| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
10,898 |
10,910 |
12 |
0.1% |
10,805 |
| High |
10,928 |
10,927 |
-1 |
0.0% |
10,899 |
| Low |
10,866 |
10,867 |
1 |
0.0% |
10,771 |
| Close |
10,909 |
10,913 |
4 |
0.0% |
10,860 |
| Range |
62 |
60 |
-2 |
-3.2% |
128 |
| ATR |
98 |
96 |
-3 |
-2.8% |
0 |
| Volume |
3,973 |
65,916 |
61,943 |
1,559.1% |
425,160 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,082 |
11,058 |
10,946 |
|
| R3 |
11,022 |
10,998 |
10,930 |
|
| R2 |
10,962 |
10,962 |
10,924 |
|
| R1 |
10,938 |
10,938 |
10,919 |
10,950 |
| PP |
10,902 |
10,902 |
10,902 |
10,909 |
| S1 |
10,878 |
10,878 |
10,908 |
10,890 |
| S2 |
10,842 |
10,842 |
10,902 |
|
| S3 |
10,782 |
10,818 |
10,897 |
|
| S4 |
10,722 |
10,758 |
10,880 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,227 |
11,172 |
10,931 |
|
| R3 |
11,099 |
11,044 |
10,895 |
|
| R2 |
10,971 |
10,971 |
10,884 |
|
| R1 |
10,916 |
10,916 |
10,872 |
10,944 |
| PP |
10,843 |
10,843 |
10,843 |
10,857 |
| S1 |
10,788 |
10,788 |
10,848 |
10,816 |
| S2 |
10,715 |
10,715 |
10,837 |
|
| S3 |
10,587 |
10,660 |
10,825 |
|
| S4 |
10,459 |
10,532 |
10,790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,928 |
10,771 |
157 |
1.4% |
75 |
0.7% |
90% |
False |
False |
73,339 |
| 10 |
10,928 |
10,717 |
211 |
1.9% |
83 |
0.8% |
93% |
False |
False |
98,896 |
| 20 |
10,928 |
10,442 |
486 |
4.5% |
87 |
0.8% |
97% |
False |
False |
85,327 |
| 40 |
10,928 |
9,806 |
1,122 |
10.3% |
108 |
1.0% |
99% |
False |
False |
42,868 |
| 60 |
10,928 |
9,731 |
1,197 |
11.0% |
124 |
1.1% |
99% |
False |
False |
28,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,182 |
|
2.618 |
11,084 |
|
1.618 |
11,024 |
|
1.000 |
10,987 |
|
0.618 |
10,964 |
|
HIGH |
10,927 |
|
0.618 |
10,904 |
|
0.500 |
10,897 |
|
0.382 |
10,890 |
|
LOW |
10,867 |
|
0.618 |
10,830 |
|
1.000 |
10,807 |
|
1.618 |
10,770 |
|
2.618 |
10,710 |
|
4.250 |
10,612 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,908 |
10,898 |
| PP |
10,902 |
10,882 |
| S1 |
10,897 |
10,867 |
|