| 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 |
11,139 |
11,149 |
10 |
0.1% |
10,955 |
| High |
11,206 |
11,168 |
-38 |
-0.3% |
11,153 |
| Low |
11,128 |
10,921 |
-207 |
-1.9% |
10,915 |
| Close |
11,151 |
10,955 |
-196 |
-1.8% |
11,142 |
| Range |
78 |
247 |
169 |
216.7% |
238 |
| ATR |
101 |
111 |
10 |
10.3% |
0 |
| Volume |
119,246 |
93,104 |
-26,142 |
-21.9% |
771,566 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,756 |
11,602 |
11,091 |
|
| R3 |
11,509 |
11,355 |
11,023 |
|
| R2 |
11,262 |
11,262 |
11,000 |
|
| R1 |
11,108 |
11,108 |
10,978 |
11,062 |
| PP |
11,015 |
11,015 |
11,015 |
10,991 |
| S1 |
10,861 |
10,861 |
10,932 |
10,815 |
| S2 |
10,768 |
10,768 |
10,910 |
|
| S3 |
10,521 |
10,614 |
10,887 |
|
| S4 |
10,274 |
10,367 |
10,819 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,784 |
11,701 |
11,273 |
|
| R3 |
11,546 |
11,463 |
11,208 |
|
| R2 |
11,308 |
11,308 |
11,186 |
|
| R1 |
11,225 |
11,225 |
11,164 |
11,267 |
| PP |
11,070 |
11,070 |
11,070 |
11,091 |
| S1 |
10,987 |
10,987 |
11,120 |
11,029 |
| S2 |
10,832 |
10,832 |
11,098 |
|
| S3 |
10,594 |
10,749 |
11,077 |
|
| S4 |
10,356 |
10,511 |
11,011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,206 |
10,921 |
285 |
2.6% |
132 |
1.2% |
12% |
False |
True |
118,772 |
| 10 |
11,206 |
10,915 |
291 |
2.7% |
122 |
1.1% |
14% |
False |
False |
129,796 |
| 20 |
11,206 |
10,771 |
435 |
4.0% |
103 |
0.9% |
42% |
False |
False |
109,286 |
| 40 |
11,206 |
10,290 |
916 |
8.4% |
99 |
0.9% |
73% |
False |
False |
88,253 |
| 60 |
11,206 |
9,731 |
1,475 |
13.5% |
114 |
1.0% |
83% |
False |
False |
58,906 |
| 80 |
11,206 |
9,731 |
1,475 |
13.5% |
120 |
1.1% |
83% |
False |
False |
44,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,218 |
|
2.618 |
11,815 |
|
1.618 |
11,568 |
|
1.000 |
11,415 |
|
0.618 |
11,321 |
|
HIGH |
11,168 |
|
0.618 |
11,074 |
|
0.500 |
11,045 |
|
0.382 |
11,015 |
|
LOW |
10,921 |
|
0.618 |
10,768 |
|
1.000 |
10,674 |
|
1.618 |
10,521 |
|
2.618 |
10,274 |
|
4.250 |
9,871 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,045 |
11,064 |
| PP |
11,015 |
11,027 |
| S1 |
10,985 |
10,991 |
|