| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,861.0 |
2,868.0 |
7.0 |
0.2% |
2,865.0 |
| High |
2,895.0 |
2,876.0 |
-19.0 |
-0.7% |
2,927.0 |
| Low |
2,861.0 |
2,728.0 |
-133.0 |
-4.6% |
2,811.0 |
| Close |
2,879.0 |
2,778.0 |
-101.0 |
-3.5% |
2,848.0 |
| Range |
34.0 |
148.0 |
114.0 |
335.3% |
116.0 |
| ATR |
49.4 |
56.6 |
7.3 |
14.7% |
0.0 |
| Volume |
988,601 |
1,989,543 |
1,000,942 |
101.2% |
6,801,392 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,238.0 |
3,156.0 |
2,859.4 |
|
| R3 |
3,090.0 |
3,008.0 |
2,818.7 |
|
| R2 |
2,942.0 |
2,942.0 |
2,805.1 |
|
| R1 |
2,860.0 |
2,860.0 |
2,791.6 |
2,827.0 |
| PP |
2,794.0 |
2,794.0 |
2,794.0 |
2,777.5 |
| S1 |
2,712.0 |
2,712.0 |
2,764.4 |
2,679.0 |
| S2 |
2,646.0 |
2,646.0 |
2,750.9 |
|
| S3 |
2,498.0 |
2,564.0 |
2,737.3 |
|
| S4 |
2,350.0 |
2,416.0 |
2,696.6 |
|
|
| 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 |
2,728.0 |
199.0 |
7.2% |
76.6 |
2.8% |
25% |
False |
True |
1,453,602 |
| 10 |
2,956.0 |
2,728.0 |
228.0 |
8.2% |
62.1 |
2.2% |
22% |
False |
True |
1,378,001 |
| 20 |
2,956.0 |
2,728.0 |
228.0 |
8.2% |
49.6 |
1.8% |
22% |
False |
True |
1,151,790 |
| 40 |
2,956.0 |
2,668.0 |
288.0 |
10.4% |
44.5 |
1.6% |
38% |
False |
False |
863,130 |
| 60 |
2,956.0 |
2,528.0 |
428.0 |
15.4% |
48.8 |
1.8% |
58% |
False |
False |
576,920 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
16.1% |
50.1 |
1.8% |
56% |
False |
False |
433,164 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
16.1% |
48.0 |
1.7% |
56% |
False |
False |
347,781 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
16.1% |
46.5 |
1.7% |
56% |
False |
False |
289,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,505.0 |
|
2.618 |
3,263.5 |
|
1.618 |
3,115.5 |
|
1.000 |
3,024.0 |
|
0.618 |
2,967.5 |
|
HIGH |
2,876.0 |
|
0.618 |
2,819.5 |
|
0.500 |
2,802.0 |
|
0.382 |
2,784.5 |
|
LOW |
2,728.0 |
|
0.618 |
2,636.5 |
|
1.000 |
2,580.0 |
|
1.618 |
2,488.5 |
|
2.618 |
2,340.5 |
|
4.250 |
2,099.0 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,802.0 |
2,811.5 |
| PP |
2,794.0 |
2,800.3 |
| S1 |
2,786.0 |
2,789.2 |
|