| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
5,543.0 |
5,563.5 |
20.5 |
0.4% |
5,685.0 |
| High |
5,602.5 |
5,603.0 |
0.5 |
0.0% |
5,755.0 |
| Low |
5,494.5 |
5,540.0 |
45.5 |
0.8% |
5,608.5 |
| Close |
5,546.0 |
5,596.0 |
50.0 |
0.9% |
5,674.5 |
| Range |
108.0 |
63.0 |
-45.0 |
-41.7% |
146.5 |
| ATR |
83.9 |
82.4 |
-1.5 |
-1.8% |
0.0 |
| Volume |
143,687 |
198,985 |
55,298 |
38.5% |
596,589 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,768.5 |
5,745.5 |
5,630.5 |
|
| R3 |
5,705.5 |
5,682.5 |
5,613.5 |
|
| R2 |
5,642.5 |
5,642.5 |
5,607.5 |
|
| R1 |
5,619.5 |
5,619.5 |
5,602.0 |
5,631.0 |
| PP |
5,579.5 |
5,579.5 |
5,579.5 |
5,585.5 |
| S1 |
5,556.5 |
5,556.5 |
5,590.0 |
5,568.0 |
| S2 |
5,516.5 |
5,516.5 |
5,584.5 |
|
| S3 |
5,453.5 |
5,493.5 |
5,578.5 |
|
| S4 |
5,390.5 |
5,430.5 |
5,561.5 |
|
|
| 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 |
5,494.5 |
266.5 |
4.8% |
109.5 |
2.0% |
38% |
False |
False |
135,539 |
| 10 |
5,800.0 |
5,494.5 |
305.5 |
5.5% |
98.5 |
1.8% |
33% |
False |
False |
120,584 |
| 20 |
5,800.0 |
5,494.5 |
305.5 |
5.5% |
74.5 |
1.3% |
33% |
False |
False |
105,321 |
| 40 |
5,800.0 |
5,408.0 |
392.0 |
7.0% |
64.0 |
1.1% |
48% |
False |
False |
95,266 |
| 60 |
5,800.0 |
4,947.0 |
853.0 |
15.2% |
64.0 |
1.1% |
76% |
False |
False |
63,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,871.0 |
|
2.618 |
5,768.0 |
|
1.618 |
5,705.0 |
|
1.000 |
5,666.0 |
|
0.618 |
5,642.0 |
|
HIGH |
5,603.0 |
|
0.618 |
5,579.0 |
|
0.500 |
5,571.5 |
|
0.382 |
5,564.0 |
|
LOW |
5,540.0 |
|
0.618 |
5,501.0 |
|
1.000 |
5,477.0 |
|
1.618 |
5,438.0 |
|
2.618 |
5,375.0 |
|
4.250 |
5,272.0 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,588.0 |
5,605.5 |
| PP |
5,579.5 |
5,602.5 |
| S1 |
5,571.5 |
5,599.0 |
|