| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
6,288.5 |
6,329.5 |
41.0 |
0.7% |
6,165.0 |
| High |
6,347.0 |
6,339.0 |
-8.0 |
-0.1% |
6,294.0 |
| Low |
6,288.0 |
6,111.0 |
-177.0 |
-2.8% |
6,139.5 |
| Close |
6,343.0 |
6,184.0 |
-159.0 |
-2.5% |
6,262.0 |
| Range |
59.0 |
228.0 |
169.0 |
286.4% |
154.5 |
| ATR |
86.3 |
96.7 |
10.4 |
12.1% |
0.0 |
| Volume |
139,910 |
249,664 |
109,754 |
78.4% |
883,048 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,895.3 |
6,767.7 |
6,309.4 |
|
| R3 |
6,667.3 |
6,539.7 |
6,246.7 |
|
| R2 |
6,439.3 |
6,439.3 |
6,225.8 |
|
| R1 |
6,311.7 |
6,311.7 |
6,204.9 |
6,261.5 |
| PP |
6,211.3 |
6,211.3 |
6,211.3 |
6,186.3 |
| S1 |
6,083.7 |
6,083.7 |
6,163.1 |
6,033.5 |
| S2 |
5,983.3 |
5,983.3 |
6,142.2 |
|
| S3 |
5,755.3 |
5,855.7 |
6,121.3 |
|
| S4 |
5,527.3 |
5,627.7 |
6,058.6 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,695.3 |
6,633.2 |
6,347.0 |
|
| R3 |
6,540.8 |
6,478.7 |
6,304.5 |
|
| R2 |
6,386.3 |
6,386.3 |
6,290.3 |
|
| R1 |
6,324.2 |
6,324.2 |
6,276.2 |
6,355.3 |
| PP |
6,231.8 |
6,231.8 |
6,231.8 |
6,247.4 |
| S1 |
6,169.7 |
6,169.7 |
6,247.8 |
6,200.8 |
| S2 |
6,077.3 |
6,077.3 |
6,233.7 |
|
| S3 |
5,922.8 |
6,015.2 |
6,219.5 |
|
| S4 |
5,768.3 |
5,860.7 |
6,177.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,347.0 |
6,111.0 |
236.0 |
3.8% |
124.9 |
2.0% |
31% |
False |
True |
190,426 |
| 10 |
6,347.0 |
6,111.0 |
236.0 |
3.8% |
104.1 |
1.7% |
31% |
False |
True |
176,645 |
| 20 |
6,347.0 |
6,111.0 |
236.0 |
3.8% |
83.3 |
1.3% |
31% |
False |
True |
146,812 |
| 40 |
6,347.0 |
5,646.0 |
701.0 |
11.3% |
75.1 |
1.2% |
77% |
False |
False |
102,272 |
| 60 |
6,347.0 |
5,400.0 |
947.0 |
15.3% |
82.7 |
1.3% |
83% |
False |
False |
68,362 |
| 80 |
6,347.0 |
5,400.0 |
947.0 |
15.3% |
87.7 |
1.4% |
83% |
False |
False |
51,369 |
| 100 |
6,347.0 |
5,400.0 |
947.0 |
15.3% |
84.7 |
1.4% |
83% |
False |
False |
41,345 |
| 120 |
6,347.0 |
5,330.5 |
1,016.5 |
16.4% |
82.4 |
1.3% |
84% |
False |
False |
34,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,308.0 |
|
2.618 |
6,935.9 |
|
1.618 |
6,707.9 |
|
1.000 |
6,567.0 |
|
0.618 |
6,479.9 |
|
HIGH |
6,339.0 |
|
0.618 |
6,251.9 |
|
0.500 |
6,225.0 |
|
0.382 |
6,198.1 |
|
LOW |
6,111.0 |
|
0.618 |
5,970.1 |
|
1.000 |
5,883.0 |
|
1.618 |
5,742.1 |
|
2.618 |
5,514.1 |
|
4.250 |
5,142.0 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,225.0 |
6,229.0 |
| PP |
6,211.3 |
6,214.0 |
| S1 |
6,197.7 |
6,199.0 |
|