| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,170.0 |
1,170.2 |
0.2 |
0.0% |
1,136.0 |
| High |
1,176.5 |
1,172.8 |
-3.7 |
-0.3% |
1,159.4 |
| Low |
1,162.6 |
1,163.9 |
1.3 |
0.1% |
1,125.9 |
| Close |
1,173.1 |
1,170.2 |
-2.9 |
-0.2% |
1,155.0 |
| Range |
13.9 |
8.9 |
-5.0 |
-36.0% |
33.5 |
| ATR |
15.7 |
15.3 |
-0.5 |
-3.0% |
0.0 |
| Volume |
4,672 |
3,568 |
-1,104 |
-23.6% |
13,986 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,195.7 |
1,191.8 |
1,175.1 |
|
| R3 |
1,186.8 |
1,182.9 |
1,172.6 |
|
| R2 |
1,177.9 |
1,177.9 |
1,171.8 |
|
| R1 |
1,174.0 |
1,174.0 |
1,171.0 |
1,174.7 |
| PP |
1,169.0 |
1,169.0 |
1,169.0 |
1,169.3 |
| S1 |
1,165.1 |
1,165.1 |
1,169.4 |
1,165.8 |
| S2 |
1,160.1 |
1,160.1 |
1,168.6 |
|
| S3 |
1,151.2 |
1,156.2 |
1,167.8 |
|
| S4 |
1,142.3 |
1,147.3 |
1,165.3 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,247.3 |
1,234.6 |
1,173.4 |
|
| R3 |
1,213.8 |
1,201.1 |
1,164.2 |
|
| R2 |
1,180.3 |
1,180.3 |
1,161.1 |
|
| R1 |
1,167.6 |
1,167.6 |
1,158.1 |
1,174.0 |
| PP |
1,146.8 |
1,146.8 |
1,146.8 |
1,149.9 |
| S1 |
1,134.1 |
1,134.1 |
1,151.9 |
1,140.5 |
| S2 |
1,113.3 |
1,113.3 |
1,148.9 |
|
| S3 |
1,079.8 |
1,100.6 |
1,145.8 |
|
| S4 |
1,046.3 |
1,067.1 |
1,136.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,176.5 |
1,137.0 |
39.5 |
3.4% |
15.8 |
1.4% |
84% |
False |
False |
3,447 |
| 10 |
1,176.5 |
1,125.9 |
50.6 |
4.3% |
16.2 |
1.4% |
88% |
False |
False |
3,226 |
| 20 |
1,176.5 |
1,114.0 |
62.5 |
5.3% |
14.7 |
1.3% |
90% |
False |
False |
2,473 |
| 40 |
1,176.5 |
1,087.8 |
88.7 |
7.6% |
14.8 |
1.3% |
93% |
False |
False |
2,218 |
| 60 |
1,176.5 |
1,050.0 |
126.5 |
10.8% |
16.4 |
1.4% |
95% |
False |
False |
1,977 |
| 80 |
1,176.5 |
1,050.0 |
126.5 |
10.8% |
16.1 |
1.4% |
95% |
False |
False |
1,695 |
| 100 |
1,211.3 |
1,050.0 |
161.3 |
13.8% |
16.4 |
1.4% |
75% |
False |
False |
1,488 |
| 120 |
1,230.7 |
1,050.0 |
180.7 |
15.4% |
15.6 |
1.3% |
67% |
False |
False |
1,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,210.6 |
|
2.618 |
1,196.1 |
|
1.618 |
1,187.2 |
|
1.000 |
1,181.7 |
|
0.618 |
1,178.3 |
|
HIGH |
1,172.8 |
|
0.618 |
1,169.4 |
|
0.500 |
1,168.4 |
|
0.382 |
1,167.3 |
|
LOW |
1,163.9 |
|
0.618 |
1,158.4 |
|
1.000 |
1,155.0 |
|
1.618 |
1,149.5 |
|
2.618 |
1,140.6 |
|
4.250 |
1,126.1 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,169.6 |
1,167.6 |
| PP |
1,169.0 |
1,165.0 |
| S1 |
1,168.4 |
1,162.4 |
|