| 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 |
4,056.0 |
4,067.0 |
11.0 |
0.3% |
4,034.5 |
| High |
4,084.0 |
4,181.0 |
97.0 |
2.4% |
4,132.0 |
| Low |
4,012.0 |
4,049.5 |
37.5 |
0.9% |
3,845.0 |
| Close |
4,050.0 |
4,157.5 |
107.5 |
2.7% |
4,107.5 |
| Range |
72.0 |
131.5 |
59.5 |
82.6% |
287.0 |
| ATR |
126.3 |
126.6 |
0.4 |
0.3% |
0.0 |
| Volume |
89,777 |
112,676 |
22,899 |
25.5% |
584,122 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,524.0 |
4,472.0 |
4,230.0 |
|
| R3 |
4,392.5 |
4,340.5 |
4,193.5 |
|
| R2 |
4,261.0 |
4,261.0 |
4,181.5 |
|
| R1 |
4,209.0 |
4,209.0 |
4,169.5 |
4,235.0 |
| PP |
4,129.5 |
4,129.5 |
4,129.5 |
4,142.0 |
| S1 |
4,077.5 |
4,077.5 |
4,145.5 |
4,103.5 |
| S2 |
3,998.0 |
3,998.0 |
4,133.5 |
|
| S3 |
3,866.5 |
3,946.0 |
4,121.5 |
|
| S4 |
3,735.0 |
3,814.5 |
4,085.0 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,889.0 |
4,785.5 |
4,265.5 |
|
| R3 |
4,602.0 |
4,498.5 |
4,186.5 |
|
| R2 |
4,315.0 |
4,315.0 |
4,160.0 |
|
| R1 |
4,211.5 |
4,211.5 |
4,134.0 |
4,263.0 |
| PP |
4,028.0 |
4,028.0 |
4,028.0 |
4,054.0 |
| S1 |
3,924.5 |
3,924.5 |
4,081.0 |
3,976.0 |
| S2 |
3,741.0 |
3,741.0 |
4,055.0 |
|
| S3 |
3,454.0 |
3,637.5 |
4,028.5 |
|
| S4 |
3,167.0 |
3,350.5 |
3,949.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,181.0 |
3,952.5 |
228.5 |
5.5% |
106.0 |
2.5% |
90% |
True |
False |
106,884 |
| 10 |
4,181.0 |
3,845.0 |
336.0 |
8.1% |
117.5 |
2.8% |
93% |
True |
False |
111,028 |
| 20 |
4,181.0 |
3,753.0 |
428.0 |
10.3% |
121.0 |
2.9% |
95% |
True |
False |
121,222 |
| 40 |
4,181.0 |
3,405.5 |
775.5 |
18.7% |
122.0 |
2.9% |
97% |
True |
False |
97,752 |
| 60 |
4,262.5 |
3,405.5 |
857.0 |
20.6% |
113.5 |
2.7% |
88% |
False |
False |
65,271 |
| 80 |
4,596.5 |
3,405.5 |
1,191.0 |
28.6% |
105.5 |
2.5% |
63% |
False |
False |
49,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,740.0 |
|
2.618 |
4,525.5 |
|
1.618 |
4,394.0 |
|
1.000 |
4,312.5 |
|
0.618 |
4,262.5 |
|
HIGH |
4,181.0 |
|
0.618 |
4,131.0 |
|
0.500 |
4,115.0 |
|
0.382 |
4,099.5 |
|
LOW |
4,049.5 |
|
0.618 |
3,968.0 |
|
1.000 |
3,918.0 |
|
1.618 |
3,836.5 |
|
2.618 |
3,705.0 |
|
4.250 |
3,490.5 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,143.5 |
4,137.0 |
| PP |
4,129.5 |
4,117.0 |
| S1 |
4,115.0 |
4,096.5 |
|