| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,050.00 |
2,045.75 |
-4.25 |
-0.2% |
2,004.50 |
| High |
2,058.75 |
2,050.50 |
-8.25 |
-0.4% |
2,053.50 |
| Low |
2,043.00 |
1,998.50 |
-44.50 |
-2.2% |
1,985.75 |
| Close |
2,047.25 |
2,008.75 |
-38.50 |
-1.9% |
2,053.00 |
| Range |
15.75 |
52.00 |
36.25 |
230.2% |
67.75 |
| ATR |
23.98 |
25.98 |
2.00 |
8.3% |
0.00 |
| Volume |
289,715 |
210,352 |
-79,363 |
-27.4% |
1,700,159 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.25 |
2,144.00 |
2,037.25 |
|
| R3 |
2,123.25 |
2,092.00 |
2,023.00 |
|
| R2 |
2,071.25 |
2,071.25 |
2,018.25 |
|
| R1 |
2,040.00 |
2,040.00 |
2,013.50 |
2,029.50 |
| PP |
2,019.25 |
2,019.25 |
2,019.25 |
2,014.00 |
| S1 |
1,988.00 |
1,988.00 |
2,004.00 |
1,977.50 |
| S2 |
1,967.25 |
1,967.25 |
1,999.25 |
|
| S3 |
1,915.25 |
1,936.00 |
1,994.50 |
|
| S4 |
1,863.25 |
1,884.00 |
1,980.25 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.00 |
2,211.25 |
2,090.25 |
|
| R3 |
2,166.25 |
2,143.50 |
2,071.75 |
|
| R2 |
2,098.50 |
2,098.50 |
2,065.50 |
|
| R1 |
2,075.75 |
2,075.75 |
2,059.25 |
2,087.00 |
| PP |
2,030.75 |
2,030.75 |
2,030.75 |
2,036.50 |
| S1 |
2,008.00 |
2,008.00 |
2,046.75 |
2,019.50 |
| S2 |
1,963.00 |
1,963.00 |
2,040.50 |
|
| S3 |
1,895.25 |
1,940.25 |
2,034.25 |
|
| S4 |
1,827.50 |
1,872.50 |
2,015.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,058.75 |
1,998.50 |
60.25 |
3.0% |
31.75 |
1.6% |
17% |
False |
True |
282,125 |
| 10 |
2,058.75 |
1,985.75 |
73.00 |
3.6% |
28.50 |
1.4% |
32% |
False |
False |
292,888 |
| 20 |
2,058.75 |
1,940.75 |
118.00 |
5.9% |
24.75 |
1.2% |
58% |
False |
False |
243,789 |
| 40 |
2,058.75 |
1,840.25 |
218.50 |
10.9% |
22.50 |
1.1% |
77% |
False |
False |
200,641 |
| 60 |
2,058.75 |
1,708.50 |
350.25 |
17.4% |
24.50 |
1.2% |
86% |
False |
False |
133,919 |
| 80 |
2,058.75 |
1,708.50 |
350.25 |
17.4% |
26.50 |
1.3% |
86% |
False |
False |
100,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,271.50 |
|
2.618 |
2,186.75 |
|
1.618 |
2,134.75 |
|
1.000 |
2,102.50 |
|
0.618 |
2,082.75 |
|
HIGH |
2,050.50 |
|
0.618 |
2,030.75 |
|
0.500 |
2,024.50 |
|
0.382 |
2,018.25 |
|
LOW |
1,998.50 |
|
0.618 |
1,966.25 |
|
1.000 |
1,946.50 |
|
1.618 |
1,914.25 |
|
2.618 |
1,862.25 |
|
4.250 |
1,777.50 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,024.50 |
2,028.50 |
| PP |
2,019.25 |
2,022.00 |
| S1 |
2,014.00 |
2,015.50 |
|