| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,864.0 |
2,744.0 |
-120.0 |
-4.2% |
2,861.0 |
| High |
2,864.0 |
2,768.0 |
-96.0 |
-3.4% |
2,915.0 |
| Low |
2,724.0 |
2,688.0 |
-36.0 |
-1.3% |
2,808.0 |
| Close |
2,774.0 |
2,714.0 |
-60.0 |
-2.2% |
2,844.0 |
| Range |
140.0 |
80.0 |
-60.0 |
-42.9% |
107.0 |
| ATR |
52.8 |
55.2 |
2.4 |
4.5% |
0.0 |
| Volume |
1,266 |
8,607 |
7,341 |
579.9% |
10,423 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,963.3 |
2,918.7 |
2,758.0 |
|
| R3 |
2,883.3 |
2,838.7 |
2,736.0 |
|
| R2 |
2,803.3 |
2,803.3 |
2,728.7 |
|
| R1 |
2,758.7 |
2,758.7 |
2,721.3 |
2,741.0 |
| PP |
2,723.3 |
2,723.3 |
2,723.3 |
2,714.5 |
| S1 |
2,678.7 |
2,678.7 |
2,706.7 |
2,661.0 |
| S2 |
2,643.3 |
2,643.3 |
2,699.3 |
|
| S3 |
2,563.3 |
2,598.7 |
2,692.0 |
|
| S4 |
2,483.3 |
2,518.7 |
2,670.0 |
|
|
| 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 |
2,890.0 |
2,688.0 |
202.0 |
7.4% |
76.2 |
2.8% |
13% |
False |
True |
2,925 |
| 10 |
2,951.0 |
2,688.0 |
263.0 |
9.7% |
63.7 |
2.3% |
10% |
False |
True |
2,404 |
| 20 |
2,951.0 |
2,688.0 |
263.0 |
9.7% |
48.1 |
1.8% |
10% |
False |
True |
1,496 |
| 40 |
2,951.0 |
2,688.0 |
263.0 |
9.7% |
40.3 |
1.5% |
10% |
False |
True |
4,149 |
| 60 |
2,951.0 |
2,524.0 |
427.0 |
15.7% |
36.5 |
1.3% |
44% |
False |
False |
2,914 |
| 80 |
2,970.0 |
2,524.0 |
446.0 |
16.4% |
34.8 |
1.3% |
43% |
False |
False |
2,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,108.0 |
|
2.618 |
2,977.4 |
|
1.618 |
2,897.4 |
|
1.000 |
2,848.0 |
|
0.618 |
2,817.4 |
|
HIGH |
2,768.0 |
|
0.618 |
2,737.4 |
|
0.500 |
2,728.0 |
|
0.382 |
2,718.6 |
|
LOW |
2,688.0 |
|
0.618 |
2,638.6 |
|
1.000 |
2,608.0 |
|
1.618 |
2,558.6 |
|
2.618 |
2,478.6 |
|
4.250 |
2,348.0 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,728.0 |
2,789.0 |
| PP |
2,723.3 |
2,764.0 |
| S1 |
2,718.7 |
2,739.0 |
|