| 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 |
1,157.8 |
1,170.9 |
13.1 |
1.1% |
1,139.1 |
| High |
1,177.0 |
1,178.6 |
1.6 |
0.1% |
1,162.2 |
| Low |
1,150.7 |
1,164.8 |
14.1 |
1.2% |
1,127.8 |
| Close |
1,165.9 |
1,175.7 |
9.8 |
0.8% |
1,157.4 |
| Range |
26.3 |
13.8 |
-12.5 |
-47.5% |
34.4 |
| ATR |
16.0 |
15.8 |
-0.2 |
-1.0% |
0.0 |
| Volume |
1,440 |
3,794 |
2,354 |
163.5% |
8,766 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,214.4 |
1,208.9 |
1,183.3 |
|
| R3 |
1,200.6 |
1,195.1 |
1,179.5 |
|
| R2 |
1,186.8 |
1,186.8 |
1,178.2 |
|
| R1 |
1,181.3 |
1,181.3 |
1,177.0 |
1,184.1 |
| PP |
1,173.0 |
1,173.0 |
1,173.0 |
1,174.4 |
| S1 |
1,167.5 |
1,167.5 |
1,174.4 |
1,170.3 |
| S2 |
1,159.2 |
1,159.2 |
1,173.2 |
|
| S3 |
1,145.4 |
1,153.7 |
1,171.9 |
|
| S4 |
1,131.6 |
1,139.9 |
1,168.1 |
|
|
| 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 |
1,178.6 |
1,135.9 |
42.7 |
3.6% |
18.0 |
1.5% |
93% |
True |
False |
2,331 |
| 10 |
1,178.6 |
1,127.8 |
50.8 |
4.3% |
16.6 |
1.4% |
94% |
True |
False |
1,828 |
| 20 |
1,178.6 |
1,107.5 |
71.1 |
6.0% |
14.9 |
1.3% |
96% |
True |
False |
1,757 |
| 40 |
1,178.6 |
1,089.9 |
88.7 |
7.5% |
14.8 |
1.3% |
97% |
True |
False |
1,553 |
| 60 |
1,178.6 |
1,048.2 |
130.4 |
11.1% |
16.8 |
1.4% |
98% |
True |
False |
1,752 |
| 80 |
1,178.6 |
1,048.2 |
130.4 |
11.1% |
17.4 |
1.5% |
98% |
True |
False |
1,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,237.3 |
|
2.618 |
1,214.7 |
|
1.618 |
1,200.9 |
|
1.000 |
1,192.4 |
|
0.618 |
1,187.1 |
|
HIGH |
1,178.6 |
|
0.618 |
1,173.3 |
|
0.500 |
1,171.7 |
|
0.382 |
1,170.1 |
|
LOW |
1,164.8 |
|
0.618 |
1,156.3 |
|
1.000 |
1,151.0 |
|
1.618 |
1,142.5 |
|
2.618 |
1,128.7 |
|
4.250 |
1,106.2 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,174.4 |
1,172.0 |
| PP |
1,173.0 |
1,168.3 |
| S1 |
1,171.7 |
1,164.7 |
|