| Trading Metrics calculated at close of trading on 12-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,183.50 |
1,194.75 |
11.25 |
1.0% |
1,178.75 |
| High |
1,193.00 |
1,198.00 |
5.00 |
0.4% |
1,193.00 |
| Low |
1,183.00 |
1,190.75 |
7.75 |
0.7% |
1,171.00 |
| Close |
1,192.50 |
1,192.50 |
0.00 |
0.0% |
1,192.50 |
| Range |
10.00 |
7.25 |
-2.75 |
-27.5% |
22.00 |
| ATR |
11.99 |
11.66 |
-0.34 |
-2.8% |
0.00 |
| Volume |
1,910,627 |
1,450,628 |
-459,999 |
-24.1% |
6,614,408 |
|
| Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,215.50 |
1,211.25 |
1,196.50 |
|
| R3 |
1,208.25 |
1,204.00 |
1,194.50 |
|
| R2 |
1,201.00 |
1,201.00 |
1,193.75 |
|
| R1 |
1,196.75 |
1,196.75 |
1,193.25 |
1,195.25 |
| PP |
1,193.75 |
1,193.75 |
1,193.75 |
1,193.00 |
| S1 |
1,189.50 |
1,189.50 |
1,191.75 |
1,188.00 |
| S2 |
1,186.50 |
1,186.50 |
1,191.25 |
|
| S3 |
1,179.25 |
1,182.25 |
1,190.50 |
|
| S4 |
1,172.00 |
1,175.00 |
1,188.50 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,251.50 |
1,244.00 |
1,204.50 |
|
| R3 |
1,229.50 |
1,222.00 |
1,198.50 |
|
| R2 |
1,207.50 |
1,207.50 |
1,196.50 |
|
| R1 |
1,200.00 |
1,200.00 |
1,194.50 |
1,203.75 |
| PP |
1,185.50 |
1,185.50 |
1,185.50 |
1,187.50 |
| S1 |
1,178.00 |
1,178.00 |
1,190.50 |
1,181.75 |
| S2 |
1,163.50 |
1,163.50 |
1,188.50 |
|
| S3 |
1,141.50 |
1,156.00 |
1,186.50 |
|
| S4 |
1,119.50 |
1,134.00 |
1,180.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,198.00 |
1,171.00 |
27.00 |
2.3% |
11.00 |
0.9% |
80% |
True |
False |
1,590,842 |
| 10 |
1,198.00 |
1,161.25 |
36.75 |
3.1% |
10.25 |
0.9% |
85% |
True |
False |
1,543,300 |
| 20 |
1,198.00 |
1,136.50 |
61.50 |
5.2% |
11.25 |
0.9% |
91% |
True |
False |
1,757,394 |
| 40 |
1,198.00 |
1,055.25 |
142.75 |
12.0% |
12.00 |
1.0% |
96% |
True |
False |
933,607 |
| 60 |
1,198.00 |
1,036.25 |
161.75 |
13.6% |
15.00 |
1.2% |
97% |
True |
False |
623,203 |
| 80 |
1,198.00 |
1,036.25 |
161.75 |
13.6% |
13.75 |
1.2% |
97% |
True |
False |
467,542 |
| 100 |
1,198.00 |
1,036.25 |
161.75 |
13.6% |
13.50 |
1.1% |
97% |
True |
False |
374,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,228.75 |
|
2.618 |
1,217.00 |
|
1.618 |
1,209.75 |
|
1.000 |
1,205.25 |
|
0.618 |
1,202.50 |
|
HIGH |
1,198.00 |
|
0.618 |
1,195.25 |
|
0.500 |
1,194.50 |
|
0.382 |
1,193.50 |
|
LOW |
1,190.75 |
|
0.618 |
1,186.25 |
|
1.000 |
1,183.50 |
|
1.618 |
1,179.00 |
|
2.618 |
1,171.75 |
|
4.250 |
1,160.00 |
|
|
| Fisher Pivots for day following 12-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,194.50 |
1,189.75 |
| PP |
1,193.75 |
1,187.25 |
| S1 |
1,193.00 |
1,184.50 |
|