| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,868.0 |
2,745.0 |
-123.0 |
-4.3% |
2,865.0 |
| High |
2,876.0 |
2,772.0 |
-104.0 |
-3.6% |
2,927.0 |
| Low |
2,728.0 |
2,686.0 |
-42.0 |
-1.5% |
2,811.0 |
| Close |
2,778.0 |
2,718.0 |
-60.0 |
-2.2% |
2,848.0 |
| Range |
148.0 |
86.0 |
-62.0 |
-41.9% |
116.0 |
| ATR |
56.6 |
59.2 |
2.5 |
4.5% |
0.0 |
| Volume |
1,989,543 |
3,161,052 |
1,171,509 |
58.9% |
6,801,392 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.3 |
2,936.7 |
2,765.3 |
|
| R3 |
2,897.3 |
2,850.7 |
2,741.7 |
|
| R2 |
2,811.3 |
2,811.3 |
2,733.8 |
|
| R1 |
2,764.7 |
2,764.7 |
2,725.9 |
2,745.0 |
| PP |
2,725.3 |
2,725.3 |
2,725.3 |
2,715.5 |
| S1 |
2,678.7 |
2,678.7 |
2,710.1 |
2,659.0 |
| S2 |
2,639.3 |
2,639.3 |
2,702.2 |
|
| S3 |
2,553.3 |
2,592.7 |
2,694.4 |
|
| S4 |
2,467.3 |
2,506.7 |
2,670.7 |
|
|
| 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 |
2,895.0 |
2,686.0 |
209.0 |
7.7% |
81.6 |
3.0% |
15% |
False |
True |
1,851,430 |
| 10 |
2,956.0 |
2,686.0 |
270.0 |
9.9% |
68.2 |
2.5% |
12% |
False |
True |
1,591,406 |
| 20 |
2,956.0 |
2,686.0 |
270.0 |
9.9% |
52.2 |
1.9% |
12% |
False |
True |
1,269,677 |
| 40 |
2,956.0 |
2,686.0 |
270.0 |
9.9% |
45.8 |
1.7% |
12% |
False |
True |
942,115 |
| 60 |
2,956.0 |
2,528.0 |
428.0 |
15.7% |
49.4 |
1.8% |
44% |
False |
False |
629,550 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
16.4% |
50.6 |
1.9% |
43% |
False |
False |
472,662 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
16.4% |
48.4 |
1.8% |
43% |
False |
False |
379,386 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
16.4% |
46.9 |
1.7% |
43% |
False |
False |
316,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,137.5 |
|
2.618 |
2,997.1 |
|
1.618 |
2,911.1 |
|
1.000 |
2,858.0 |
|
0.618 |
2,825.1 |
|
HIGH |
2,772.0 |
|
0.618 |
2,739.1 |
|
0.500 |
2,729.0 |
|
0.382 |
2,718.9 |
|
LOW |
2,686.0 |
|
0.618 |
2,632.9 |
|
1.000 |
2,600.0 |
|
1.618 |
2,546.9 |
|
2.618 |
2,460.9 |
|
4.250 |
2,320.5 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,729.0 |
2,790.5 |
| PP |
2,725.3 |
2,766.3 |
| S1 |
2,721.7 |
2,742.2 |
|