| Trading Metrics calculated at close of trading on 26-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,839.0 |
2,864.0 |
25.0 |
0.9% |
2,861.0 |
| High |
2,861.0 |
2,890.0 |
29.0 |
1.0% |
2,915.0 |
| Low |
2,808.0 |
2,861.0 |
53.0 |
1.9% |
2,808.0 |
| Close |
2,844.0 |
2,874.0 |
30.0 |
1.1% |
2,844.0 |
| Range |
53.0 |
29.0 |
-24.0 |
-45.3% |
107.0 |
| ATR |
45.3 |
45.3 |
0.1 |
0.1% |
0.0 |
| Volume |
3,632 |
133 |
-3,499 |
-96.3% |
10,423 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,962.0 |
2,947.0 |
2,890.0 |
|
| R3 |
2,933.0 |
2,918.0 |
2,882.0 |
|
| R2 |
2,904.0 |
2,904.0 |
2,879.3 |
|
| R1 |
2,889.0 |
2,889.0 |
2,876.7 |
2,896.5 |
| PP |
2,875.0 |
2,875.0 |
2,875.0 |
2,878.8 |
| S1 |
2,860.0 |
2,860.0 |
2,871.3 |
2,867.5 |
| S2 |
2,846.0 |
2,846.0 |
2,868.7 |
|
| S3 |
2,817.0 |
2,831.0 |
2,866.0 |
|
| S4 |
2,788.0 |
2,802.0 |
2,858.1 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,176.7 |
3,117.3 |
2,902.9 |
|
| R3 |
3,069.7 |
3,010.3 |
2,873.4 |
|
| R2 |
2,962.7 |
2,962.7 |
2,863.6 |
|
| R1 |
2,903.3 |
2,903.3 |
2,853.8 |
2,879.5 |
| PP |
2,855.7 |
2,855.7 |
2,855.7 |
2,843.8 |
| S1 |
2,796.3 |
2,796.3 |
2,834.2 |
2,772.5 |
| S2 |
2,748.7 |
2,748.7 |
2,824.4 |
|
| S3 |
2,641.7 |
2,689.3 |
2,814.6 |
|
| S4 |
2,534.7 |
2,582.3 |
2,785.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,915.0 |
2,808.0 |
107.0 |
3.7% |
52.6 |
1.8% |
62% |
False |
False |
1,901 |
| 10 |
2,951.0 |
2,808.0 |
143.0 |
5.0% |
46.5 |
1.6% |
46% |
False |
False |
1,597 |
| 20 |
2,951.0 |
2,808.0 |
143.0 |
5.0% |
39.8 |
1.4% |
46% |
False |
False |
1,108 |
| 40 |
2,951.0 |
2,619.0 |
332.0 |
11.6% |
36.0 |
1.3% |
77% |
False |
False |
3,903 |
| 60 |
2,951.0 |
2,524.0 |
427.0 |
14.9% |
34.3 |
1.2% |
82% |
False |
False |
2,751 |
| 80 |
2,970.0 |
2,524.0 |
446.0 |
15.5% |
32.1 |
1.1% |
78% |
False |
False |
2,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,013.3 |
|
2.618 |
2,965.9 |
|
1.618 |
2,936.9 |
|
1.000 |
2,919.0 |
|
0.618 |
2,907.9 |
|
HIGH |
2,890.0 |
|
0.618 |
2,878.9 |
|
0.500 |
2,875.5 |
|
0.382 |
2,872.1 |
|
LOW |
2,861.0 |
|
0.618 |
2,843.1 |
|
1.000 |
2,832.0 |
|
1.618 |
2,814.1 |
|
2.618 |
2,785.1 |
|
4.250 |
2,737.8 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,875.5 |
2,865.7 |
| PP |
2,875.0 |
2,857.3 |
| S1 |
2,874.5 |
2,849.0 |
|