| 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 |
6,209.0 |
6,288.5 |
79.5 |
1.3% |
6,165.0 |
| High |
6,294.0 |
6,347.0 |
53.0 |
0.8% |
6,294.0 |
| Low |
6,174.5 |
6,288.0 |
113.5 |
1.8% |
6,139.5 |
| Close |
6,262.0 |
6,343.0 |
81.0 |
1.3% |
6,262.0 |
| Range |
119.5 |
59.0 |
-60.5 |
-50.6% |
154.5 |
| ATR |
86.4 |
86.3 |
-0.1 |
-0.1% |
0.0 |
| Volume |
181,879 |
139,910 |
-41,969 |
-23.1% |
883,048 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,503.0 |
6,482.0 |
6,375.5 |
|
| R3 |
6,444.0 |
6,423.0 |
6,359.2 |
|
| R2 |
6,385.0 |
6,385.0 |
6,353.8 |
|
| R1 |
6,364.0 |
6,364.0 |
6,348.4 |
6,374.5 |
| PP |
6,326.0 |
6,326.0 |
6,326.0 |
6,331.3 |
| S1 |
6,305.0 |
6,305.0 |
6,337.6 |
6,315.5 |
| S2 |
6,267.0 |
6,267.0 |
6,332.2 |
|
| S3 |
6,208.0 |
6,246.0 |
6,326.8 |
|
| S4 |
6,149.0 |
6,187.0 |
6,310.6 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,695.3 |
6,633.2 |
6,347.0 |
|
| R3 |
6,540.8 |
6,478.7 |
6,304.5 |
|
| R2 |
6,386.3 |
6,386.3 |
6,290.3 |
|
| R1 |
6,324.2 |
6,324.2 |
6,276.2 |
6,355.3 |
| PP |
6,231.8 |
6,231.8 |
6,231.8 |
6,247.4 |
| S1 |
6,169.7 |
6,169.7 |
6,247.8 |
6,200.8 |
| S2 |
6,077.3 |
6,077.3 |
6,233.7 |
|
| S3 |
5,922.8 |
6,015.2 |
6,219.5 |
|
| S4 |
5,768.3 |
5,860.7 |
6,177.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,347.0 |
6,145.5 |
201.5 |
3.2% |
98.5 |
1.6% |
98% |
True |
False |
171,935 |
| 10 |
6,347.0 |
6,139.5 |
207.5 |
3.3% |
87.1 |
1.4% |
98% |
True |
False |
164,129 |
| 20 |
6,347.0 |
6,106.5 |
240.5 |
3.8% |
73.7 |
1.2% |
98% |
True |
False |
140,702 |
| 40 |
6,347.0 |
5,541.5 |
805.5 |
12.7% |
71.4 |
1.1% |
100% |
True |
False |
96,038 |
| 60 |
6,347.0 |
5,400.0 |
947.0 |
14.9% |
80.8 |
1.3% |
100% |
True |
False |
64,217 |
| 80 |
6,347.0 |
5,400.0 |
947.0 |
14.9% |
85.5 |
1.3% |
100% |
True |
False |
48,250 |
| 100 |
6,347.0 |
5,400.0 |
947.0 |
14.9% |
82.4 |
1.3% |
100% |
True |
False |
38,851 |
| 120 |
6,347.0 |
5,330.5 |
1,016.5 |
16.0% |
81.4 |
1.3% |
100% |
True |
False |
32,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,597.8 |
|
2.618 |
6,501.5 |
|
1.618 |
6,442.5 |
|
1.000 |
6,406.0 |
|
0.618 |
6,383.5 |
|
HIGH |
6,347.0 |
|
0.618 |
6,324.5 |
|
0.500 |
6,317.5 |
|
0.382 |
6,310.5 |
|
LOW |
6,288.0 |
|
0.618 |
6,251.5 |
|
1.000 |
6,229.0 |
|
1.618 |
6,192.5 |
|
2.618 |
6,133.5 |
|
4.250 |
6,037.3 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,334.5 |
6,310.8 |
| PP |
6,326.0 |
6,278.5 |
| S1 |
6,317.5 |
6,246.3 |
|