| Trading Metrics calculated at close of trading on 08-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,135.8 |
1,146.4 |
10.6 |
0.9% |
1,110.4 |
| High |
1,153.0 |
1,152.3 |
-0.7 |
-0.1% |
1,127.7 |
| Low |
1,132.6 |
1,144.0 |
11.4 |
1.0% |
1,101.5 |
| Close |
1,152.3 |
1,152.2 |
-0.1 |
0.0% |
1,125.1 |
| Range |
20.4 |
8.3 |
-12.1 |
-59.3% |
26.2 |
| ATR |
17.2 |
16.6 |
-0.6 |
-3.7% |
0.0 |
| Volume |
2,490 |
1,342 |
-1,148 |
-46.1% |
398,951 |
|
| Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,174.4 |
1,171.6 |
1,156.8 |
|
| R3 |
1,166.1 |
1,163.3 |
1,154.5 |
|
| R2 |
1,157.8 |
1,157.8 |
1,153.7 |
|
| R1 |
1,155.0 |
1,155.0 |
1,153.0 |
1,156.4 |
| PP |
1,149.5 |
1,149.5 |
1,149.5 |
1,150.2 |
| S1 |
1,146.7 |
1,146.7 |
1,151.4 |
1,148.1 |
| S2 |
1,141.2 |
1,141.2 |
1,150.7 |
|
| S3 |
1,132.9 |
1,138.4 |
1,149.9 |
|
| S4 |
1,124.6 |
1,130.1 |
1,147.6 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,196.7 |
1,187.1 |
1,139.5 |
|
| R3 |
1,170.5 |
1,160.9 |
1,132.3 |
|
| R2 |
1,144.3 |
1,144.3 |
1,129.9 |
|
| R1 |
1,134.7 |
1,134.7 |
1,127.5 |
1,139.5 |
| PP |
1,118.1 |
1,118.1 |
1,118.1 |
1,120.5 |
| S1 |
1,108.5 |
1,108.5 |
1,122.7 |
1,113.3 |
| S2 |
1,091.9 |
1,091.9 |
1,120.3 |
|
| S3 |
1,065.7 |
1,082.3 |
1,117.9 |
|
| S4 |
1,039.5 |
1,056.1 |
1,110.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,153.0 |
1,111.3 |
41.7 |
3.6% |
14.9 |
1.3% |
98% |
False |
False |
2,069 |
| 10 |
1,153.0 |
1,085.5 |
67.5 |
5.9% |
14.5 |
1.3% |
99% |
False |
False |
74,074 |
| 20 |
1,153.0 |
1,084.8 |
68.2 |
5.9% |
15.6 |
1.4% |
99% |
False |
False |
112,362 |
| 40 |
1,153.0 |
1,063.1 |
89.9 |
7.8% |
18.1 |
1.6% |
99% |
False |
False |
138,391 |
| 60 |
1,159.5 |
1,044.5 |
115.0 |
10.0% |
19.7 |
1.7% |
94% |
False |
False |
127,422 |
| 80 |
1,166.7 |
1,044.5 |
122.2 |
10.6% |
19.9 |
1.7% |
88% |
False |
False |
97,217 |
| 100 |
1,229.0 |
1,044.5 |
184.5 |
16.0% |
21.1 |
1.8% |
58% |
False |
False |
78,606 |
| 120 |
1,229.0 |
1,029.0 |
200.0 |
17.4% |
20.2 |
1.8% |
62% |
False |
False |
65,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,187.6 |
|
2.618 |
1,174.0 |
|
1.618 |
1,165.7 |
|
1.000 |
1,160.6 |
|
0.618 |
1,157.4 |
|
HIGH |
1,152.3 |
|
0.618 |
1,149.1 |
|
0.500 |
1,148.2 |
|
0.382 |
1,147.2 |
|
LOW |
1,144.0 |
|
0.618 |
1,138.9 |
|
1.000 |
1,135.7 |
|
1.618 |
1,130.6 |
|
2.618 |
1,122.3 |
|
4.250 |
1,108.7 |
|
|
| Fisher Pivots for day following 08-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,150.9 |
1,147.4 |
| PP |
1,149.5 |
1,142.6 |
| S1 |
1,148.2 |
1,137.9 |
|