| 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 |
1,973.00 |
1,979.00 |
6.00 |
0.3% |
1,952.00 |
| High |
1,985.75 |
1,984.50 |
-1.25 |
-0.1% |
1,977.25 |
| Low |
1,965.25 |
1,964.25 |
-1.00 |
-0.1% |
1,940.75 |
| Close |
1,978.75 |
1,975.00 |
-3.75 |
-0.2% |
1,952.00 |
| Range |
20.50 |
20.25 |
-0.25 |
-1.2% |
36.50 |
| ATR |
23.11 |
22.90 |
-0.20 |
-0.9% |
0.00 |
| Volume |
200,178 |
190,613 |
-9,565 |
-4.8% |
971,260 |
|
| Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,035.25 |
2,025.50 |
1,986.25 |
|
| R3 |
2,015.00 |
2,005.25 |
1,980.50 |
|
| R2 |
1,994.75 |
1,994.75 |
1,978.75 |
|
| R1 |
1,985.00 |
1,985.00 |
1,976.75 |
1,979.75 |
| PP |
1,974.50 |
1,974.50 |
1,974.50 |
1,972.00 |
| S1 |
1,964.75 |
1,964.75 |
1,973.25 |
1,959.50 |
| S2 |
1,954.25 |
1,954.25 |
1,971.25 |
|
| S3 |
1,934.00 |
1,944.50 |
1,969.50 |
|
| S4 |
1,913.75 |
1,924.25 |
1,963.75 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,066.25 |
2,045.50 |
1,972.00 |
|
| R3 |
2,029.75 |
2,009.00 |
1,962.00 |
|
| R2 |
1,993.25 |
1,993.25 |
1,958.75 |
|
| R1 |
1,972.50 |
1,972.50 |
1,955.25 |
1,970.25 |
| PP |
1,956.75 |
1,956.75 |
1,956.75 |
1,955.50 |
| S1 |
1,936.00 |
1,936.00 |
1,948.75 |
1,933.75 |
| S2 |
1,920.25 |
1,920.25 |
1,945.25 |
|
| S3 |
1,883.75 |
1,899.50 |
1,942.00 |
|
| S4 |
1,847.25 |
1,863.00 |
1,932.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,985.75 |
1,940.75 |
45.00 |
2.3% |
23.25 |
1.2% |
76% |
False |
False |
172,401 |
| 10 |
1,985.75 |
1,939.25 |
46.50 |
2.4% |
21.75 |
1.1% |
77% |
False |
False |
212,243 |
| 20 |
1,985.75 |
1,897.75 |
88.00 |
4.5% |
21.00 |
1.1% |
88% |
False |
False |
210,942 |
| 40 |
1,985.75 |
1,730.25 |
255.50 |
12.9% |
23.00 |
1.2% |
96% |
False |
False |
105,943 |
| 60 |
1,985.75 |
1,708.50 |
277.25 |
14.0% |
27.50 |
1.4% |
96% |
False |
False |
70,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,070.50 |
|
2.618 |
2,037.50 |
|
1.618 |
2,017.25 |
|
1.000 |
2,004.75 |
|
0.618 |
1,997.00 |
|
HIGH |
1,984.50 |
|
0.618 |
1,976.75 |
|
0.500 |
1,974.50 |
|
0.382 |
1,972.00 |
|
LOW |
1,964.25 |
|
0.618 |
1,951.75 |
|
1.000 |
1,944.00 |
|
1.618 |
1,931.50 |
|
2.618 |
1,911.25 |
|
4.250 |
1,878.25 |
|
|
| Fisher Pivots for day following 07-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,974.75 |
1,973.50 |
| PP |
1,974.50 |
1,972.00 |
| S1 |
1,974.50 |
1,970.50 |
|