| 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 |
6,329.5 |
6,149.0 |
-180.5 |
-2.9% |
6,165.0 |
| High |
6,339.0 |
6,169.0 |
-170.0 |
-2.7% |
6,294.0 |
| Low |
6,111.0 |
6,032.5 |
-78.5 |
-1.3% |
6,139.5 |
| Close |
6,184.0 |
6,090.0 |
-94.0 |
-1.5% |
6,262.0 |
| Range |
228.0 |
136.5 |
-91.5 |
-40.1% |
154.5 |
| ATR |
96.7 |
100.6 |
3.9 |
4.1% |
0.0 |
| Volume |
249,664 |
316,353 |
66,689 |
26.7% |
883,048 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,506.7 |
6,434.8 |
6,165.1 |
|
| R3 |
6,370.2 |
6,298.3 |
6,127.5 |
|
| R2 |
6,233.7 |
6,233.7 |
6,115.0 |
|
| R1 |
6,161.8 |
6,161.8 |
6,102.5 |
6,129.5 |
| PP |
6,097.2 |
6,097.2 |
6,097.2 |
6,081.0 |
| S1 |
6,025.3 |
6,025.3 |
6,077.5 |
5,993.0 |
| S2 |
5,960.7 |
5,960.7 |
6,065.0 |
|
| S3 |
5,824.2 |
5,888.8 |
6,052.5 |
|
| S4 |
5,687.7 |
5,752.3 |
6,014.9 |
|
|
| 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 |
6,032.5 |
314.5 |
5.2% |
138.1 |
2.3% |
18% |
False |
True |
223,440 |
| 10 |
6,347.0 |
6,032.5 |
314.5 |
5.2% |
112.1 |
1.8% |
18% |
False |
True |
195,528 |
| 20 |
6,347.0 |
6,032.5 |
314.5 |
5.2% |
87.8 |
1.4% |
18% |
False |
True |
157,415 |
| 40 |
6,347.0 |
5,721.0 |
626.0 |
10.3% |
76.5 |
1.3% |
59% |
False |
False |
110,174 |
| 60 |
6,347.0 |
5,400.0 |
947.0 |
15.6% |
83.4 |
1.4% |
73% |
False |
False |
73,630 |
| 80 |
6,347.0 |
5,400.0 |
947.0 |
15.6% |
88.6 |
1.5% |
73% |
False |
False |
55,321 |
| 100 |
6,347.0 |
5,400.0 |
947.0 |
15.6% |
85.1 |
1.4% |
73% |
False |
False |
44,506 |
| 120 |
6,347.0 |
5,373.5 |
973.5 |
16.0% |
83.1 |
1.4% |
74% |
False |
False |
37,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,749.1 |
|
2.618 |
6,526.4 |
|
1.618 |
6,389.9 |
|
1.000 |
6,305.5 |
|
0.618 |
6,253.4 |
|
HIGH |
6,169.0 |
|
0.618 |
6,116.9 |
|
0.500 |
6,100.8 |
|
0.382 |
6,084.6 |
|
LOW |
6,032.5 |
|
0.618 |
5,948.1 |
|
1.000 |
5,896.0 |
|
1.618 |
5,811.6 |
|
2.618 |
5,675.1 |
|
4.250 |
5,452.4 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,100.8 |
6,189.8 |
| PP |
6,097.2 |
6,156.5 |
| S1 |
6,093.6 |
6,123.3 |
|