| Trading Metrics calculated at close of trading on 26-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,201.25 |
1,211.25 |
10.00 |
0.8% |
1,186.00 |
| High |
1,213.75 |
1,216.75 |
3.00 |
0.2% |
1,213.75 |
| Low |
1,197.50 |
1,207.50 |
10.00 |
0.8% |
1,179.75 |
| Close |
1,212.25 |
1,208.25 |
-4.00 |
-0.3% |
1,212.25 |
| Range |
16.25 |
9.25 |
-7.00 |
-43.1% |
34.00 |
| ATR |
13.71 |
13.39 |
-0.32 |
-2.3% |
0.00 |
| Volume |
2,668,931 |
1,856,101 |
-812,830 |
-30.5% |
12,436,841 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,238.50 |
1,232.75 |
1,213.25 |
|
| R3 |
1,229.25 |
1,223.50 |
1,210.75 |
|
| R2 |
1,220.00 |
1,220.00 |
1,210.00 |
|
| R1 |
1,214.25 |
1,214.25 |
1,209.00 |
1,212.50 |
| PP |
1,210.75 |
1,210.75 |
1,210.75 |
1,210.00 |
| S1 |
1,205.00 |
1,205.00 |
1,207.50 |
1,203.25 |
| S2 |
1,201.50 |
1,201.50 |
1,206.50 |
|
| S3 |
1,192.25 |
1,195.75 |
1,205.75 |
|
| S4 |
1,183.00 |
1,186.50 |
1,203.25 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,304.00 |
1,292.00 |
1,231.00 |
|
| R3 |
1,270.00 |
1,258.00 |
1,221.50 |
|
| R2 |
1,236.00 |
1,236.00 |
1,218.50 |
|
| R1 |
1,224.00 |
1,224.00 |
1,215.25 |
1,230.00 |
| PP |
1,202.00 |
1,202.00 |
1,202.00 |
1,205.00 |
| S1 |
1,190.00 |
1,190.00 |
1,209.25 |
1,196.00 |
| S2 |
1,168.00 |
1,168.00 |
1,206.00 |
|
| S3 |
1,134.00 |
1,156.00 |
1,203.00 |
|
| S4 |
1,100.00 |
1,122.00 |
1,193.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,216.75 |
1,186.25 |
30.50 |
2.5% |
14.50 |
1.2% |
72% |
True |
False |
2,141,627 |
| 10 |
1,216.75 |
1,179.75 |
37.00 |
3.1% |
14.75 |
1.2% |
77% |
True |
False |
2,056,088 |
| 20 |
1,216.75 |
1,161.25 |
55.50 |
4.6% |
12.50 |
1.0% |
85% |
True |
False |
1,799,694 |
| 40 |
1,216.75 |
1,099.25 |
117.50 |
9.7% |
12.00 |
1.0% |
93% |
True |
False |
1,445,998 |
| 60 |
1,216.75 |
1,036.25 |
180.50 |
14.9% |
14.00 |
1.2% |
95% |
True |
False |
965,556 |
| 80 |
1,216.75 |
1,036.25 |
180.50 |
14.9% |
14.50 |
1.2% |
95% |
True |
False |
724,524 |
| 100 |
1,216.75 |
1,036.25 |
180.50 |
14.9% |
13.75 |
1.1% |
95% |
True |
False |
579,648 |
| 120 |
1,216.75 |
1,019.00 |
197.75 |
16.4% |
13.50 |
1.1% |
96% |
True |
False |
483,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,256.00 |
|
2.618 |
1,241.00 |
|
1.618 |
1,231.75 |
|
1.000 |
1,226.00 |
|
0.618 |
1,222.50 |
|
HIGH |
1,216.75 |
|
0.618 |
1,213.25 |
|
0.500 |
1,212.00 |
|
0.382 |
1,211.00 |
|
LOW |
1,207.50 |
|
0.618 |
1,201.75 |
|
1.000 |
1,198.25 |
|
1.618 |
1,192.50 |
|
2.618 |
1,183.25 |
|
4.250 |
1,168.25 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,212.00 |
1,206.00 |
| PP |
1,210.75 |
1,203.75 |
| S1 |
1,209.50 |
1,201.50 |
|