| 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 |
2,045.75 |
2,008.75 |
-37.00 |
-1.8% |
2,004.50 |
| High |
2,050.50 |
2,022.75 |
-27.75 |
-1.4% |
2,053.50 |
| Low |
1,998.50 |
1,989.50 |
-9.00 |
-0.5% |
1,985.75 |
| Close |
2,008.75 |
2,006.75 |
-2.00 |
-0.1% |
2,053.00 |
| Range |
52.00 |
33.25 |
-18.75 |
-36.1% |
67.75 |
| ATR |
25.98 |
26.50 |
0.52 |
2.0% |
0.00 |
| Volume |
210,352 |
436,324 |
225,972 |
107.4% |
1,700,159 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,106.00 |
2,089.75 |
2,025.00 |
|
| R3 |
2,072.75 |
2,056.50 |
2,016.00 |
|
| R2 |
2,039.50 |
2,039.50 |
2,012.75 |
|
| R1 |
2,023.25 |
2,023.25 |
2,009.75 |
2,014.75 |
| PP |
2,006.25 |
2,006.25 |
2,006.25 |
2,002.00 |
| S1 |
1,990.00 |
1,990.00 |
2,003.75 |
1,981.50 |
| S2 |
1,973.00 |
1,973.00 |
2,000.75 |
|
| S3 |
1,939.75 |
1,956.75 |
1,997.50 |
|
| S4 |
1,906.50 |
1,923.50 |
1,988.50 |
|
|
| 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 |
1,989.50 |
69.25 |
3.5% |
34.00 |
1.7% |
25% |
False |
True |
323,688 |
| 10 |
2,058.75 |
1,985.75 |
73.00 |
3.6% |
29.75 |
1.5% |
29% |
False |
False |
313,689 |
| 20 |
2,058.75 |
1,940.75 |
118.00 |
5.9% |
25.50 |
1.3% |
56% |
False |
False |
254,595 |
| 40 |
2,058.75 |
1,842.00 |
216.75 |
10.8% |
23.00 |
1.1% |
76% |
False |
False |
211,515 |
| 60 |
2,058.75 |
1,708.50 |
350.25 |
17.5% |
24.75 |
1.2% |
85% |
False |
False |
141,182 |
| 80 |
2,058.75 |
1,708.50 |
350.25 |
17.5% |
26.75 |
1.3% |
85% |
False |
False |
106,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,164.00 |
|
2.618 |
2,109.75 |
|
1.618 |
2,076.50 |
|
1.000 |
2,056.00 |
|
0.618 |
2,043.25 |
|
HIGH |
2,022.75 |
|
0.618 |
2,010.00 |
|
0.500 |
2,006.00 |
|
0.382 |
2,002.25 |
|
LOW |
1,989.50 |
|
0.618 |
1,969.00 |
|
1.000 |
1,956.25 |
|
1.618 |
1,935.75 |
|
2.618 |
1,902.50 |
|
4.250 |
1,848.25 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,006.50 |
2,024.00 |
| PP |
2,006.25 |
2,018.25 |
| S1 |
2,006.00 |
2,012.50 |
|