| Trading Metrics calculated at close of trading on 01-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
6,158.0 |
6,194.0 |
36.0 |
0.6% |
5,968.0 |
| High |
6,174.5 |
6,249.0 |
74.5 |
1.2% |
6,147.0 |
| Low |
6,115.0 |
6,183.5 |
68.5 |
1.1% |
5,917.5 |
| Close |
6,141.5 |
6,229.5 |
88.0 |
1.4% |
6,120.0 |
| Range |
59.5 |
65.5 |
6.0 |
10.1% |
229.5 |
| ATR |
75.4 |
77.7 |
2.3 |
3.0% |
0.0 |
| Volume |
125,102 |
119,540 |
-5,562 |
-4.4% |
723,194 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,417.2 |
6,388.8 |
6,265.5 |
|
| R3 |
6,351.7 |
6,323.3 |
6,247.5 |
|
| R2 |
6,286.2 |
6,286.2 |
6,241.5 |
|
| R1 |
6,257.8 |
6,257.8 |
6,235.5 |
6,272.0 |
| PP |
6,220.7 |
6,220.7 |
6,220.7 |
6,227.8 |
| S1 |
6,192.3 |
6,192.3 |
6,223.5 |
6,206.5 |
| S2 |
6,155.2 |
6,155.2 |
6,217.5 |
|
| S3 |
6,089.7 |
6,126.8 |
6,211.5 |
|
| S4 |
6,024.2 |
6,061.3 |
6,193.5 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,750.0 |
6,664.5 |
6,246.2 |
|
| R3 |
6,520.5 |
6,435.0 |
6,183.1 |
|
| R2 |
6,291.0 |
6,291.0 |
6,162.1 |
|
| R1 |
6,205.5 |
6,205.5 |
6,141.0 |
6,248.3 |
| PP |
6,061.5 |
6,061.5 |
6,061.5 |
6,082.9 |
| S1 |
5,976.0 |
5,976.0 |
6,099.0 |
6,018.8 |
| S2 |
5,832.0 |
5,832.0 |
6,077.9 |
|
| S3 |
5,602.5 |
5,746.5 |
6,056.9 |
|
| S4 |
5,373.0 |
5,517.0 |
5,993.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,249.0 |
6,106.5 |
142.5 |
2.3% |
56.0 |
0.9% |
86% |
True |
False |
120,113 |
| 10 |
6,249.0 |
5,917.5 |
331.5 |
5.3% |
71.9 |
1.2% |
94% |
True |
False |
135,229 |
| 20 |
6,249.0 |
5,817.0 |
432.0 |
6.9% |
65.2 |
1.0% |
95% |
True |
False |
81,210 |
| 40 |
6,249.0 |
5,400.0 |
849.0 |
13.6% |
77.4 |
1.2% |
98% |
True |
False |
40,938 |
| 60 |
6,249.0 |
5,400.0 |
849.0 |
13.6% |
89.6 |
1.4% |
98% |
True |
False |
27,419 |
| 80 |
6,249.0 |
5,400.0 |
849.0 |
13.6% |
83.6 |
1.3% |
98% |
True |
False |
20,875 |
| 100 |
6,249.0 |
5,400.0 |
849.0 |
13.6% |
81.1 |
1.3% |
98% |
True |
False |
16,737 |
| 120 |
6,249.0 |
5,330.5 |
918.5 |
14.7% |
82.6 |
1.3% |
98% |
True |
False |
13,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,527.4 |
|
2.618 |
6,420.5 |
|
1.618 |
6,355.0 |
|
1.000 |
6,314.5 |
|
0.618 |
6,289.5 |
|
HIGH |
6,249.0 |
|
0.618 |
6,224.0 |
|
0.500 |
6,216.3 |
|
0.382 |
6,208.5 |
|
LOW |
6,183.5 |
|
0.618 |
6,143.0 |
|
1.000 |
6,118.0 |
|
1.618 |
6,077.5 |
|
2.618 |
6,012.0 |
|
4.250 |
5,905.1 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,225.1 |
6,213.7 |
| PP |
6,220.7 |
6,197.8 |
| S1 |
6,216.3 |
6,182.0 |
|