| 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 |
5,649.0 |
5,737.5 |
88.5 |
1.6% |
5,685.0 |
| High |
5,720.0 |
5,761.0 |
41.0 |
0.7% |
5,755.0 |
| Low |
5,621.0 |
5,686.0 |
65.0 |
1.2% |
5,608.5 |
| Close |
5,674.5 |
5,718.0 |
43.5 |
0.8% |
5,674.5 |
| Range |
99.0 |
75.0 |
-24.0 |
-24.2% |
146.5 |
| ATR |
71.6 |
72.7 |
1.1 |
1.5% |
0.0 |
| Volume |
139,789 |
108,292 |
-31,497 |
-22.5% |
596,589 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,946.5 |
5,907.5 |
5,759.0 |
|
| R3 |
5,871.5 |
5,832.5 |
5,738.5 |
|
| R2 |
5,796.5 |
5,796.5 |
5,732.0 |
|
| R1 |
5,757.5 |
5,757.5 |
5,725.0 |
5,739.5 |
| PP |
5,721.5 |
5,721.5 |
5,721.5 |
5,713.0 |
| S1 |
5,682.5 |
5,682.5 |
5,711.0 |
5,664.5 |
| S2 |
5,646.5 |
5,646.5 |
5,704.0 |
|
| S3 |
5,571.5 |
5,607.5 |
5,697.5 |
|
| S4 |
5,496.5 |
5,532.5 |
5,677.0 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,119.0 |
6,043.0 |
5,755.0 |
|
| R3 |
5,972.5 |
5,896.5 |
5,715.0 |
|
| R2 |
5,826.0 |
5,826.0 |
5,701.5 |
|
| R1 |
5,750.0 |
5,750.0 |
5,688.0 |
5,715.0 |
| PP |
5,679.5 |
5,679.5 |
5,679.5 |
5,661.5 |
| S1 |
5,603.5 |
5,603.5 |
5,661.0 |
5,568.0 |
| S2 |
5,533.0 |
5,533.0 |
5,647.5 |
|
| S3 |
5,386.5 |
5,457.0 |
5,634.0 |
|
| S4 |
5,240.0 |
5,310.5 |
5,594.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,761.0 |
5,608.5 |
152.5 |
2.7% |
88.5 |
1.5% |
72% |
True |
False |
111,311 |
| 10 |
5,800.0 |
5,608.5 |
191.5 |
3.3% |
75.0 |
1.3% |
57% |
False |
False |
101,474 |
| 20 |
5,800.0 |
5,598.0 |
202.0 |
3.5% |
64.5 |
1.1% |
59% |
False |
False |
97,429 |
| 40 |
5,800.0 |
5,238.0 |
562.0 |
9.8% |
59.5 |
1.0% |
85% |
False |
False |
84,555 |
| 60 |
5,800.0 |
4,947.0 |
853.0 |
14.9% |
60.5 |
1.1% |
90% |
False |
False |
56,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,080.0 |
|
2.618 |
5,957.5 |
|
1.618 |
5,882.5 |
|
1.000 |
5,836.0 |
|
0.618 |
5,807.5 |
|
HIGH |
5,761.0 |
|
0.618 |
5,732.5 |
|
0.500 |
5,723.5 |
|
0.382 |
5,714.5 |
|
LOW |
5,686.0 |
|
0.618 |
5,639.5 |
|
1.000 |
5,611.0 |
|
1.618 |
5,564.5 |
|
2.618 |
5,489.5 |
|
4.250 |
5,367.0 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,723.5 |
5,707.0 |
| PP |
5,721.5 |
5,696.0 |
| S1 |
5,720.0 |
5,685.0 |
|