| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,005.50 |
2,041.00 |
35.50 |
1.8% |
2,050.00 |
| High |
2,044.00 |
2,047.00 |
3.00 |
0.1% |
2,058.75 |
| Low |
2,004.75 |
1,998.00 |
-6.75 |
-0.3% |
1,989.50 |
| Close |
2,041.00 |
1,998.50 |
-42.50 |
-2.1% |
1,998.50 |
| Range |
39.25 |
49.00 |
9.75 |
24.8% |
69.25 |
| ATR |
27.41 |
28.95 |
1.54 |
5.6% |
0.00 |
| Volume |
359,035 |
294,958 |
-64,077 |
-17.8% |
1,590,384 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.50 |
2,129.00 |
2,025.50 |
|
| R3 |
2,112.50 |
2,080.00 |
2,012.00 |
|
| R2 |
2,063.50 |
2,063.50 |
2,007.50 |
|
| R1 |
2,031.00 |
2,031.00 |
2,003.00 |
2,022.75 |
| PP |
2,014.50 |
2,014.50 |
2,014.50 |
2,010.50 |
| S1 |
1,982.00 |
1,982.00 |
1,994.00 |
1,973.75 |
| S2 |
1,965.50 |
1,965.50 |
1,989.50 |
|
| S3 |
1,916.50 |
1,933.00 |
1,985.00 |
|
| S4 |
1,867.50 |
1,884.00 |
1,971.50 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,223.25 |
2,180.25 |
2,036.50 |
|
| R3 |
2,154.00 |
2,111.00 |
2,017.50 |
|
| R2 |
2,084.75 |
2,084.75 |
2,011.25 |
|
| R1 |
2,041.75 |
2,041.75 |
2,004.75 |
2,028.50 |
| PP |
2,015.50 |
2,015.50 |
2,015.50 |
2,009.00 |
| S1 |
1,972.50 |
1,972.50 |
1,992.25 |
1,959.50 |
| S2 |
1,946.25 |
1,946.25 |
1,985.75 |
|
| S3 |
1,877.00 |
1,903.25 |
1,979.50 |
|
| S4 |
1,807.75 |
1,834.00 |
1,960.50 |
|
|
| 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% |
37.75 |
1.9% |
13% |
False |
False |
318,076 |
| 10 |
2,058.75 |
1,985.75 |
73.00 |
3.7% |
33.00 |
1.6% |
17% |
False |
False |
329,054 |
| 20 |
2,058.75 |
1,955.25 |
103.50 |
5.2% |
27.25 |
1.4% |
42% |
False |
False |
264,131 |
| 40 |
2,058.75 |
1,855.25 |
203.50 |
10.2% |
24.50 |
1.2% |
70% |
False |
False |
227,807 |
| 60 |
2,058.75 |
1,708.50 |
350.25 |
17.5% |
25.50 |
1.3% |
83% |
False |
False |
152,064 |
| 80 |
2,058.75 |
1,708.50 |
350.25 |
17.5% |
27.50 |
1.4% |
83% |
False |
False |
114,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,255.25 |
|
2.618 |
2,175.25 |
|
1.618 |
2,126.25 |
|
1.000 |
2,096.00 |
|
0.618 |
2,077.25 |
|
HIGH |
2,047.00 |
|
0.618 |
2,028.25 |
|
0.500 |
2,022.50 |
|
0.382 |
2,016.75 |
|
LOW |
1,998.00 |
|
0.618 |
1,967.75 |
|
1.000 |
1,949.00 |
|
1.618 |
1,918.75 |
|
2.618 |
1,869.75 |
|
4.250 |
1,789.75 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,022.50 |
2,018.25 |
| PP |
2,014.50 |
2,011.75 |
| S1 |
2,006.50 |
2,005.00 |
|