| 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 |
4,568.0 |
4,637.5 |
69.5 |
1.5% |
4,667.0 |
| High |
4,688.5 |
4,723.5 |
35.0 |
0.7% |
4,688.5 |
| Low |
4,556.0 |
4,578.5 |
22.5 |
0.5% |
4,399.0 |
| Close |
4,675.5 |
4,713.0 |
37.5 |
0.8% |
4,675.5 |
| Range |
132.5 |
145.0 |
12.5 |
9.4% |
289.5 |
| ATR |
146.2 |
146.2 |
-0.1 |
-0.1% |
0.0 |
| Volume |
154,200 |
156,122 |
1,922 |
1.2% |
863,576 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,106.7 |
5,054.8 |
4,792.8 |
|
| R3 |
4,961.7 |
4,909.8 |
4,752.9 |
|
| R2 |
4,816.7 |
4,816.7 |
4,739.6 |
|
| R1 |
4,764.8 |
4,764.8 |
4,726.3 |
4,790.8 |
| PP |
4,671.7 |
4,671.7 |
4,671.7 |
4,684.6 |
| S1 |
4,619.8 |
4,619.8 |
4,699.7 |
4,645.8 |
| S2 |
4,526.7 |
4,526.7 |
4,686.4 |
|
| S3 |
4,381.7 |
4,474.8 |
4,673.1 |
|
| S4 |
4,236.7 |
4,329.8 |
4,633.3 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,456.2 |
5,355.3 |
4,834.7 |
|
| R3 |
5,166.7 |
5,065.8 |
4,755.1 |
|
| R2 |
4,877.2 |
4,877.2 |
4,728.6 |
|
| R1 |
4,776.3 |
4,776.3 |
4,702.0 |
4,826.8 |
| PP |
4,587.7 |
4,587.7 |
4,587.7 |
4,612.9 |
| S1 |
4,486.8 |
4,486.8 |
4,649.0 |
4,537.3 |
| S2 |
4,298.2 |
4,298.2 |
4,622.4 |
|
| S3 |
4,008.7 |
4,197.3 |
4,595.9 |
|
| S4 |
3,719.2 |
3,907.8 |
4,516.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,723.5 |
4,399.0 |
324.5 |
6.9% |
136.9 |
2.9% |
97% |
True |
False |
172,230 |
| 10 |
4,723.5 |
4,399.0 |
324.5 |
6.9% |
135.8 |
2.9% |
97% |
True |
False |
166,070 |
| 20 |
4,723.5 |
3,976.0 |
747.5 |
15.9% |
144.1 |
3.1% |
99% |
True |
False |
160,840 |
| 40 |
4,723.5 |
3,599.5 |
1,124.0 |
23.8% |
140.2 |
3.0% |
99% |
True |
False |
108,037 |
| 60 |
4,723.5 |
3,599.5 |
1,124.0 |
23.8% |
141.5 |
3.0% |
99% |
True |
False |
72,225 |
| 80 |
5,151.0 |
3,599.5 |
1,551.5 |
32.9% |
145.5 |
3.1% |
72% |
False |
False |
54,322 |
| 100 |
5,151.0 |
3,599.5 |
1,551.5 |
32.9% |
147.0 |
3.1% |
72% |
False |
False |
43,864 |
| 120 |
5,414.0 |
3,599.5 |
1,814.5 |
38.5% |
164.6 |
3.5% |
61% |
False |
False |
36,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,339.8 |
|
2.618 |
5,103.1 |
|
1.618 |
4,958.1 |
|
1.000 |
4,868.5 |
|
0.618 |
4,813.1 |
|
HIGH |
4,723.5 |
|
0.618 |
4,668.1 |
|
0.500 |
4,651.0 |
|
0.382 |
4,633.9 |
|
LOW |
4,578.5 |
|
0.618 |
4,488.9 |
|
1.000 |
4,433.5 |
|
1.618 |
4,343.9 |
|
2.618 |
4,198.9 |
|
4.250 |
3,962.3 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,692.3 |
4,684.0 |
| PP |
4,671.7 |
4,655.0 |
| S1 |
4,651.0 |
4,626.0 |
|