| 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 |
2,202.0 |
2,233.0 |
31.0 |
1.4% |
2,258.0 |
| High |
2,265.0 |
2,260.0 |
-5.0 |
-0.2% |
2,265.0 |
| Low |
2,199.0 |
2,209.0 |
10.0 |
0.5% |
2,110.0 |
| Close |
2,256.0 |
2,260.0 |
4.0 |
0.2% |
2,256.0 |
| Range |
66.0 |
51.0 |
-15.0 |
-22.7% |
155.0 |
| ATR |
73.9 |
72.3 |
-1.6 |
-2.2% |
0.0 |
| Volume |
2,575 |
1,699 |
-876 |
-34.0% |
3,959 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,396.0 |
2,379.0 |
2,288.1 |
|
| R3 |
2,345.0 |
2,328.0 |
2,274.0 |
|
| R2 |
2,294.0 |
2,294.0 |
2,269.4 |
|
| R1 |
2,277.0 |
2,277.0 |
2,264.7 |
2,285.5 |
| PP |
2,243.0 |
2,243.0 |
2,243.0 |
2,247.3 |
| S1 |
2,226.0 |
2,226.0 |
2,255.3 |
2,234.5 |
| S2 |
2,192.0 |
2,192.0 |
2,250.7 |
|
| S3 |
2,141.0 |
2,175.0 |
2,246.0 |
|
| S4 |
2,090.0 |
2,124.0 |
2,232.0 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,675.3 |
2,620.7 |
2,341.3 |
|
| R3 |
2,520.3 |
2,465.7 |
2,298.6 |
|
| R2 |
2,365.3 |
2,365.3 |
2,284.4 |
|
| R1 |
2,310.7 |
2,310.7 |
2,270.2 |
2,260.5 |
| PP |
2,210.3 |
2,210.3 |
2,210.3 |
2,185.3 |
| S1 |
2,155.7 |
2,155.7 |
2,241.8 |
2,105.5 |
| S2 |
2,055.3 |
2,055.3 |
2,227.6 |
|
| S3 |
1,900.3 |
2,000.7 |
2,213.4 |
|
| S4 |
1,745.3 |
1,845.7 |
2,170.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,265.0 |
2,110.0 |
155.0 |
6.9% |
64.4 |
2.8% |
97% |
False |
False |
1,070 |
| 10 |
2,272.0 |
2,110.0 |
162.0 |
7.2% |
65.4 |
2.9% |
93% |
False |
False |
1,464 |
| 20 |
2,272.0 |
1,918.0 |
354.0 |
15.7% |
70.8 |
3.1% |
97% |
False |
False |
2,577 |
| 40 |
2,272.0 |
1,693.0 |
579.0 |
25.6% |
71.5 |
3.2% |
98% |
False |
False |
7,830 |
| 60 |
2,296.0 |
1,693.0 |
603.0 |
26.7% |
63.2 |
2.8% |
94% |
False |
False |
5,473 |
| 80 |
2,561.0 |
1,693.0 |
868.0 |
38.4% |
63.2 |
2.8% |
65% |
False |
False |
4,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,476.8 |
|
2.618 |
2,393.5 |
|
1.618 |
2,342.5 |
|
1.000 |
2,311.0 |
|
0.618 |
2,291.5 |
|
HIGH |
2,260.0 |
|
0.618 |
2,240.5 |
|
0.500 |
2,234.5 |
|
0.382 |
2,228.5 |
|
LOW |
2,209.0 |
|
0.618 |
2,177.5 |
|
1.000 |
2,158.0 |
|
1.618 |
2,126.5 |
|
2.618 |
2,075.5 |
|
4.250 |
1,992.3 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,251.5 |
2,248.3 |
| PP |
2,243.0 |
2,236.7 |
| S1 |
2,234.5 |
2,225.0 |
|