| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,233.0 |
2,220.0 |
-13.0 |
-0.6% |
2,258.0 |
| High |
2,260.0 |
2,234.0 |
-26.0 |
-1.2% |
2,265.0 |
| Low |
2,209.0 |
2,186.0 |
-23.0 |
-1.0% |
2,110.0 |
| Close |
2,260.0 |
2,218.0 |
-42.0 |
-1.9% |
2,256.0 |
| Range |
51.0 |
48.0 |
-3.0 |
-5.9% |
155.0 |
| ATR |
72.3 |
72.4 |
0.1 |
0.2% |
0.0 |
| Volume |
1,699 |
809 |
-890 |
-52.4% |
3,959 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,356.7 |
2,335.3 |
2,244.4 |
|
| R3 |
2,308.7 |
2,287.3 |
2,231.2 |
|
| R2 |
2,260.7 |
2,260.7 |
2,226.8 |
|
| R1 |
2,239.3 |
2,239.3 |
2,222.4 |
2,226.0 |
| PP |
2,212.7 |
2,212.7 |
2,212.7 |
2,206.0 |
| S1 |
2,191.3 |
2,191.3 |
2,213.6 |
2,178.0 |
| S2 |
2,164.7 |
2,164.7 |
2,209.2 |
|
| S3 |
2,116.7 |
2,143.3 |
2,204.8 |
|
| S4 |
2,068.7 |
2,095.3 |
2,191.6 |
|
|
| 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 |
2,142.0 |
123.0 |
5.5% |
57.0 |
2.6% |
62% |
False |
False |
1,188 |
| 10 |
2,272.0 |
2,110.0 |
162.0 |
7.3% |
64.4 |
2.9% |
67% |
False |
False |
1,371 |
| 20 |
2,272.0 |
1,918.0 |
354.0 |
16.0% |
70.0 |
3.2% |
85% |
False |
False |
2,588 |
| 40 |
2,272.0 |
1,693.0 |
579.0 |
26.1% |
71.1 |
3.2% |
91% |
False |
False |
7,834 |
| 60 |
2,296.0 |
1,693.0 |
603.0 |
27.2% |
63.1 |
2.8% |
87% |
False |
False |
5,452 |
| 80 |
2,561.0 |
1,693.0 |
868.0 |
39.1% |
62.5 |
2.8% |
60% |
False |
False |
4,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,438.0 |
|
2.618 |
2,359.7 |
|
1.618 |
2,311.7 |
|
1.000 |
2,282.0 |
|
0.618 |
2,263.7 |
|
HIGH |
2,234.0 |
|
0.618 |
2,215.7 |
|
0.500 |
2,210.0 |
|
0.382 |
2,204.3 |
|
LOW |
2,186.0 |
|
0.618 |
2,156.3 |
|
1.000 |
2,138.0 |
|
1.618 |
2,108.3 |
|
2.618 |
2,060.3 |
|
4.250 |
1,982.0 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,215.3 |
2,225.5 |
| PP |
2,212.7 |
2,223.0 |
| S1 |
2,210.0 |
2,220.5 |
|