| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,745.0 |
2,709.0 |
-36.0 |
-1.3% |
2,865.0 |
| High |
2,772.0 |
2,775.0 |
3.0 |
0.1% |
2,927.0 |
| Low |
2,686.0 |
2,708.0 |
22.0 |
0.8% |
2,811.0 |
| Close |
2,718.0 |
2,762.0 |
44.0 |
1.6% |
2,848.0 |
| Range |
86.0 |
67.0 |
-19.0 |
-22.1% |
116.0 |
| ATR |
59.2 |
59.7 |
0.6 |
0.9% |
0.0 |
| Volume |
3,161,052 |
1,613,005 |
-1,548,047 |
-49.0% |
6,801,392 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,949.3 |
2,922.7 |
2,798.9 |
|
| R3 |
2,882.3 |
2,855.7 |
2,780.4 |
|
| R2 |
2,815.3 |
2,815.3 |
2,774.3 |
|
| R1 |
2,788.7 |
2,788.7 |
2,768.1 |
2,802.0 |
| PP |
2,748.3 |
2,748.3 |
2,748.3 |
2,755.0 |
| S1 |
2,721.7 |
2,721.7 |
2,755.9 |
2,735.0 |
| S2 |
2,681.3 |
2,681.3 |
2,749.7 |
|
| S3 |
2,614.3 |
2,654.7 |
2,743.6 |
|
| S4 |
2,547.3 |
2,587.7 |
2,725.2 |
|
|
| 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 |
7.6% |
78.2 |
2.8% |
36% |
False |
False |
1,807,583 |
| 10 |
2,955.0 |
2,686.0 |
269.0 |
9.7% |
70.9 |
2.6% |
28% |
False |
False |
1,654,196 |
| 20 |
2,956.0 |
2,686.0 |
270.0 |
9.8% |
53.7 |
1.9% |
28% |
False |
False |
1,309,986 |
| 40 |
2,956.0 |
2,686.0 |
270.0 |
9.8% |
46.6 |
1.7% |
28% |
False |
False |
982,395 |
| 60 |
2,956.0 |
2,528.0 |
428.0 |
15.5% |
49.4 |
1.8% |
55% |
False |
False |
656,430 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
16.2% |
51.2 |
1.9% |
52% |
False |
False |
492,819 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
16.2% |
48.8 |
1.8% |
52% |
False |
False |
395,515 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
16.2% |
47.1 |
1.7% |
52% |
False |
False |
329,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,059.8 |
|
2.618 |
2,950.4 |
|
1.618 |
2,883.4 |
|
1.000 |
2,842.0 |
|
0.618 |
2,816.4 |
|
HIGH |
2,775.0 |
|
0.618 |
2,749.4 |
|
0.500 |
2,741.5 |
|
0.382 |
2,733.6 |
|
LOW |
2,708.0 |
|
0.618 |
2,666.6 |
|
1.000 |
2,641.0 |
|
1.618 |
2,599.6 |
|
2.618 |
2,532.6 |
|
4.250 |
2,423.3 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,755.2 |
2,781.0 |
| PP |
2,748.3 |
2,774.7 |
| S1 |
2,741.5 |
2,768.3 |
|