| Trading Metrics calculated at close of trading on 12-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,151.8 |
1,161.9 |
10.1 |
0.9% |
1,122.0 |
| High |
1,165.8 |
1,170.7 |
4.9 |
0.4% |
1,165.8 |
| Low |
1,150.4 |
1,154.8 |
4.4 |
0.4% |
1,120.8 |
| Close |
1,161.9 |
1,162.2 |
0.3 |
0.0% |
1,161.9 |
| Range |
15.4 |
15.9 |
0.5 |
3.2% |
45.0 |
| ATR |
16.6 |
16.6 |
-0.1 |
-0.3% |
0.0 |
| Volume |
119,675 |
134,636 |
14,961 |
12.5% |
485,404 |
|
| Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,210.3 |
1,202.1 |
1,170.9 |
|
| R3 |
1,194.4 |
1,186.2 |
1,166.6 |
|
| R2 |
1,178.5 |
1,178.5 |
1,165.1 |
|
| R1 |
1,170.3 |
1,170.3 |
1,163.7 |
1,174.4 |
| PP |
1,162.6 |
1,162.6 |
1,162.6 |
1,164.6 |
| S1 |
1,154.4 |
1,154.4 |
1,160.7 |
1,158.5 |
| S2 |
1,146.7 |
1,146.7 |
1,159.3 |
|
| S3 |
1,130.8 |
1,138.5 |
1,157.8 |
|
| S4 |
1,114.9 |
1,122.6 |
1,153.5 |
|
|
| 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 |
1,170.7 |
1,123.5 |
47.2 |
4.1% |
15.7 |
1.4% |
82% |
True |
False |
124,008 |
| 10 |
1,170.7 |
1,102.4 |
68.3 |
5.9% |
14.9 |
1.3% |
88% |
True |
False |
106,342 |
| 20 |
1,170.7 |
1,086.1 |
84.6 |
7.3% |
15.7 |
1.4% |
90% |
True |
False |
67,881 |
| 40 |
1,170.7 |
1,079.6 |
91.1 |
7.8% |
17.6 |
1.5% |
91% |
True |
False |
38,035 |
| 60 |
1,170.7 |
1,045.6 |
125.1 |
10.8% |
18.8 |
1.6% |
93% |
True |
False |
26,748 |
| 80 |
1,170.7 |
1,045.6 |
125.1 |
10.8% |
18.9 |
1.6% |
93% |
True |
False |
20,828 |
| 100 |
1,230.0 |
1,045.6 |
184.4 |
15.9% |
20.2 |
1.7% |
63% |
False |
False |
17,187 |
| 120 |
1,230.0 |
1,030.0 |
200.0 |
17.2% |
19.3 |
1.7% |
66% |
False |
False |
14,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,238.3 |
|
2.618 |
1,212.3 |
|
1.618 |
1,196.4 |
|
1.000 |
1,186.6 |
|
0.618 |
1,180.5 |
|
HIGH |
1,170.7 |
|
0.618 |
1,164.6 |
|
0.500 |
1,162.8 |
|
0.382 |
1,160.9 |
|
LOW |
1,154.8 |
|
0.618 |
1,145.0 |
|
1.000 |
1,138.9 |
|
1.618 |
1,129.1 |
|
2.618 |
1,113.2 |
|
4.250 |
1,087.2 |
|
|
| Fisher Pivots for day following 12-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,162.8 |
1,160.7 |
| PP |
1,162.6 |
1,159.1 |
| S1 |
1,162.4 |
1,157.6 |
|