| 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 |
1,105.1 |
1,114.6 |
9.5 |
0.9% |
1,108.2 |
| High |
1,119.9 |
1,129.1 |
9.2 |
0.8% |
1,111.0 |
| Low |
1,103.1 |
1,112.3 |
9.2 |
0.8% |
1,086.1 |
| Close |
1,114.5 |
1,126.1 |
11.6 |
1.0% |
1,105.4 |
| Range |
16.8 |
16.8 |
0.0 |
0.0% |
24.9 |
| ATR |
17.3 |
17.3 |
0.0 |
-0.2% |
0.0 |
| Volume |
109,922 |
108,481 |
-1,441 |
-1.3% |
191,271 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,172.9 |
1,166.3 |
1,135.3 |
|
| R3 |
1,156.1 |
1,149.5 |
1,130.7 |
|
| R2 |
1,139.3 |
1,139.3 |
1,129.2 |
|
| R1 |
1,132.7 |
1,132.7 |
1,127.6 |
1,136.0 |
| PP |
1,122.5 |
1,122.5 |
1,122.5 |
1,124.2 |
| S1 |
1,115.9 |
1,115.9 |
1,124.6 |
1,119.2 |
| S2 |
1,105.7 |
1,105.7 |
1,123.0 |
|
| S3 |
1,088.9 |
1,099.1 |
1,121.5 |
|
| S4 |
1,072.1 |
1,082.3 |
1,116.9 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,175.5 |
1,165.4 |
1,119.1 |
|
| R3 |
1,150.6 |
1,140.5 |
1,112.2 |
|
| R2 |
1,125.7 |
1,125.7 |
1,110.0 |
|
| R1 |
1,115.6 |
1,115.6 |
1,107.7 |
1,108.2 |
| PP |
1,100.8 |
1,100.8 |
1,100.8 |
1,097.2 |
| S1 |
1,090.7 |
1,090.7 |
1,103.1 |
1,083.3 |
| S2 |
1,075.9 |
1,075.9 |
1,100.8 |
|
| S3 |
1,051.0 |
1,065.8 |
1,098.6 |
|
| S4 |
1,026.1 |
1,040.9 |
1,091.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,129.1 |
1,089.6 |
39.5 |
3.5% |
15.7 |
1.4% |
92% |
True |
False |
100,441 |
| 10 |
1,129.1 |
1,086.1 |
43.0 |
3.8% |
16.6 |
1.5% |
93% |
True |
False |
64,928 |
| 20 |
1,142.3 |
1,086.1 |
56.2 |
5.0% |
16.5 |
1.5% |
71% |
False |
False |
40,830 |
| 40 |
1,146.6 |
1,045.6 |
101.0 |
9.0% |
19.1 |
1.7% |
80% |
False |
False |
23,282 |
| 60 |
1,164.1 |
1,045.6 |
118.5 |
10.5% |
19.3 |
1.7% |
68% |
False |
False |
16,821 |
| 80 |
1,171.8 |
1,045.6 |
126.2 |
11.2% |
19.9 |
1.8% |
64% |
False |
False |
13,310 |
| 100 |
1,230.0 |
1,045.6 |
184.4 |
16.4% |
20.1 |
1.8% |
44% |
False |
False |
11,114 |
| 120 |
1,230.0 |
1,030.0 |
200.0 |
17.8% |
19.1 |
1.7% |
48% |
False |
False |
9,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,200.5 |
|
2.618 |
1,173.1 |
|
1.618 |
1,156.3 |
|
1.000 |
1,145.9 |
|
0.618 |
1,139.5 |
|
HIGH |
1,129.1 |
|
0.618 |
1,122.7 |
|
0.500 |
1,120.7 |
|
0.382 |
1,118.7 |
|
LOW |
1,112.3 |
|
0.618 |
1,101.9 |
|
1.000 |
1,095.5 |
|
1.618 |
1,085.1 |
|
2.618 |
1,068.3 |
|
4.250 |
1,040.9 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,124.3 |
1,122.7 |
| PP |
1,122.5 |
1,119.2 |
| S1 |
1,120.7 |
1,115.8 |
|