| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
4,069.0 |
4,056.0 |
-13.0 |
-0.3% |
4,034.5 |
| High |
4,137.5 |
4,084.0 |
-53.5 |
-1.3% |
4,132.0 |
| Low |
4,046.0 |
4,012.0 |
-34.0 |
-0.8% |
3,845.0 |
| Close |
4,130.0 |
4,050.0 |
-80.0 |
-1.9% |
4,107.5 |
| Range |
91.5 |
72.0 |
-19.5 |
-21.3% |
287.0 |
| ATR |
126.9 |
126.3 |
-0.6 |
-0.5% |
0.0 |
| Volume |
100,914 |
89,777 |
-11,137 |
-11.0% |
584,122 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,264.5 |
4,229.5 |
4,089.5 |
|
| R3 |
4,192.5 |
4,157.5 |
4,070.0 |
|
| R2 |
4,120.5 |
4,120.5 |
4,063.0 |
|
| R1 |
4,085.5 |
4,085.5 |
4,056.5 |
4,067.0 |
| PP |
4,048.5 |
4,048.5 |
4,048.5 |
4,039.5 |
| S1 |
4,013.5 |
4,013.5 |
4,043.5 |
3,995.0 |
| S2 |
3,976.5 |
3,976.5 |
4,037.0 |
|
| S3 |
3,904.5 |
3,941.5 |
4,030.0 |
|
| S4 |
3,832.5 |
3,869.5 |
4,010.5 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,889.0 |
4,785.5 |
4,265.5 |
|
| R3 |
4,602.0 |
4,498.5 |
4,186.5 |
|
| R2 |
4,315.0 |
4,315.0 |
4,160.0 |
|
| R1 |
4,211.5 |
4,211.5 |
4,134.0 |
4,263.0 |
| PP |
4,028.0 |
4,028.0 |
4,028.0 |
4,054.0 |
| S1 |
3,924.5 |
3,924.5 |
4,081.0 |
3,976.0 |
| S2 |
3,741.0 |
3,741.0 |
4,055.0 |
|
| S3 |
3,454.0 |
3,637.5 |
4,028.5 |
|
| S4 |
3,167.0 |
3,350.5 |
3,949.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,137.5 |
3,902.5 |
235.0 |
5.8% |
101.5 |
2.5% |
63% |
False |
False |
111,736 |
| 10 |
4,137.5 |
3,845.0 |
292.5 |
7.2% |
113.0 |
2.8% |
70% |
False |
False |
110,268 |
| 20 |
4,137.5 |
3,698.0 |
439.5 |
10.9% |
119.5 |
3.0% |
80% |
False |
False |
120,355 |
| 40 |
4,137.5 |
3,405.5 |
732.0 |
18.1% |
121.0 |
3.0% |
88% |
False |
False |
94,947 |
| 60 |
4,262.5 |
3,405.5 |
857.0 |
21.2% |
112.5 |
2.8% |
75% |
False |
False |
63,393 |
| 80 |
4,596.5 |
3,405.5 |
1,191.0 |
29.4% |
104.0 |
2.6% |
54% |
False |
False |
47,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,390.0 |
|
2.618 |
4,272.5 |
|
1.618 |
4,200.5 |
|
1.000 |
4,156.0 |
|
0.618 |
4,128.5 |
|
HIGH |
4,084.0 |
|
0.618 |
4,056.5 |
|
0.500 |
4,048.0 |
|
0.382 |
4,039.5 |
|
LOW |
4,012.0 |
|
0.618 |
3,967.5 |
|
1.000 |
3,940.0 |
|
1.618 |
3,895.5 |
|
2.618 |
3,823.5 |
|
4.250 |
3,706.0 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,049.5 |
4,064.0 |
| PP |
4,048.5 |
4,059.0 |
| S1 |
4,048.0 |
4,054.5 |
|