| Trading Metrics calculated at close of trading on 07-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
10,910 |
10,910 |
0 |
0.0% |
10,805 |
| High |
10,927 |
10,912 |
-15 |
-0.1% |
10,899 |
| Low |
10,867 |
10,791 |
-76 |
-0.7% |
10,771 |
| Close |
10,913 |
10,849 |
-64 |
-0.6% |
10,860 |
| Range |
60 |
121 |
61 |
101.7% |
128 |
| ATR |
96 |
97 |
2 |
2.0% |
0 |
| Volume |
65,916 |
78,087 |
12,171 |
18.5% |
425,160 |
|
| Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,214 |
11,152 |
10,916 |
|
| R3 |
11,093 |
11,031 |
10,882 |
|
| R2 |
10,972 |
10,972 |
10,871 |
|
| R1 |
10,910 |
10,910 |
10,860 |
10,881 |
| PP |
10,851 |
10,851 |
10,851 |
10,836 |
| S1 |
10,789 |
10,789 |
10,838 |
10,760 |
| S2 |
10,730 |
10,730 |
10,827 |
|
| S3 |
10,609 |
10,668 |
10,816 |
|
| S4 |
10,488 |
10,547 |
10,783 |
|
|
| 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% |
84 |
0.8% |
50% |
False |
False |
72,328 |
| 10 |
10,928 |
10,753 |
175 |
1.6% |
83 |
0.8% |
55% |
False |
False |
94,931 |
| 20 |
10,928 |
10,444 |
484 |
4.5% |
88 |
0.8% |
84% |
False |
False |
89,167 |
| 40 |
10,928 |
9,820 |
1,108 |
10.2% |
108 |
1.0% |
93% |
False |
False |
44,816 |
| 60 |
10,928 |
9,731 |
1,197 |
11.0% |
125 |
1.1% |
93% |
False |
False |
29,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,426 |
|
2.618 |
11,229 |
|
1.618 |
11,108 |
|
1.000 |
11,033 |
|
0.618 |
10,987 |
|
HIGH |
10,912 |
|
0.618 |
10,866 |
|
0.500 |
10,852 |
|
0.382 |
10,837 |
|
LOW |
10,791 |
|
0.618 |
10,716 |
|
1.000 |
10,670 |
|
1.618 |
10,595 |
|
2.618 |
10,474 |
|
4.250 |
10,277 |
|
|
| Fisher Pivots for day following 07-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,852 |
10,860 |
| PP |
10,851 |
10,856 |
| S1 |
10,850 |
10,853 |
|