| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,230.0 |
2,275.0 |
45.0 |
2.0% |
2,258.0 |
| High |
2,293.0 |
2,340.0 |
47.0 |
2.0% |
2,265.0 |
| Low |
2,225.0 |
2,275.0 |
50.0 |
2.2% |
2,110.0 |
| Close |
2,277.0 |
2,324.0 |
47.0 |
2.1% |
2,256.0 |
| Range |
68.0 |
65.0 |
-3.0 |
-4.4% |
155.0 |
| ATR |
72.6 |
72.0 |
-0.5 |
-0.7% |
0.0 |
| Volume |
8,052 |
4,761 |
-3,291 |
-40.9% |
3,959 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,508.0 |
2,481.0 |
2,359.8 |
|
| R3 |
2,443.0 |
2,416.0 |
2,341.9 |
|
| R2 |
2,378.0 |
2,378.0 |
2,335.9 |
|
| R1 |
2,351.0 |
2,351.0 |
2,330.0 |
2,364.5 |
| PP |
2,313.0 |
2,313.0 |
2,313.0 |
2,319.8 |
| S1 |
2,286.0 |
2,286.0 |
2,318.0 |
2,299.5 |
| S2 |
2,248.0 |
2,248.0 |
2,312.1 |
|
| S3 |
2,183.0 |
2,221.0 |
2,306.1 |
|
| S4 |
2,118.0 |
2,156.0 |
2,288.3 |
|
|
| 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 |
2,340.0 |
2,186.0 |
154.0 |
6.6% |
59.6 |
2.6% |
90% |
True |
False |
3,579 |
| 10 |
2,340.0 |
2,110.0 |
230.0 |
9.9% |
65.8 |
2.8% |
93% |
True |
False |
2,141 |
| 20 |
2,340.0 |
1,944.0 |
396.0 |
17.0% |
68.7 |
3.0% |
96% |
True |
False |
3,056 |
| 40 |
2,340.0 |
1,693.0 |
647.0 |
27.8% |
71.0 |
3.1% |
98% |
True |
False |
8,113 |
| 60 |
2,340.0 |
1,693.0 |
647.0 |
27.8% |
63.6 |
2.7% |
98% |
True |
False |
5,639 |
| 80 |
2,519.0 |
1,693.0 |
826.0 |
35.5% |
63.4 |
2.7% |
76% |
False |
False |
4,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,616.3 |
|
2.618 |
2,510.2 |
|
1.618 |
2,445.2 |
|
1.000 |
2,405.0 |
|
0.618 |
2,380.2 |
|
HIGH |
2,340.0 |
|
0.618 |
2,315.2 |
|
0.500 |
2,307.5 |
|
0.382 |
2,299.8 |
|
LOW |
2,275.0 |
|
0.618 |
2,234.8 |
|
1.000 |
2,210.0 |
|
1.618 |
2,169.8 |
|
2.618 |
2,104.8 |
|
4.250 |
1,998.8 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,318.5 |
2,303.7 |
| PP |
2,313.0 |
2,283.3 |
| S1 |
2,307.5 |
2,263.0 |
|