| Trading Metrics calculated at close of trading on 08-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
5,727.0 |
5,694.5 |
-32.5 |
-0.6% |
5,679.0 |
| High |
5,738.0 |
5,702.5 |
-35.5 |
-0.6% |
5,704.5 |
| Low |
5,682.0 |
5,637.5 |
-44.5 |
-0.8% |
5,598.0 |
| Close |
5,722.5 |
5,662.0 |
-60.5 |
-1.1% |
5,682.5 |
| Range |
56.0 |
65.0 |
9.0 |
16.1% |
106.5 |
| ATR |
61.0 |
62.7 |
1.7 |
2.8% |
0.0 |
| Volume |
97,155 |
83,648 |
-13,507 |
-13.9% |
382,516 |
|
| Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,862.5 |
5,827.0 |
5,698.0 |
|
| R3 |
5,797.5 |
5,762.0 |
5,680.0 |
|
| R2 |
5,732.5 |
5,732.5 |
5,674.0 |
|
| R1 |
5,697.0 |
5,697.0 |
5,668.0 |
5,682.0 |
| PP |
5,667.5 |
5,667.5 |
5,667.5 |
5,660.0 |
| S1 |
5,632.0 |
5,632.0 |
5,656.0 |
5,617.0 |
| S2 |
5,602.5 |
5,602.5 |
5,650.0 |
|
| S3 |
5,537.5 |
5,567.0 |
5,644.0 |
|
| S4 |
5,472.5 |
5,502.0 |
5,626.0 |
|
|
| 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 |
2.6% |
55.5 |
1.0% |
44% |
False |
False |
97,575 |
| 10 |
5,742.5 |
5,589.0 |
153.5 |
2.7% |
57.5 |
1.0% |
48% |
False |
False |
98,730 |
| 20 |
5,742.5 |
5,531.0 |
211.5 |
3.7% |
54.0 |
1.0% |
62% |
False |
False |
108,882 |
| 40 |
5,742.5 |
5,032.5 |
710.0 |
12.5% |
57.0 |
1.0% |
89% |
False |
False |
54,858 |
| 60 |
5,742.5 |
4,947.0 |
795.5 |
14.0% |
48.5 |
0.9% |
90% |
False |
False |
36,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,979.0 |
|
2.618 |
5,872.5 |
|
1.618 |
5,807.5 |
|
1.000 |
5,767.5 |
|
0.618 |
5,742.5 |
|
HIGH |
5,702.5 |
|
0.618 |
5,677.5 |
|
0.500 |
5,670.0 |
|
0.382 |
5,662.5 |
|
LOW |
5,637.5 |
|
0.618 |
5,597.5 |
|
1.000 |
5,572.5 |
|
1.618 |
5,532.5 |
|
2.618 |
5,467.5 |
|
4.250 |
5,361.0 |
|
|
| Fisher Pivots for day following 08-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,670.0 |
5,690.0 |
| PP |
5,667.5 |
5,680.5 |
| S1 |
5,664.5 |
5,671.5 |
|