| Trading Metrics calculated at close of trading on 01-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116.95 |
117.80 |
0.85 |
0.7% |
115.31 |
| High |
117.52 |
118.25 |
0.73 |
0.6% |
118.17 |
| Low |
116.61 |
117.10 |
0.49 |
0.4% |
115.24 |
| Close |
117.00 |
117.80 |
0.80 |
0.7% |
116.58 |
| Range |
0.91 |
1.15 |
0.24 |
26.4% |
2.93 |
| ATR |
1.12 |
1.13 |
0.01 |
0.9% |
0.00 |
| Volume |
160,932,306 |
161,086,334 |
154,028 |
0.1% |
991,684,402 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.17 |
120.63 |
118.43 |
|
| R3 |
120.02 |
119.48 |
118.12 |
|
| R2 |
118.87 |
118.87 |
118.01 |
|
| R1 |
118.33 |
118.33 |
117.91 |
118.38 |
| PP |
117.72 |
117.72 |
117.72 |
117.74 |
| S1 |
117.18 |
117.18 |
117.69 |
117.23 |
| S2 |
116.57 |
116.57 |
117.59 |
|
| S3 |
115.42 |
116.03 |
117.48 |
|
| S4 |
114.27 |
114.88 |
117.17 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.44 |
123.94 |
118.19 |
|
| R3 |
122.52 |
121.01 |
117.39 |
|
| R2 |
119.59 |
119.59 |
117.12 |
|
| R1 |
118.09 |
118.09 |
116.85 |
118.84 |
| PP |
116.66 |
116.66 |
116.66 |
117.04 |
| S1 |
115.16 |
115.16 |
116.31 |
115.91 |
| S2 |
113.74 |
113.74 |
116.05 |
|
| S3 |
110.81 |
112.23 |
115.78 |
|
| S4 |
107.88 |
109.31 |
114.97 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.14 |
|
2.618 |
121.26 |
|
1.618 |
120.11 |
|
1.000 |
119.40 |
|
0.618 |
118.96 |
|
HIGH |
118.25 |
|
0.618 |
117.81 |
|
0.500 |
117.68 |
|
0.382 |
117.54 |
|
LOW |
117.10 |
|
0.618 |
116.39 |
|
1.000 |
115.95 |
|
1.618 |
115.24 |
|
2.618 |
114.09 |
|
4.250 |
112.21 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117.76 |
117.68 |
| PP |
117.72 |
117.55 |
| S1 |
117.68 |
117.43 |
|