| 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 |
2,033.00 |
2,050.00 |
17.00 |
0.8% |
2,004.50 |
| High |
2,053.50 |
2,058.75 |
5.25 |
0.3% |
2,053.50 |
| Low |
2,029.25 |
2,043.00 |
13.75 |
0.7% |
1,985.75 |
| Close |
2,053.00 |
2,047.25 |
-5.75 |
-0.3% |
2,053.00 |
| Range |
24.25 |
15.75 |
-8.50 |
-35.1% |
67.75 |
| ATR |
24.61 |
23.98 |
-0.63 |
-2.6% |
0.00 |
| Volume |
374,013 |
289,715 |
-84,298 |
-22.5% |
1,700,159 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,097.00 |
2,087.75 |
2,056.00 |
|
| R3 |
2,081.25 |
2,072.00 |
2,051.50 |
|
| R2 |
2,065.50 |
2,065.50 |
2,050.25 |
|
| R1 |
2,056.25 |
2,056.25 |
2,048.75 |
2,053.00 |
| PP |
2,049.75 |
2,049.75 |
2,049.75 |
2,048.00 |
| S1 |
2,040.50 |
2,040.50 |
2,045.75 |
2,037.25 |
| S2 |
2,034.00 |
2,034.00 |
2,044.25 |
|
| S3 |
2,018.25 |
2,024.75 |
2,043.00 |
|
| S4 |
2,002.50 |
2,009.00 |
2,038.50 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.00 |
2,211.25 |
2,090.25 |
|
| R3 |
2,166.25 |
2,143.50 |
2,071.75 |
|
| R2 |
2,098.50 |
2,098.50 |
2,065.50 |
|
| R1 |
2,075.75 |
2,075.75 |
2,059.25 |
2,087.00 |
| PP |
2,030.75 |
2,030.75 |
2,030.75 |
2,036.50 |
| S1 |
2,008.00 |
2,008.00 |
2,046.75 |
2,019.50 |
| S2 |
1,963.00 |
1,963.00 |
2,040.50 |
|
| S3 |
1,895.25 |
1,940.25 |
2,034.25 |
|
| S4 |
1,827.50 |
1,872.50 |
2,015.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,058.75 |
2,000.50 |
58.25 |
2.8% |
25.00 |
1.2% |
80% |
True |
False |
307,691 |
| 10 |
2,058.75 |
1,984.25 |
74.50 |
3.6% |
25.25 |
1.2% |
85% |
True |
False |
290,187 |
| 20 |
2,058.75 |
1,940.75 |
118.00 |
5.8% |
23.00 |
1.1% |
90% |
True |
False |
247,660 |
| 40 |
2,058.75 |
1,819.25 |
239.50 |
11.7% |
22.00 |
1.1% |
95% |
True |
False |
195,399 |
| 60 |
2,058.75 |
1,708.50 |
350.25 |
17.1% |
24.75 |
1.2% |
97% |
True |
False |
130,436 |
| 80 |
2,058.75 |
1,708.50 |
350.25 |
17.1% |
26.00 |
1.3% |
97% |
True |
False |
97,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,125.75 |
|
2.618 |
2,100.00 |
|
1.618 |
2,084.25 |
|
1.000 |
2,074.50 |
|
0.618 |
2,068.50 |
|
HIGH |
2,058.75 |
|
0.618 |
2,052.75 |
|
0.500 |
2,051.00 |
|
0.382 |
2,049.00 |
|
LOW |
2,043.00 |
|
0.618 |
2,033.25 |
|
1.000 |
2,027.25 |
|
1.618 |
2,017.50 |
|
2.618 |
2,001.75 |
|
4.250 |
1,976.00 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.00 |
2,041.50 |
| PP |
2,049.75 |
2,035.50 |
| S1 |
2,048.50 |
2,029.50 |
|