| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
5,648.5 |
5,709.0 |
60.5 |
1.1% |
5,679.0 |
| High |
5,704.5 |
5,742.5 |
38.0 |
0.7% |
5,704.5 |
| Low |
5,648.0 |
5,697.5 |
49.5 |
0.9% |
5,598.0 |
| Close |
5,682.5 |
5,730.5 |
48.0 |
0.8% |
5,682.5 |
| Range |
56.5 |
45.0 |
-11.5 |
-20.4% |
106.5 |
| ATR |
61.5 |
61.4 |
-0.1 |
-0.2% |
0.0 |
| Volume |
119,221 |
93,677 |
-25,544 |
-21.4% |
382,516 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,858.5 |
5,839.5 |
5,755.0 |
|
| R3 |
5,813.5 |
5,794.5 |
5,743.0 |
|
| R2 |
5,768.5 |
5,768.5 |
5,739.0 |
|
| R1 |
5,749.5 |
5,749.5 |
5,734.5 |
5,759.0 |
| PP |
5,723.5 |
5,723.5 |
5,723.5 |
5,728.0 |
| S1 |
5,704.5 |
5,704.5 |
5,726.5 |
5,714.0 |
| S2 |
5,678.5 |
5,678.5 |
5,722.0 |
|
| S3 |
5,633.5 |
5,659.5 |
5,718.0 |
|
| S4 |
5,588.5 |
5,614.5 |
5,706.0 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,981.0 |
5,938.5 |
5,741.0 |
|
| R3 |
5,874.5 |
5,832.0 |
5,712.0 |
|
| R2 |
5,768.0 |
5,768.0 |
5,702.0 |
|
| R1 |
5,725.5 |
5,725.5 |
5,692.5 |
5,747.0 |
| PP |
5,661.5 |
5,661.5 |
5,661.5 |
5,672.5 |
| S1 |
5,619.0 |
5,619.0 |
5,672.5 |
5,640.0 |
| S2 |
5,555.0 |
5,555.0 |
5,663.0 |
|
| S3 |
5,448.5 |
5,512.5 |
5,653.0 |
|
| S4 |
5,342.0 |
5,406.0 |
5,624.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,742.5 |
5,598.0 |
144.5 |
2.5% |
57.5 |
1.0% |
92% |
True |
False |
95,238 |
| 10 |
5,742.5 |
5,534.5 |
208.0 |
3.6% |
59.0 |
1.0% |
94% |
True |
False |
108,667 |
| 20 |
5,742.5 |
5,501.5 |
241.0 |
4.2% |
52.5 |
0.9% |
95% |
True |
False |
100,216 |
| 40 |
5,742.5 |
4,947.0 |
795.5 |
13.9% |
58.0 |
1.0% |
98% |
True |
False |
50,340 |
| 60 |
5,742.5 |
4,947.0 |
795.5 |
13.9% |
48.0 |
0.8% |
98% |
True |
False |
33,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,934.0 |
|
2.618 |
5,860.5 |
|
1.618 |
5,815.5 |
|
1.000 |
5,787.5 |
|
0.618 |
5,770.5 |
|
HIGH |
5,742.5 |
|
0.618 |
5,725.5 |
|
0.500 |
5,720.0 |
|
0.382 |
5,714.5 |
|
LOW |
5,697.5 |
|
0.618 |
5,669.5 |
|
1.000 |
5,652.5 |
|
1.618 |
5,624.5 |
|
2.618 |
5,579.5 |
|
4.250 |
5,506.0 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,727.0 |
5,710.5 |
| PP |
5,723.5 |
5,690.5 |
| S1 |
5,720.0 |
5,670.0 |
|