| Trading Metrics calculated at close of trading on 05-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
10,857.31 |
10,927.45 |
70.14 |
0.6% |
10,849.23 |
| High |
10,956.39 |
10,988.06 |
31.67 |
0.3% |
10,956.39 |
| Low |
10,857.31 |
10,923.97 |
66.66 |
0.6% |
10,832.83 |
| Close |
10,927.07 |
10,973.55 |
46.48 |
0.4% |
10,927.07 |
| Range |
99.08 |
64.09 |
-34.99 |
-35.3% |
123.56 |
| ATR |
93.80 |
91.67 |
-2.12 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,154.13 |
11,127.93 |
11,008.80 |
|
| R3 |
11,090.04 |
11,063.84 |
10,991.17 |
|
| R2 |
11,025.95 |
11,025.95 |
10,985.30 |
|
| R1 |
10,999.75 |
10,999.75 |
10,979.42 |
11,012.85 |
| PP |
10,961.86 |
10,961.86 |
10,961.86 |
10,968.41 |
| S1 |
10,935.66 |
10,935.66 |
10,967.68 |
10,948.76 |
| S2 |
10,897.77 |
10,897.77 |
10,961.80 |
|
| S3 |
10,833.68 |
10,871.57 |
10,955.93 |
|
| S4 |
10,769.59 |
10,807.48 |
10,938.30 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,276.11 |
11,225.15 |
10,995.03 |
|
| R3 |
11,152.55 |
11,101.59 |
10,961.05 |
|
| R2 |
11,028.99 |
11,028.99 |
10,949.72 |
|
| R1 |
10,978.03 |
10,978.03 |
10,938.40 |
11,003.51 |
| PP |
10,905.43 |
10,905.43 |
10,905.43 |
10,918.17 |
| S1 |
10,854.47 |
10,854.47 |
10,915.74 |
10,879.95 |
| S2 |
10,781.87 |
10,781.87 |
10,904.42 |
|
| S3 |
10,658.31 |
10,730.91 |
10,893.09 |
|
| S4 |
10,534.75 |
10,607.35 |
10,859.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,988.06 |
10,832.83 |
155.23 |
1.4% |
75.71 |
0.7% |
91% |
True |
False |
|
| 10 |
10,988.06 |
10,695.13 |
292.93 |
2.7% |
87.91 |
0.8% |
95% |
True |
False |
|
| 20 |
10,988.06 |
10,507.17 |
480.89 |
4.4% |
82.10 |
0.7% |
97% |
True |
False |
|
| 40 |
10,988.06 |
9,835.09 |
1,152.97 |
10.5% |
102.97 |
0.9% |
99% |
True |
False |
|
| 60 |
10,988.06 |
9,835.09 |
1,152.97 |
10.5% |
116.03 |
1.1% |
99% |
True |
False |
|
| 80 |
10,988.06 |
9,835.09 |
1,152.97 |
10.5% |
108.59 |
1.0% |
99% |
True |
False |
|
| 100 |
10,988.06 |
9,835.09 |
1,152.97 |
10.5% |
112.21 |
1.0% |
99% |
True |
False |
|
| 120 |
10,988.06 |
9,678.95 |
1,309.11 |
11.9% |
118.47 |
1.1% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,260.44 |
|
2.618 |
11,155.85 |
|
1.618 |
11,091.76 |
|
1.000 |
11,052.15 |
|
0.618 |
11,027.67 |
|
HIGH |
10,988.06 |
|
0.618 |
10,963.58 |
|
0.500 |
10,956.02 |
|
0.382 |
10,948.45 |
|
LOW |
10,923.97 |
|
0.618 |
10,884.36 |
|
1.000 |
10,859.88 |
|
1.618 |
10,820.27 |
|
2.618 |
10,756.18 |
|
4.250 |
10,651.59 |
|
|
| Fisher Pivots for day following 05-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,967.71 |
10,952.52 |
| PP |
10,961.86 |
10,931.48 |
| S1 |
10,956.02 |
10,910.45 |
|