| 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 |
1,157.7 |
1,157.8 |
0.1 |
0.0% |
1,139.1 |
| High |
1,164.2 |
1,177.0 |
12.8 |
1.1% |
1,162.2 |
| Low |
1,154.9 |
1,150.7 |
-4.2 |
-0.4% |
1,127.8 |
| Close |
1,157.7 |
1,165.9 |
8.2 |
0.7% |
1,157.4 |
| Range |
9.3 |
26.3 |
17.0 |
182.8% |
34.4 |
| ATR |
15.2 |
16.0 |
0.8 |
5.2% |
0.0 |
| Volume |
1,606 |
1,440 |
-166 |
-10.3% |
8,766 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,243.4 |
1,231.0 |
1,180.4 |
|
| R3 |
1,217.1 |
1,204.7 |
1,173.1 |
|
| R2 |
1,190.8 |
1,190.8 |
1,170.7 |
|
| R1 |
1,178.4 |
1,178.4 |
1,168.3 |
1,184.6 |
| PP |
1,164.5 |
1,164.5 |
1,164.5 |
1,167.7 |
| S1 |
1,152.1 |
1,152.1 |
1,163.5 |
1,158.3 |
| S2 |
1,138.2 |
1,138.2 |
1,161.1 |
|
| S3 |
1,111.9 |
1,125.8 |
1,158.7 |
|
| S4 |
1,085.6 |
1,099.5 |
1,151.4 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,252.3 |
1,239.3 |
1,176.3 |
|
| R3 |
1,217.9 |
1,204.9 |
1,166.9 |
|
| R2 |
1,183.5 |
1,183.5 |
1,163.7 |
|
| R1 |
1,170.5 |
1,170.5 |
1,160.6 |
1,177.0 |
| PP |
1,149.1 |
1,149.1 |
1,149.1 |
1,152.4 |
| S1 |
1,136.1 |
1,136.1 |
1,154.2 |
1,142.6 |
| S2 |
1,114.7 |
1,114.7 |
1,151.1 |
|
| S3 |
1,080.3 |
1,101.7 |
1,147.9 |
|
| S4 |
1,045.9 |
1,067.3 |
1,138.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,177.0 |
1,135.9 |
41.1 |
3.5% |
17.6 |
1.5% |
73% |
True |
False |
1,958 |
| 10 |
1,177.0 |
1,127.8 |
49.2 |
4.2% |
16.1 |
1.4% |
77% |
True |
False |
1,631 |
| 20 |
1,177.0 |
1,106.6 |
70.4 |
6.0% |
14.8 |
1.3% |
84% |
True |
False |
1,689 |
| 40 |
1,177.0 |
1,089.9 |
87.1 |
7.5% |
15.0 |
1.3% |
87% |
True |
False |
1,486 |
| 60 |
1,177.0 |
1,048.2 |
128.8 |
11.0% |
17.0 |
1.5% |
91% |
True |
False |
1,743 |
| 80 |
1,177.0 |
1,048.2 |
128.8 |
11.0% |
17.3 |
1.5% |
91% |
True |
False |
1,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,288.8 |
|
2.618 |
1,245.9 |
|
1.618 |
1,219.6 |
|
1.000 |
1,203.3 |
|
0.618 |
1,193.3 |
|
HIGH |
1,177.0 |
|
0.618 |
1,167.0 |
|
0.500 |
1,163.9 |
|
0.382 |
1,160.7 |
|
LOW |
1,150.7 |
|
0.618 |
1,134.4 |
|
1.000 |
1,124.4 |
|
1.618 |
1,108.1 |
|
2.618 |
1,081.8 |
|
4.250 |
1,038.9 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,165.2 |
1,163.3 |
| PP |
1,164.5 |
1,160.6 |
| S1 |
1,163.9 |
1,158.0 |
|