| 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 |
1,150.2 |
1,151.8 |
1.6 |
0.1% |
1,122.0 |
| High |
1,154.7 |
1,165.8 |
11.1 |
1.0% |
1,165.8 |
| Low |
1,144.4 |
1,150.4 |
6.0 |
0.5% |
1,120.8 |
| Close |
1,152.9 |
1,161.9 |
9.0 |
0.8% |
1,161.9 |
| Range |
10.3 |
15.4 |
5.1 |
49.5% |
45.0 |
| ATR |
16.7 |
16.6 |
-0.1 |
-0.6% |
0.0 |
| Volume |
163,437 |
119,675 |
-43,762 |
-26.8% |
485,404 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,205.6 |
1,199.1 |
1,170.4 |
|
| R3 |
1,190.2 |
1,183.7 |
1,166.1 |
|
| R2 |
1,174.8 |
1,174.8 |
1,164.7 |
|
| R1 |
1,168.3 |
1,168.3 |
1,163.3 |
1,171.6 |
| PP |
1,159.4 |
1,159.4 |
1,159.4 |
1,161.0 |
| S1 |
1,152.9 |
1,152.9 |
1,160.5 |
1,156.2 |
| S2 |
1,144.0 |
1,144.0 |
1,159.1 |
|
| S3 |
1,128.6 |
1,137.5 |
1,157.7 |
|
| S4 |
1,113.2 |
1,122.1 |
1,153.4 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,284.5 |
1,268.2 |
1,186.7 |
|
| R3 |
1,239.5 |
1,223.2 |
1,174.3 |
|
| R2 |
1,194.5 |
1,194.5 |
1,170.2 |
|
| R1 |
1,178.2 |
1,178.2 |
1,166.0 |
1,186.4 |
| PP |
1,149.5 |
1,149.5 |
1,149.5 |
1,153.6 |
| S1 |
1,133.2 |
1,133.2 |
1,157.8 |
1,141.4 |
| S2 |
1,104.5 |
1,104.5 |
1,153.7 |
|
| S3 |
1,059.5 |
1,088.2 |
1,149.5 |
|
| S4 |
1,014.5 |
1,043.2 |
1,137.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,165.8 |
1,120.8 |
45.0 |
3.9% |
15.2 |
1.3% |
91% |
True |
False |
97,080 |
| 10 |
1,165.8 |
1,089.6 |
76.2 |
6.6% |
15.5 |
1.3% |
95% |
True |
False |
98,760 |
| 20 |
1,165.8 |
1,086.1 |
79.7 |
6.9% |
16.0 |
1.4% |
95% |
True |
False |
61,739 |
| 40 |
1,165.8 |
1,074.5 |
91.3 |
7.9% |
17.8 |
1.5% |
96% |
True |
False |
34,747 |
| 60 |
1,165.8 |
1,045.6 |
120.2 |
10.3% |
18.9 |
1.6% |
97% |
True |
False |
24,607 |
| 80 |
1,165.8 |
1,045.6 |
120.2 |
10.3% |
18.9 |
1.6% |
97% |
True |
False |
19,172 |
| 100 |
1,230.0 |
1,045.6 |
184.4 |
15.9% |
20.2 |
1.7% |
63% |
False |
False |
15,859 |
| 120 |
1,230.0 |
1,030.0 |
200.0 |
17.2% |
19.2 |
1.7% |
66% |
False |
False |
13,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,231.3 |
|
2.618 |
1,206.1 |
|
1.618 |
1,190.7 |
|
1.000 |
1,181.2 |
|
0.618 |
1,175.3 |
|
HIGH |
1,165.8 |
|
0.618 |
1,159.9 |
|
0.500 |
1,158.1 |
|
0.382 |
1,156.3 |
|
LOW |
1,150.4 |
|
0.618 |
1,140.9 |
|
1.000 |
1,135.0 |
|
1.618 |
1,125.5 |
|
2.618 |
1,110.1 |
|
4.250 |
1,085.0 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,160.6 |
1,157.8 |
| PP |
1,159.4 |
1,153.7 |
| S1 |
1,158.1 |
1,149.6 |
|