| 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 |
2,220.0 |
2,230.0 |
10.0 |
0.5% |
2,258.0 |
| High |
2,234.0 |
2,293.0 |
59.0 |
2.6% |
2,265.0 |
| Low |
2,186.0 |
2,225.0 |
39.0 |
1.8% |
2,110.0 |
| Close |
2,218.0 |
2,277.0 |
59.0 |
2.7% |
2,256.0 |
| Range |
48.0 |
68.0 |
20.0 |
41.7% |
155.0 |
| ATR |
72.4 |
72.6 |
0.2 |
0.3% |
0.0 |
| Volume |
809 |
8,052 |
7,243 |
895.3% |
3,959 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.0 |
2,441.0 |
2,314.4 |
|
| R3 |
2,401.0 |
2,373.0 |
2,295.7 |
|
| R2 |
2,333.0 |
2,333.0 |
2,289.5 |
|
| R1 |
2,305.0 |
2,305.0 |
2,283.2 |
2,319.0 |
| PP |
2,265.0 |
2,265.0 |
2,265.0 |
2,272.0 |
| S1 |
2,237.0 |
2,237.0 |
2,270.8 |
2,251.0 |
| S2 |
2,197.0 |
2,197.0 |
2,264.5 |
|
| S3 |
2,129.0 |
2,169.0 |
2,258.3 |
|
| S4 |
2,061.0 |
2,101.0 |
2,239.6 |
|
|
| 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 |
2,293.0 |
2,185.0 |
108.0 |
4.7% |
54.6 |
2.4% |
85% |
True |
False |
2,707 |
| 10 |
2,293.0 |
2,110.0 |
183.0 |
8.0% |
66.2 |
2.9% |
91% |
True |
False |
1,829 |
| 20 |
2,293.0 |
1,940.0 |
353.0 |
15.5% |
69.1 |
3.0% |
95% |
True |
False |
2,971 |
| 40 |
2,293.0 |
1,693.0 |
600.0 |
26.4% |
70.7 |
3.1% |
97% |
True |
False |
8,020 |
| 60 |
2,296.0 |
1,693.0 |
603.0 |
26.5% |
63.4 |
2.8% |
97% |
False |
False |
5,576 |
| 80 |
2,561.0 |
1,693.0 |
868.0 |
38.1% |
63.0 |
2.8% |
67% |
False |
False |
4,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,582.0 |
|
2.618 |
2,471.0 |
|
1.618 |
2,403.0 |
|
1.000 |
2,361.0 |
|
0.618 |
2,335.0 |
|
HIGH |
2,293.0 |
|
0.618 |
2,267.0 |
|
0.500 |
2,259.0 |
|
0.382 |
2,251.0 |
|
LOW |
2,225.0 |
|
0.618 |
2,183.0 |
|
1.000 |
2,157.0 |
|
1.618 |
2,115.0 |
|
2.618 |
2,047.0 |
|
4.250 |
1,936.0 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,271.0 |
2,264.5 |
| PP |
2,265.0 |
2,252.0 |
| S1 |
2,259.0 |
2,239.5 |
|