| Trading Metrics calculated at close of trading on 09-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
10,845 |
10,881 |
36 |
0.3% |
10,898 |
| High |
10,898 |
10,956 |
58 |
0.5% |
10,956 |
| Low |
10,791 |
10,875 |
84 |
0.8% |
10,791 |
| Close |
10,884 |
10,953 |
69 |
0.6% |
10,953 |
| Range |
107 |
81 |
-26 |
-24.3% |
165 |
| ATR |
98 |
97 |
-1 |
-1.2% |
0 |
| Volume |
149,803 |
110,072 |
-39,731 |
-26.5% |
407,851 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,171 |
11,143 |
10,998 |
|
| R3 |
11,090 |
11,062 |
10,975 |
|
| R2 |
11,009 |
11,009 |
10,968 |
|
| R1 |
10,981 |
10,981 |
10,961 |
10,995 |
| PP |
10,928 |
10,928 |
10,928 |
10,935 |
| S1 |
10,900 |
10,900 |
10,946 |
10,914 |
| S2 |
10,847 |
10,847 |
10,938 |
|
| S3 |
10,766 |
10,819 |
10,931 |
|
| S4 |
10,685 |
10,738 |
10,909 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,395 |
11,339 |
11,044 |
|
| R3 |
11,230 |
11,174 |
10,999 |
|
| R2 |
11,065 |
11,065 |
10,983 |
|
| R1 |
11,009 |
11,009 |
10,968 |
11,037 |
| PP |
10,900 |
10,900 |
10,900 |
10,914 |
| S1 |
10,844 |
10,844 |
10,938 |
10,872 |
| S2 |
10,735 |
10,735 |
10,923 |
|
| S3 |
10,570 |
10,679 |
10,908 |
|
| S4 |
10,405 |
10,514 |
10,862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,956 |
10,791 |
165 |
1.5% |
86 |
0.8% |
98% |
True |
False |
81,570 |
| 10 |
10,956 |
10,753 |
203 |
1.9% |
83 |
0.8% |
99% |
True |
False |
97,194 |
| 20 |
10,956 |
10,508 |
448 |
4.1% |
89 |
0.8% |
99% |
True |
False |
101,863 |
| 40 |
10,956 |
9,880 |
1,076 |
9.8% |
104 |
0.9% |
100% |
True |
False |
51,307 |
| 60 |
10,956 |
9,731 |
1,225 |
11.2% |
125 |
1.1% |
100% |
True |
False |
34,241 |
| 80 |
10,956 |
9,731 |
1,225 |
11.2% |
114 |
1.0% |
100% |
True |
False |
25,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,300 |
|
2.618 |
11,168 |
|
1.618 |
11,087 |
|
1.000 |
11,037 |
|
0.618 |
11,006 |
|
HIGH |
10,956 |
|
0.618 |
10,925 |
|
0.500 |
10,916 |
|
0.382 |
10,906 |
|
LOW |
10,875 |
|
0.618 |
10,825 |
|
1.000 |
10,794 |
|
1.618 |
10,744 |
|
2.618 |
10,663 |
|
4.250 |
10,531 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,941 |
10,927 |
| PP |
10,928 |
10,900 |
| S1 |
10,916 |
10,874 |
|