| Trading Metrics calculated at close of trading on 09-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
6,210.0 |
6,212.5 |
2.5 |
0.0% |
6,260.0 |
| High |
6,223.0 |
6,264.0 |
41.0 |
0.7% |
6,273.5 |
| Low |
6,143.0 |
6,212.5 |
69.5 |
1.1% |
6,143.0 |
| Close |
6,181.0 |
6,258.5 |
77.5 |
1.3% |
6,258.5 |
| Range |
80.0 |
51.5 |
-28.5 |
-35.6% |
130.5 |
| ATR |
76.2 |
76.7 |
0.5 |
0.6% |
0.0 |
| Volume |
143,311 |
115,544 |
-27,767 |
-19.4% |
460,170 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,399.5 |
6,380.5 |
6,286.8 |
|
| R3 |
6,348.0 |
6,329.0 |
6,272.7 |
|
| R2 |
6,296.5 |
6,296.5 |
6,267.9 |
|
| R1 |
6,277.5 |
6,277.5 |
6,263.2 |
6,287.0 |
| PP |
6,245.0 |
6,245.0 |
6,245.0 |
6,249.8 |
| S1 |
6,226.0 |
6,226.0 |
6,253.8 |
6,235.5 |
| S2 |
6,193.5 |
6,193.5 |
6,249.1 |
|
| S3 |
6,142.0 |
6,174.5 |
6,244.3 |
|
| S4 |
6,090.5 |
6,123.0 |
6,230.2 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,616.5 |
6,568.0 |
6,330.3 |
|
| R3 |
6,486.0 |
6,437.5 |
6,294.4 |
|
| R2 |
6,355.5 |
6,355.5 |
6,282.4 |
|
| R1 |
6,307.0 |
6,307.0 |
6,270.5 |
6,266.0 |
| PP |
6,225.0 |
6,225.0 |
6,225.0 |
6,204.5 |
| S1 |
6,176.5 |
6,176.5 |
6,246.5 |
6,135.5 |
| S2 |
6,094.5 |
6,094.5 |
6,234.6 |
|
| S3 |
5,964.0 |
6,046.0 |
6,222.6 |
|
| S4 |
5,833.5 |
5,915.5 |
6,186.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,273.5 |
6,143.0 |
130.5 |
2.1% |
62.9 |
1.0% |
89% |
False |
False |
115,942 |
| 10 |
6,273.5 |
6,045.0 |
228.5 |
3.7% |
63.1 |
1.0% |
93% |
False |
False |
121,004 |
| 20 |
6,273.5 |
5,907.0 |
366.5 |
5.9% |
64.0 |
1.0% |
96% |
False |
False |
103,448 |
| 40 |
6,273.5 |
5,469.0 |
804.5 |
12.9% |
73.4 |
1.2% |
98% |
False |
False |
52,346 |
| 60 |
6,273.5 |
5,400.0 |
873.5 |
14.0% |
88.4 |
1.4% |
98% |
False |
False |
35,060 |
| 80 |
6,273.5 |
5,400.0 |
873.5 |
14.0% |
81.8 |
1.3% |
98% |
False |
False |
26,585 |
| 100 |
6,273.5 |
5,400.0 |
873.5 |
14.0% |
81.6 |
1.3% |
98% |
False |
False |
21,336 |
| 120 |
6,273.5 |
5,330.5 |
943.0 |
15.1% |
83.0 |
1.3% |
98% |
False |
False |
17,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,482.9 |
|
2.618 |
6,398.8 |
|
1.618 |
6,347.3 |
|
1.000 |
6,315.5 |
|
0.618 |
6,295.8 |
|
HIGH |
6,264.0 |
|
0.618 |
6,244.3 |
|
0.500 |
6,238.3 |
|
0.382 |
6,232.2 |
|
LOW |
6,212.5 |
|
0.618 |
6,180.7 |
|
1.000 |
6,161.0 |
|
1.618 |
6,129.2 |
|
2.618 |
6,077.7 |
|
4.250 |
5,993.6 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,251.8 |
6,240.3 |
| PP |
6,245.0 |
6,222.0 |
| S1 |
6,238.3 |
6,203.8 |
|