| Trading Metrics calculated at close of trading on 26-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,835.0 |
2,861.0 |
26.0 |
0.9% |
2,865.0 |
| High |
2,867.0 |
2,895.0 |
28.0 |
1.0% |
2,927.0 |
| Low |
2,811.0 |
2,861.0 |
50.0 |
1.8% |
2,811.0 |
| Close |
2,848.0 |
2,879.0 |
31.0 |
1.1% |
2,848.0 |
| Range |
56.0 |
34.0 |
-22.0 |
-39.3% |
116.0 |
| ATR |
49.6 |
49.4 |
-0.2 |
-0.4% |
0.0 |
| Volume |
1,285,715 |
988,601 |
-297,114 |
-23.1% |
6,801,392 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,980.3 |
2,963.7 |
2,897.7 |
|
| R3 |
2,946.3 |
2,929.7 |
2,888.4 |
|
| R2 |
2,912.3 |
2,912.3 |
2,885.2 |
|
| R1 |
2,895.7 |
2,895.7 |
2,882.1 |
2,904.0 |
| PP |
2,878.3 |
2,878.3 |
2,878.3 |
2,882.5 |
| S1 |
2,861.7 |
2,861.7 |
2,875.9 |
2,870.0 |
| S2 |
2,844.3 |
2,844.3 |
2,872.8 |
|
| S3 |
2,810.3 |
2,827.7 |
2,869.7 |
|
| S4 |
2,776.3 |
2,793.7 |
2,860.3 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,210.0 |
3,145.0 |
2,911.8 |
|
| R3 |
3,094.0 |
3,029.0 |
2,879.9 |
|
| R2 |
2,978.0 |
2,978.0 |
2,869.3 |
|
| R1 |
2,913.0 |
2,913.0 |
2,858.6 |
2,887.5 |
| PP |
2,862.0 |
2,862.0 |
2,862.0 |
2,849.3 |
| S1 |
2,797.0 |
2,797.0 |
2,837.4 |
2,771.5 |
| S2 |
2,746.0 |
2,746.0 |
2,826.7 |
|
| S3 |
2,630.0 |
2,681.0 |
2,816.1 |
|
| S4 |
2,514.0 |
2,565.0 |
2,784.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,927.0 |
2,811.0 |
116.0 |
4.0% |
57.4 |
2.0% |
59% |
False |
False |
1,298,375 |
| 10 |
2,956.0 |
2,811.0 |
145.0 |
5.0% |
50.4 |
1.8% |
47% |
False |
False |
1,267,530 |
| 20 |
2,956.0 |
2,811.0 |
145.0 |
5.0% |
43.5 |
1.5% |
47% |
False |
False |
1,103,620 |
| 40 |
2,956.0 |
2,621.0 |
335.0 |
11.6% |
41.8 |
1.5% |
77% |
False |
False |
813,399 |
| 60 |
2,956.0 |
2,528.0 |
428.0 |
14.9% |
47.4 |
1.6% |
82% |
False |
False |
543,788 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.5% |
48.6 |
1.7% |
79% |
False |
False |
408,302 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.5% |
47.0 |
1.6% |
79% |
False |
False |
327,886 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.5% |
45.8 |
1.6% |
79% |
False |
False |
273,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,039.5 |
|
2.618 |
2,984.0 |
|
1.618 |
2,950.0 |
|
1.000 |
2,929.0 |
|
0.618 |
2,916.0 |
|
HIGH |
2,895.0 |
|
0.618 |
2,882.0 |
|
0.500 |
2,878.0 |
|
0.382 |
2,874.0 |
|
LOW |
2,861.0 |
|
0.618 |
2,840.0 |
|
1.000 |
2,827.0 |
|
1.618 |
2,806.0 |
|
2.618 |
2,772.0 |
|
4.250 |
2,716.5 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,878.7 |
2,870.3 |
| PP |
2,878.3 |
2,861.7 |
| S1 |
2,878.0 |
2,853.0 |
|