| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
20,630 |
20,650 |
20 |
0.1% |
21,180 |
| High |
20,713 |
20,870 |
157 |
0.8% |
21,368 |
| Low |
20,444 |
20,606 |
162 |
0.8% |
20,444 |
| Close |
20,477 |
20,866 |
389 |
1.9% |
20,866 |
| Range |
269 |
264 |
-5 |
-1.9% |
924 |
| ATR |
322 |
327 |
5 |
1.6% |
0 |
| Volume |
863 |
1,433 |
570 |
66.0% |
4,156 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,573 |
21,483 |
21,011 |
|
| R3 |
21,309 |
21,219 |
20,939 |
|
| R2 |
21,045 |
21,045 |
20,914 |
|
| R1 |
20,955 |
20,955 |
20,890 |
21,000 |
| PP |
20,781 |
20,781 |
20,781 |
20,803 |
| S1 |
20,691 |
20,691 |
20,842 |
20,736 |
| S2 |
20,517 |
20,517 |
20,818 |
|
| S3 |
20,253 |
20,427 |
20,793 |
|
| S4 |
19,989 |
20,163 |
20,721 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,665 |
23,189 |
21,374 |
|
| R3 |
22,741 |
22,265 |
21,120 |
|
| R2 |
21,817 |
21,817 |
21,035 |
|
| R1 |
21,341 |
21,341 |
20,951 |
21,117 |
| PP |
20,893 |
20,893 |
20,893 |
20,781 |
| S1 |
20,417 |
20,417 |
20,781 |
20,193 |
| S2 |
19,969 |
19,969 |
20,697 |
|
| S3 |
19,045 |
19,493 |
20,612 |
|
| S4 |
18,121 |
18,569 |
20,358 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,368 |
20,444 |
924 |
4.4% |
245 |
1.2% |
46% |
False |
False |
831 |
| 10 |
21,467 |
20,444 |
1,023 |
4.9% |
243 |
1.2% |
41% |
False |
False |
661 |
| 20 |
22,500 |
20,444 |
2,056 |
9.9% |
255 |
1.2% |
21% |
False |
False |
551 |
| 40 |
22,500 |
20,250 |
2,250 |
10.8% |
249 |
1.2% |
27% |
False |
False |
526 |
| 60 |
22,500 |
19,012 |
3,488 |
16.7% |
264 |
1.3% |
53% |
False |
False |
419 |
| 80 |
22,500 |
19,012 |
3,488 |
16.7% |
271 |
1.3% |
53% |
False |
False |
342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,992 |
|
2.618 |
21,561 |
|
1.618 |
21,297 |
|
1.000 |
21,134 |
|
0.618 |
21,033 |
|
HIGH |
20,870 |
|
0.618 |
20,769 |
|
0.500 |
20,738 |
|
0.382 |
20,707 |
|
LOW |
20,606 |
|
0.618 |
20,443 |
|
1.000 |
20,342 |
|
1.618 |
20,179 |
|
2.618 |
19,915 |
|
4.250 |
19,484 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
20,823 |
20,796 |
| PP |
20,781 |
20,727 |
| S1 |
20,738 |
20,657 |
|