| 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 |
2,864.0 |
2,864.0 |
0.0 |
0.0% |
2,861.0 |
| High |
2,890.0 |
2,864.0 |
-26.0 |
-0.9% |
2,915.0 |
| Low |
2,861.0 |
2,724.0 |
-137.0 |
-4.8% |
2,808.0 |
| Close |
2,874.0 |
2,774.0 |
-100.0 |
-3.5% |
2,844.0 |
| Range |
29.0 |
140.0 |
111.0 |
382.8% |
107.0 |
| ATR |
45.3 |
52.8 |
7.5 |
16.5% |
0.0 |
| Volume |
133 |
1,266 |
1,133 |
851.9% |
10,423 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,207.3 |
3,130.7 |
2,851.0 |
|
| R3 |
3,067.3 |
2,990.7 |
2,812.5 |
|
| R2 |
2,927.3 |
2,927.3 |
2,799.7 |
|
| R1 |
2,850.7 |
2,850.7 |
2,786.8 |
2,819.0 |
| PP |
2,787.3 |
2,787.3 |
2,787.3 |
2,771.5 |
| S1 |
2,710.7 |
2,710.7 |
2,761.2 |
2,679.0 |
| S2 |
2,647.3 |
2,647.3 |
2,748.3 |
|
| S3 |
2,507.3 |
2,570.7 |
2,735.5 |
|
| S4 |
2,367.3 |
2,430.7 |
2,697.0 |
|
|
| 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 |
2,724.0 |
191.0 |
6.9% |
70.8 |
2.6% |
26% |
False |
True |
2,034 |
| 10 |
2,951.0 |
2,724.0 |
227.0 |
8.2% |
57.7 |
2.1% |
22% |
False |
True |
1,588 |
| 20 |
2,951.0 |
2,724.0 |
227.0 |
8.2% |
45.7 |
1.6% |
22% |
False |
True |
1,134 |
| 40 |
2,951.0 |
2,675.0 |
276.0 |
9.9% |
38.9 |
1.4% |
36% |
False |
False |
3,935 |
| 60 |
2,951.0 |
2,524.0 |
427.0 |
15.4% |
35.8 |
1.3% |
59% |
False |
False |
2,772 |
| 80 |
2,970.0 |
2,524.0 |
446.0 |
16.1% |
33.8 |
1.2% |
56% |
False |
False |
2,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,459.0 |
|
2.618 |
3,230.5 |
|
1.618 |
3,090.5 |
|
1.000 |
3,004.0 |
|
0.618 |
2,950.5 |
|
HIGH |
2,864.0 |
|
0.618 |
2,810.5 |
|
0.500 |
2,794.0 |
|
0.382 |
2,777.5 |
|
LOW |
2,724.0 |
|
0.618 |
2,637.5 |
|
1.000 |
2,584.0 |
|
1.618 |
2,497.5 |
|
2.618 |
2,357.5 |
|
4.250 |
2,129.0 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,794.0 |
2,807.0 |
| PP |
2,787.3 |
2,796.0 |
| S1 |
2,780.7 |
2,785.0 |
|