| 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 |
5,737.5 |
5,705.0 |
-32.5 |
-0.6% |
5,685.0 |
| High |
5,761.0 |
5,716.5 |
-44.5 |
-0.8% |
5,755.0 |
| Low |
5,686.0 |
5,513.5 |
-172.5 |
-3.0% |
5,608.5 |
| Close |
5,718.0 |
5,592.0 |
-126.0 |
-2.2% |
5,674.5 |
| Range |
75.0 |
203.0 |
128.0 |
170.7% |
146.5 |
| ATR |
72.7 |
82.1 |
9.4 |
13.0% |
0.0 |
| Volume |
108,292 |
86,944 |
-21,348 |
-19.7% |
596,589 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,216.5 |
6,107.0 |
5,703.5 |
|
| R3 |
6,013.5 |
5,904.0 |
5,648.0 |
|
| R2 |
5,810.5 |
5,810.5 |
5,629.0 |
|
| R1 |
5,701.0 |
5,701.0 |
5,610.5 |
5,654.0 |
| PP |
5,607.5 |
5,607.5 |
5,607.5 |
5,584.0 |
| S1 |
5,498.0 |
5,498.0 |
5,573.5 |
5,451.0 |
| S2 |
5,404.5 |
5,404.5 |
5,555.0 |
|
| S3 |
5,201.5 |
5,295.0 |
5,536.0 |
|
| S4 |
4,998.5 |
5,092.0 |
5,480.5 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,119.0 |
6,043.0 |
5,755.0 |
|
| R3 |
5,972.5 |
5,896.5 |
5,715.0 |
|
| R2 |
5,826.0 |
5,826.0 |
5,701.5 |
|
| R1 |
5,750.0 |
5,750.0 |
5,688.0 |
5,715.0 |
| PP |
5,679.5 |
5,679.5 |
5,679.5 |
5,661.5 |
| S1 |
5,603.5 |
5,603.5 |
5,661.0 |
5,568.0 |
| S2 |
5,533.0 |
5,533.0 |
5,647.5 |
|
| S3 |
5,386.5 |
5,457.0 |
5,634.0 |
|
| S4 |
5,240.0 |
5,310.5 |
5,594.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,761.0 |
5,513.5 |
247.5 |
4.4% |
115.5 |
2.1% |
32% |
False |
True |
107,880 |
| 10 |
5,800.0 |
5,513.5 |
286.5 |
5.1% |
91.5 |
1.6% |
27% |
False |
True |
102,870 |
| 20 |
5,800.0 |
5,513.5 |
286.5 |
5.1% |
72.5 |
1.3% |
27% |
False |
True |
96,643 |
| 40 |
5,800.0 |
5,298.0 |
502.0 |
9.0% |
63.0 |
1.1% |
59% |
False |
False |
86,725 |
| 60 |
5,800.0 |
4,947.0 |
853.0 |
15.3% |
62.5 |
1.1% |
76% |
False |
False |
57,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,579.0 |
|
2.618 |
6,248.0 |
|
1.618 |
6,045.0 |
|
1.000 |
5,919.5 |
|
0.618 |
5,842.0 |
|
HIGH |
5,716.5 |
|
0.618 |
5,639.0 |
|
0.500 |
5,615.0 |
|
0.382 |
5,591.0 |
|
LOW |
5,513.5 |
|
0.618 |
5,388.0 |
|
1.000 |
5,310.5 |
|
1.618 |
5,185.0 |
|
2.618 |
4,982.0 |
|
4.250 |
4,651.0 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,615.0 |
5,637.0 |
| PP |
5,607.5 |
5,622.0 |
| S1 |
5,599.5 |
5,607.0 |
|