| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,170.9 |
1,170.9 |
0.0 |
0.0% |
1,139.1 |
| High |
1,178.6 |
1,175.1 |
-3.5 |
-0.3% |
1,162.2 |
| Low |
1,164.8 |
1,167.2 |
2.4 |
0.2% |
1,127.8 |
| Close |
1,175.7 |
1,172.7 |
-3.0 |
-0.3% |
1,157.4 |
| Range |
13.8 |
7.9 |
-5.9 |
-42.8% |
34.4 |
| ATR |
15.8 |
15.3 |
-0.5 |
-3.3% |
0.0 |
| Volume |
3,794 |
3,062 |
-732 |
-19.3% |
8,766 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,195.4 |
1,191.9 |
1,177.0 |
|
| R3 |
1,187.5 |
1,184.0 |
1,174.9 |
|
| R2 |
1,179.6 |
1,179.6 |
1,174.1 |
|
| R1 |
1,176.1 |
1,176.1 |
1,173.4 |
1,177.9 |
| PP |
1,171.7 |
1,171.7 |
1,171.7 |
1,172.5 |
| S1 |
1,168.2 |
1,168.2 |
1,172.0 |
1,170.0 |
| S2 |
1,163.8 |
1,163.8 |
1,171.3 |
|
| S3 |
1,155.9 |
1,160.3 |
1,170.5 |
|
| S4 |
1,148.0 |
1,152.4 |
1,168.4 |
|
|
| 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 |
1,178.6 |
1,139.0 |
39.6 |
3.4% |
16.1 |
1.4% |
85% |
False |
False |
2,517 |
| 10 |
1,178.6 |
1,127.8 |
50.8 |
4.3% |
16.4 |
1.4% |
88% |
False |
False |
1,976 |
| 20 |
1,178.6 |
1,116.3 |
62.3 |
5.3% |
14.6 |
1.2% |
91% |
False |
False |
1,810 |
| 40 |
1,178.6 |
1,089.9 |
88.7 |
7.6% |
14.7 |
1.3% |
93% |
False |
False |
1,599 |
| 60 |
1,178.6 |
1,048.2 |
130.4 |
11.1% |
16.6 |
1.4% |
95% |
False |
False |
1,780 |
| 80 |
1,178.6 |
1,048.2 |
130.4 |
11.1% |
17.1 |
1.5% |
95% |
False |
False |
1,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,208.7 |
|
2.618 |
1,195.8 |
|
1.618 |
1,187.9 |
|
1.000 |
1,183.0 |
|
0.618 |
1,180.0 |
|
HIGH |
1,175.1 |
|
0.618 |
1,172.1 |
|
0.500 |
1,171.2 |
|
0.382 |
1,170.2 |
|
LOW |
1,167.2 |
|
0.618 |
1,162.3 |
|
1.000 |
1,159.3 |
|
1.618 |
1,154.4 |
|
2.618 |
1,146.5 |
|
4.250 |
1,133.6 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,172.2 |
1,170.0 |
| PP |
1,171.7 |
1,167.3 |
| S1 |
1,171.2 |
1,164.7 |
|