| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
11,149 |
10,951 |
-198 |
-1.8% |
10,955 |
| High |
11,168 |
11,033 |
-135 |
-1.2% |
11,153 |
| Low |
10,921 |
10,916 |
-5 |
0.0% |
10,915 |
| Close |
10,955 |
11,015 |
60 |
0.5% |
11,142 |
| Range |
247 |
117 |
-130 |
-52.6% |
238 |
| ATR |
111 |
112 |
0 |
0.4% |
0 |
| Volume |
93,104 |
211,012 |
117,908 |
126.6% |
771,566 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,339 |
11,294 |
11,079 |
|
| R3 |
11,222 |
11,177 |
11,047 |
|
| R2 |
11,105 |
11,105 |
11,037 |
|
| R1 |
11,060 |
11,060 |
11,026 |
11,083 |
| PP |
10,988 |
10,988 |
10,988 |
10,999 |
| S1 |
10,943 |
10,943 |
11,004 |
10,966 |
| S2 |
10,871 |
10,871 |
10,994 |
|
| S3 |
10,754 |
10,826 |
10,983 |
|
| S4 |
10,637 |
10,709 |
10,951 |
|
|
| 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 |
10,916 |
290 |
2.6% |
139 |
1.3% |
34% |
False |
True |
139,709 |
| 10 |
11,206 |
10,915 |
291 |
2.6% |
124 |
1.1% |
34% |
False |
False |
139,959 |
| 20 |
11,206 |
10,771 |
435 |
3.9% |
105 |
1.0% |
56% |
False |
False |
115,680 |
| 40 |
11,206 |
10,290 |
916 |
8.3% |
100 |
0.9% |
79% |
False |
False |
93,508 |
| 60 |
11,206 |
9,731 |
1,475 |
13.4% |
114 |
1.0% |
87% |
False |
False |
62,419 |
| 80 |
11,206 |
9,731 |
1,475 |
13.4% |
119 |
1.1% |
87% |
False |
False |
46,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,530 |
|
2.618 |
11,339 |
|
1.618 |
11,222 |
|
1.000 |
11,150 |
|
0.618 |
11,105 |
|
HIGH |
11,033 |
|
0.618 |
10,988 |
|
0.500 |
10,975 |
|
0.382 |
10,961 |
|
LOW |
10,916 |
|
0.618 |
10,844 |
|
1.000 |
10,799 |
|
1.618 |
10,727 |
|
2.618 |
10,610 |
|
4.250 |
10,419 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,002 |
11,061 |
| PP |
10,988 |
11,046 |
| S1 |
10,975 |
11,030 |
|