| 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 |
2,744.0 |
2,720.0 |
-24.0 |
-0.9% |
2,861.0 |
| High |
2,768.0 |
2,770.0 |
2.0 |
0.1% |
2,915.0 |
| Low |
2,688.0 |
2,708.0 |
20.0 |
0.7% |
2,808.0 |
| Close |
2,714.0 |
2,758.0 |
44.0 |
1.6% |
2,844.0 |
| Range |
80.0 |
62.0 |
-18.0 |
-22.5% |
107.0 |
| ATR |
55.2 |
55.7 |
0.5 |
0.9% |
0.0 |
| Volume |
8,607 |
388 |
-8,219 |
-95.5% |
10,423 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,931.3 |
2,906.7 |
2,792.1 |
|
| R3 |
2,869.3 |
2,844.7 |
2,775.1 |
|
| R2 |
2,807.3 |
2,807.3 |
2,769.4 |
|
| R1 |
2,782.7 |
2,782.7 |
2,763.7 |
2,795.0 |
| PP |
2,745.3 |
2,745.3 |
2,745.3 |
2,751.5 |
| S1 |
2,720.7 |
2,720.7 |
2,752.3 |
2,733.0 |
| S2 |
2,683.3 |
2,683.3 |
2,746.6 |
|
| S3 |
2,621.3 |
2,658.7 |
2,741.0 |
|
| S4 |
2,559.3 |
2,596.7 |
2,723.9 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,176.7 |
3,117.3 |
2,902.9 |
|
| R3 |
3,069.7 |
3,010.3 |
2,873.4 |
|
| R2 |
2,962.7 |
2,962.7 |
2,863.6 |
|
| R1 |
2,903.3 |
2,903.3 |
2,853.8 |
2,879.5 |
| PP |
2,855.7 |
2,855.7 |
2,855.7 |
2,843.8 |
| S1 |
2,796.3 |
2,796.3 |
2,834.2 |
2,772.5 |
| S2 |
2,748.7 |
2,748.7 |
2,824.4 |
|
| S3 |
2,641.7 |
2,689.3 |
2,814.6 |
|
| S4 |
2,534.7 |
2,582.3 |
2,785.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,890.0 |
2,688.0 |
202.0 |
7.3% |
72.8 |
2.6% |
35% |
False |
False |
2,805 |
| 10 |
2,950.0 |
2,688.0 |
262.0 |
9.5% |
66.2 |
2.4% |
27% |
False |
False |
2,407 |
| 20 |
2,951.0 |
2,688.0 |
263.0 |
9.5% |
49.5 |
1.8% |
27% |
False |
False |
1,513 |
| 40 |
2,951.0 |
2,688.0 |
263.0 |
9.5% |
41.2 |
1.5% |
27% |
False |
False |
4,154 |
| 60 |
2,951.0 |
2,524.0 |
427.0 |
15.5% |
37.5 |
1.4% |
55% |
False |
False |
2,920 |
| 80 |
2,970.0 |
2,524.0 |
446.0 |
16.2% |
35.6 |
1.3% |
52% |
False |
False |
2,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,033.5 |
|
2.618 |
2,932.3 |
|
1.618 |
2,870.3 |
|
1.000 |
2,832.0 |
|
0.618 |
2,808.3 |
|
HIGH |
2,770.0 |
|
0.618 |
2,746.3 |
|
0.500 |
2,739.0 |
|
0.382 |
2,731.7 |
|
LOW |
2,708.0 |
|
0.618 |
2,669.7 |
|
1.000 |
2,646.0 |
|
1.618 |
2,607.7 |
|
2.618 |
2,545.7 |
|
4.250 |
2,444.5 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,751.7 |
2,776.0 |
| PP |
2,745.3 |
2,770.0 |
| S1 |
2,739.0 |
2,764.0 |
|