| 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 |
2,008.75 |
2,005.50 |
-3.25 |
-0.2% |
2,004.50 |
| High |
2,022.75 |
2,044.00 |
21.25 |
1.1% |
2,053.50 |
| Low |
1,989.50 |
2,004.75 |
15.25 |
0.8% |
1,985.75 |
| Close |
2,006.75 |
2,041.00 |
34.25 |
1.7% |
2,053.00 |
| Range |
33.25 |
39.25 |
6.00 |
18.0% |
67.75 |
| ATR |
26.50 |
27.41 |
0.91 |
3.4% |
0.00 |
| Volume |
436,324 |
359,035 |
-77,289 |
-17.7% |
1,700,159 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,147.75 |
2,133.50 |
2,062.50 |
|
| R3 |
2,108.50 |
2,094.25 |
2,051.75 |
|
| R2 |
2,069.25 |
2,069.25 |
2,048.25 |
|
| R1 |
2,055.00 |
2,055.00 |
2,044.50 |
2,062.00 |
| PP |
2,030.00 |
2,030.00 |
2,030.00 |
2,033.50 |
| S1 |
2,015.75 |
2,015.75 |
2,037.50 |
2,023.00 |
| S2 |
1,990.75 |
1,990.75 |
2,033.75 |
|
| S3 |
1,951.50 |
1,976.50 |
2,030.25 |
|
| S4 |
1,912.25 |
1,937.25 |
2,019.50 |
|
|
| 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 |
3.4% |
33.00 |
1.6% |
74% |
False |
False |
333,887 |
| 10 |
2,058.75 |
1,985.75 |
73.00 |
3.6% |
31.75 |
1.6% |
76% |
False |
False |
324,689 |
| 20 |
2,058.75 |
1,940.75 |
118.00 |
5.8% |
26.75 |
1.3% |
85% |
False |
False |
261,010 |
| 40 |
2,058.75 |
1,842.00 |
216.75 |
10.6% |
23.50 |
1.2% |
92% |
False |
False |
220,470 |
| 60 |
2,058.75 |
1,708.50 |
350.25 |
17.2% |
25.00 |
1.2% |
95% |
False |
False |
147,159 |
| 80 |
2,058.75 |
1,708.50 |
350.25 |
17.2% |
27.00 |
1.3% |
95% |
False |
False |
110,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,210.75 |
|
2.618 |
2,146.75 |
|
1.618 |
2,107.50 |
|
1.000 |
2,083.25 |
|
0.618 |
2,068.25 |
|
HIGH |
2,044.00 |
|
0.618 |
2,029.00 |
|
0.500 |
2,024.50 |
|
0.382 |
2,019.75 |
|
LOW |
2,004.75 |
|
0.618 |
1,980.50 |
|
1.000 |
1,965.50 |
|
1.618 |
1,941.25 |
|
2.618 |
1,902.00 |
|
4.250 |
1,838.00 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,035.50 |
2,034.00 |
| PP |
2,030.00 |
2,027.00 |
| S1 |
2,024.50 |
2,020.00 |
|