| Trading Metrics calculated at close of trading on 07-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,921.0 |
2,919.0 |
-2.0 |
-0.1% |
2,877.0 |
| High |
2,928.0 |
2,920.0 |
-8.0 |
-0.3% |
2,914.0 |
| Low |
2,892.0 |
2,885.0 |
-7.0 |
-0.2% |
2,837.0 |
| Close |
2,914.0 |
2,905.0 |
-9.0 |
-0.3% |
2,902.0 |
| Range |
36.0 |
35.0 |
-1.0 |
-2.8% |
77.0 |
| ATR |
44.2 |
43.6 |
-0.7 |
-1.5% |
0.0 |
| Volume |
761,158 |
834,774 |
73,616 |
9.7% |
3,725,068 |
|
| Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,008.3 |
2,991.7 |
2,924.3 |
|
| R3 |
2,973.3 |
2,956.7 |
2,914.6 |
|
| R2 |
2,938.3 |
2,938.3 |
2,911.4 |
|
| R1 |
2,921.7 |
2,921.7 |
2,908.2 |
2,912.5 |
| PP |
2,903.3 |
2,903.3 |
2,903.3 |
2,898.8 |
| S1 |
2,886.7 |
2,886.7 |
2,901.8 |
2,877.5 |
| S2 |
2,868.3 |
2,868.3 |
2,898.6 |
|
| S3 |
2,833.3 |
2,851.7 |
2,895.4 |
|
| S4 |
2,798.3 |
2,816.7 |
2,885.8 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,115.3 |
3,085.7 |
2,944.4 |
|
| R3 |
3,038.3 |
3,008.7 |
2,923.2 |
|
| R2 |
2,961.3 |
2,961.3 |
2,916.1 |
|
| R1 |
2,931.7 |
2,931.7 |
2,909.1 |
2,946.5 |
| PP |
2,884.3 |
2,884.3 |
2,884.3 |
2,891.8 |
| S1 |
2,854.7 |
2,854.7 |
2,894.9 |
2,869.5 |
| S2 |
2,807.3 |
2,807.3 |
2,887.9 |
|
| S3 |
2,730.3 |
2,777.7 |
2,880.8 |
|
| S4 |
2,653.3 |
2,700.7 |
2,859.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,928.0 |
2,837.0 |
91.0 |
3.1% |
37.6 |
1.3% |
75% |
False |
False |
903,535 |
| 10 |
2,928.0 |
2,797.0 |
131.0 |
4.5% |
39.7 |
1.4% |
82% |
False |
False |
996,969 |
| 20 |
2,928.0 |
2,776.0 |
152.0 |
5.2% |
37.7 |
1.3% |
85% |
False |
False |
837,076 |
| 40 |
2,928.0 |
2,574.0 |
354.0 |
12.2% |
42.8 |
1.5% |
94% |
False |
False |
421,938 |
| 60 |
2,947.0 |
2,528.0 |
419.0 |
14.4% |
51.1 |
1.8% |
90% |
False |
False |
282,082 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.4% |
46.9 |
1.6% |
84% |
False |
False |
213,121 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.4% |
45.3 |
1.6% |
84% |
False |
False |
170,732 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.4% |
47.3 |
1.6% |
84% |
False |
False |
142,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,068.8 |
|
2.618 |
3,011.6 |
|
1.618 |
2,976.6 |
|
1.000 |
2,955.0 |
|
0.618 |
2,941.6 |
|
HIGH |
2,920.0 |
|
0.618 |
2,906.6 |
|
0.500 |
2,902.5 |
|
0.382 |
2,898.4 |
|
LOW |
2,885.0 |
|
0.618 |
2,863.4 |
|
1.000 |
2,850.0 |
|
1.618 |
2,828.4 |
|
2.618 |
2,793.4 |
|
4.250 |
2,736.3 |
|
|
| Fisher Pivots for day following 07-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,904.2 |
2,903.7 |
| PP |
2,903.3 |
2,902.3 |
| S1 |
2,902.5 |
2,901.0 |
|