| 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 |
2,919.0 |
2,893.0 |
-26.0 |
-0.9% |
2,877.0 |
| High |
2,920.0 |
2,893.0 |
-27.0 |
-0.9% |
2,914.0 |
| Low |
2,885.0 |
2,851.0 |
-34.0 |
-1.2% |
2,837.0 |
| Close |
2,905.0 |
2,871.0 |
-34.0 |
-1.2% |
2,902.0 |
| Range |
35.0 |
42.0 |
7.0 |
20.0% |
77.0 |
| ATR |
43.6 |
44.3 |
0.7 |
1.7% |
0.0 |
| Volume |
834,774 |
1,173,067 |
338,293 |
40.5% |
3,725,068 |
|
| Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,997.7 |
2,976.3 |
2,894.1 |
|
| R3 |
2,955.7 |
2,934.3 |
2,882.6 |
|
| R2 |
2,913.7 |
2,913.7 |
2,878.7 |
|
| R1 |
2,892.3 |
2,892.3 |
2,874.9 |
2,882.0 |
| PP |
2,871.7 |
2,871.7 |
2,871.7 |
2,866.5 |
| S1 |
2,850.3 |
2,850.3 |
2,867.2 |
2,840.0 |
| S2 |
2,829.7 |
2,829.7 |
2,863.3 |
|
| S3 |
2,787.7 |
2,808.3 |
2,859.5 |
|
| S4 |
2,745.7 |
2,766.3 |
2,847.9 |
|
|
| 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 |
3.2% |
38.6 |
1.3% |
37% |
False |
False |
976,786 |
| 10 |
2,928.0 |
2,797.0 |
131.0 |
4.6% |
39.7 |
1.4% |
56% |
False |
False |
1,008,520 |
| 20 |
2,928.0 |
2,776.0 |
152.0 |
5.3% |
37.9 |
1.3% |
63% |
False |
False |
891,780 |
| 40 |
2,928.0 |
2,584.0 |
344.0 |
12.0% |
41.9 |
1.5% |
83% |
False |
False |
451,220 |
| 60 |
2,938.0 |
2,528.0 |
410.0 |
14.3% |
50.8 |
1.8% |
84% |
False |
False |
301,617 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
46.7 |
1.6% |
77% |
False |
False |
227,715 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
45.5 |
1.6% |
77% |
False |
False |
182,439 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
47.2 |
1.6% |
77% |
False |
False |
152,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,071.5 |
|
2.618 |
3,003.0 |
|
1.618 |
2,961.0 |
|
1.000 |
2,935.0 |
|
0.618 |
2,919.0 |
|
HIGH |
2,893.0 |
|
0.618 |
2,877.0 |
|
0.500 |
2,872.0 |
|
0.382 |
2,867.0 |
|
LOW |
2,851.0 |
|
0.618 |
2,825.0 |
|
1.000 |
2,809.0 |
|
1.618 |
2,783.0 |
|
2.618 |
2,741.0 |
|
4.250 |
2,672.5 |
|
|
| Fisher Pivots for day following 08-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,872.0 |
2,889.5 |
| PP |
2,871.7 |
2,883.3 |
| S1 |
2,871.3 |
2,877.2 |
|