
2,312.0 |
|
0.382 |
2,303.7 |
|
LOW |
2,277.0 |
|
0.618 |
2,233.7 |
|
1.000 |
2,207.0 |
|
1.618 |
2,163.7 |
|
2.618 |
2,093.7 |
|
4.250 |
1,979.5 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,322.7 |
2,307.8 |
| PP |
2,317.3 |
2,287.7 |
| S1 |
2,312.0 |
2,267.5 |
|