| 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 |
6,084.0 |
6,145.0 |
61.0 |
1.0% |
6,288.5 |
| High |
6,171.5 |
6,218.0 |
46.5 |
0.8% |
6,347.0 |
| Low |
6,082.0 |
6,089.0 |
7.0 |
0.1% |
6,032.5 |
| Close |
6,153.5 |
6,130.5 |
-23.0 |
-0.4% |
6,130.5 |
| Range |
89.5 |
129.0 |
39.5 |
44.1% |
314.5 |
| ATR |
99.8 |
101.9 |
2.1 |
2.1% |
0.0 |
| Volume |
171,881 |
195,531 |
23,650 |
13.8% |
1,073,339 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,532.8 |
6,460.7 |
6,201.5 |
|
| R3 |
6,403.8 |
6,331.7 |
6,166.0 |
|
| R2 |
6,274.8 |
6,274.8 |
6,154.2 |
|
| R1 |
6,202.7 |
6,202.7 |
6,142.3 |
6,174.3 |
| PP |
6,145.8 |
6,145.8 |
6,145.8 |
6,131.6 |
| S1 |
6,073.7 |
6,073.7 |
6,118.7 |
6,045.3 |
| S2 |
6,016.8 |
6,016.8 |
6,106.9 |
|
| S3 |
5,887.8 |
5,944.7 |
6,095.0 |
|
| S4 |
5,758.8 |
5,815.7 |
6,059.6 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,113.5 |
6,936.5 |
6,303.5 |
|
| R3 |
6,799.0 |
6,622.0 |
6,217.0 |
|
| R2 |
6,484.5 |
6,484.5 |
6,188.2 |
|
| R1 |
6,307.5 |
6,307.5 |
6,159.3 |
6,238.8 |
| PP |
6,170.0 |
6,170.0 |
6,170.0 |
6,135.6 |
| S1 |
5,993.0 |
5,993.0 |
6,101.7 |
5,924.3 |
| S2 |
5,855.5 |
5,855.5 |
6,072.8 |
|
| S3 |
5,541.0 |
5,678.5 |
6,044.0 |
|
| S4 |
5,226.5 |
5,364.0 |
5,957.5 |
|
|
| 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 |
5.1% |
128.4 |
2.1% |
31% |
False |
False |
214,667 |
| 10 |
6,347.0 |
6,032.5 |
314.5 |
5.1% |
113.7 |
1.9% |
31% |
False |
False |
195,638 |
| 20 |
6,347.0 |
6,032.5 |
314.5 |
5.1% |
92.1 |
1.5% |
31% |
False |
False |
163,322 |
| 40 |
6,347.0 |
5,775.0 |
572.0 |
9.3% |
78.4 |
1.3% |
62% |
False |
False |
119,333 |
| 60 |
6,347.0 |
5,400.0 |
947.0 |
15.4% |
84.0 |
1.4% |
77% |
False |
False |
79,746 |
| 80 |
6,347.0 |
5,400.0 |
947.0 |
15.4% |
90.3 |
1.5% |
77% |
False |
False |
59,909 |
| 100 |
6,347.0 |
5,400.0 |
947.0 |
15.4% |
85.5 |
1.4% |
77% |
False |
False |
48,173 |
| 120 |
6,347.0 |
5,400.0 |
947.0 |
15.4% |
83.3 |
1.4% |
77% |
False |
False |
40,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,766.3 |
|
2.618 |
6,555.7 |
|
1.618 |
6,426.7 |
|
1.000 |
6,347.0 |
|
0.618 |
6,297.7 |
|
HIGH |
6,218.0 |
|
0.618 |
6,168.7 |
|
0.500 |
6,153.5 |
|
0.382 |
6,138.3 |
|
LOW |
6,089.0 |
|
0.618 |
6,009.3 |
|
1.000 |
5,960.0 |
|
1.618 |
5,880.3 |
|
2.618 |
5,751.3 |
|
4.250 |
5,540.8 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,153.5 |
6,128.8 |
| PP |
6,145.8 |
6,127.0 |
| S1 |
6,138.2 |
6,125.3 |
|