| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,720.0 |
2,749.0 |
29.0 |
1.1% |
2,864.0 |
| High |
2,770.0 |
2,779.0 |
9.0 |
0.3% |
2,890.0 |
| Low |
2,708.0 |
2,722.0 |
14.0 |
0.5% |
2,688.0 |
| Close |
2,758.0 |
2,744.0 |
-14.0 |
-0.5% |
2,744.0 |
| Range |
62.0 |
57.0 |
-5.0 |
-8.1% |
202.0 |
| ATR |
55.7 |
55.8 |
0.1 |
0.2% |
0.0 |
| Volume |
388 |
398 |
10 |
2.6% |
10,792 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.3 |
2,888.7 |
2,775.4 |
|
| R3 |
2,862.3 |
2,831.7 |
2,759.7 |
|
| R2 |
2,805.3 |
2,805.3 |
2,754.5 |
|
| R1 |
2,774.7 |
2,774.7 |
2,749.2 |
2,761.5 |
| PP |
2,748.3 |
2,748.3 |
2,748.3 |
2,741.8 |
| S1 |
2,717.7 |
2,717.7 |
2,738.8 |
2,704.5 |
| S2 |
2,691.3 |
2,691.3 |
2,733.6 |
|
| S3 |
2,634.3 |
2,660.7 |
2,728.3 |
|
| S4 |
2,577.3 |
2,603.7 |
2,712.7 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,380.0 |
3,264.0 |
2,855.1 |
|
| R3 |
3,178.0 |
3,062.0 |
2,799.6 |
|
| R2 |
2,976.0 |
2,976.0 |
2,781.0 |
|
| R1 |
2,860.0 |
2,860.0 |
2,762.5 |
2,817.0 |
| PP |
2,774.0 |
2,774.0 |
2,774.0 |
2,752.5 |
| S1 |
2,658.0 |
2,658.0 |
2,725.5 |
2,615.0 |
| S2 |
2,572.0 |
2,572.0 |
2,707.0 |
|
| S3 |
2,370.0 |
2,456.0 |
2,688.5 |
|
| S4 |
2,168.0 |
2,254.0 |
2,632.9 |
|
|
| 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% |
73.6 |
2.7% |
28% |
False |
False |
2,158 |
| 10 |
2,915.0 |
2,688.0 |
227.0 |
8.3% |
63.1 |
2.3% |
25% |
False |
False |
2,121 |
| 20 |
2,951.0 |
2,688.0 |
263.0 |
9.6% |
50.6 |
1.8% |
21% |
False |
False |
1,519 |
| 40 |
2,951.0 |
2,688.0 |
263.0 |
9.6% |
41.8 |
1.5% |
21% |
False |
False |
4,161 |
| 60 |
2,951.0 |
2,524.0 |
427.0 |
15.6% |
38.1 |
1.4% |
52% |
False |
False |
2,926 |
| 80 |
2,970.0 |
2,524.0 |
446.0 |
16.3% |
36.3 |
1.3% |
49% |
False |
False |
2,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,021.3 |
|
2.618 |
2,928.2 |
|
1.618 |
2,871.2 |
|
1.000 |
2,836.0 |
|
0.618 |
2,814.2 |
|
HIGH |
2,779.0 |
|
0.618 |
2,757.2 |
|
0.500 |
2,750.5 |
|
0.382 |
2,743.8 |
|
LOW |
2,722.0 |
|
0.618 |
2,686.8 |
|
1.000 |
2,665.0 |
|
1.618 |
2,629.8 |
|
2.618 |
2,572.8 |
|
4.250 |
2,479.8 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,750.5 |
2,740.5 |
| PP |
2,748.3 |
2,737.0 |
| S1 |
2,746.2 |
2,733.5 |
|