| 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 |
10,951 |
11,013 |
62 |
0.6% |
10,955 |
| High |
11,033 |
11,149 |
116 |
1.1% |
11,153 |
| Low |
10,916 |
10,996 |
80 |
0.7% |
10,915 |
| Close |
11,015 |
11,135 |
120 |
1.1% |
11,142 |
| Range |
117 |
153 |
36 |
30.8% |
238 |
| ATR |
112 |
115 |
3 |
2.6% |
0 |
| Volume |
211,012 |
170,930 |
-40,082 |
-19.0% |
771,566 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,552 |
11,497 |
11,219 |
|
| R3 |
11,399 |
11,344 |
11,177 |
|
| R2 |
11,246 |
11,246 |
11,163 |
|
| R1 |
11,191 |
11,191 |
11,149 |
11,219 |
| PP |
11,093 |
11,093 |
11,093 |
11,107 |
| S1 |
11,038 |
11,038 |
11,121 |
11,066 |
| S2 |
10,940 |
10,940 |
11,107 |
|
| S3 |
10,787 |
10,885 |
11,093 |
|
| S4 |
10,634 |
10,732 |
11,051 |
|
|
| 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% |
142 |
1.3% |
76% |
False |
False |
149,102 |
| 10 |
11,206 |
10,915 |
291 |
2.6% |
131 |
1.2% |
76% |
False |
False |
146,390 |
| 20 |
11,206 |
10,791 |
415 |
3.7% |
108 |
1.0% |
83% |
False |
False |
119,382 |
| 40 |
11,206 |
10,290 |
916 |
8.2% |
101 |
0.9% |
92% |
False |
False |
97,758 |
| 60 |
11,206 |
9,731 |
1,475 |
13.2% |
114 |
1.0% |
95% |
False |
False |
65,268 |
| 80 |
11,206 |
9,731 |
1,475 |
13.2% |
120 |
1.1% |
95% |
False |
False |
48,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,799 |
|
2.618 |
11,550 |
|
1.618 |
11,397 |
|
1.000 |
11,302 |
|
0.618 |
11,244 |
|
HIGH |
11,149 |
|
0.618 |
11,091 |
|
0.500 |
11,073 |
|
0.382 |
11,055 |
|
LOW |
10,996 |
|
0.618 |
10,902 |
|
1.000 |
10,843 |
|
1.618 |
10,749 |
|
2.618 |
10,596 |
|
4.250 |
10,346 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,114 |
11,104 |
| PP |
11,093 |
11,073 |
| S1 |
11,073 |
11,042 |
|