| 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 |
2,709.0 |
2,749.0 |
40.0 |
1.5% |
2,861.0 |
| High |
2,775.0 |
2,788.0 |
13.0 |
0.5% |
2,895.0 |
| Low |
2,708.0 |
2,721.0 |
13.0 |
0.5% |
2,686.0 |
| Close |
2,762.0 |
2,748.0 |
-14.0 |
-0.5% |
2,748.0 |
| Range |
67.0 |
67.0 |
0.0 |
0.0% |
209.0 |
| ATR |
59.7 |
60.2 |
0.5 |
0.9% |
0.0 |
| Volume |
1,613,005 |
1,551,503 |
-61,502 |
-3.8% |
9,303,704 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,953.3 |
2,917.7 |
2,784.9 |
|
| R3 |
2,886.3 |
2,850.7 |
2,766.4 |
|
| R2 |
2,819.3 |
2,819.3 |
2,760.3 |
|
| R1 |
2,783.7 |
2,783.7 |
2,754.1 |
2,768.0 |
| PP |
2,752.3 |
2,752.3 |
2,752.3 |
2,744.5 |
| S1 |
2,716.7 |
2,716.7 |
2,741.9 |
2,701.0 |
| S2 |
2,685.3 |
2,685.3 |
2,735.7 |
|
| S3 |
2,618.3 |
2,649.7 |
2,729.6 |
|
| S4 |
2,551.3 |
2,582.7 |
2,711.2 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,403.3 |
3,284.7 |
2,863.0 |
|
| R3 |
3,194.3 |
3,075.7 |
2,805.5 |
|
| R2 |
2,985.3 |
2,985.3 |
2,786.3 |
|
| R1 |
2,866.7 |
2,866.7 |
2,767.2 |
2,821.5 |
| PP |
2,776.3 |
2,776.3 |
2,776.3 |
2,753.8 |
| S1 |
2,657.7 |
2,657.7 |
2,728.8 |
2,612.5 |
| S2 |
2,567.3 |
2,567.3 |
2,709.7 |
|
| S3 |
2,358.3 |
2,448.7 |
2,690.5 |
|
| S4 |
2,149.3 |
2,239.7 |
2,633.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,895.0 |
2,686.0 |
209.0 |
7.6% |
80.4 |
2.9% |
30% |
False |
False |
1,860,740 |
| 10 |
2,927.0 |
2,686.0 |
241.0 |
8.8% |
68.6 |
2.5% |
26% |
False |
False |
1,610,509 |
| 20 |
2,956.0 |
2,686.0 |
270.0 |
9.8% |
55.1 |
2.0% |
23% |
False |
False |
1,330,380 |
| 40 |
2,956.0 |
2,686.0 |
270.0 |
9.8% |
47.1 |
1.7% |
23% |
False |
False |
1,021,068 |
| 60 |
2,956.0 |
2,528.0 |
428.0 |
15.6% |
49.7 |
1.8% |
51% |
False |
False |
682,249 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
16.3% |
51.9 |
1.9% |
49% |
False |
False |
512,199 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
16.3% |
49.1 |
1.8% |
49% |
False |
False |
411,021 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
16.3% |
47.0 |
1.7% |
49% |
False |
False |
342,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,072.8 |
|
2.618 |
2,963.4 |
|
1.618 |
2,896.4 |
|
1.000 |
2,855.0 |
|
0.618 |
2,829.4 |
|
HIGH |
2,788.0 |
|
0.618 |
2,762.4 |
|
0.500 |
2,754.5 |
|
0.382 |
2,746.6 |
|
LOW |
2,721.0 |
|
0.618 |
2,679.6 |
|
1.000 |
2,654.0 |
|
1.618 |
2,612.6 |
|
2.618 |
2,545.6 |
|
4.250 |
2,436.3 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,754.5 |
2,744.3 |
| PP |
2,752.3 |
2,740.7 |
| S1 |
2,750.2 |
2,737.0 |
|