| 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 |
10,927.45 |
10,972.49 |
45.04 |
0.4% |
10,849.23 |
| High |
10,988.06 |
10,987.38 |
-0.68 |
0.0% |
10,956.39 |
| Low |
10,923.97 |
10,927.52 |
3.55 |
0.0% |
10,832.83 |
| Close |
10,973.55 |
10,969.99 |
-3.56 |
0.0% |
10,927.07 |
| Range |
64.09 |
59.86 |
-4.23 |
-6.6% |
123.56 |
| ATR |
91.67 |
89.40 |
-2.27 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,141.21 |
11,115.46 |
11,002.91 |
|
| R3 |
11,081.35 |
11,055.60 |
10,986.45 |
|
| R2 |
11,021.49 |
11,021.49 |
10,980.96 |
|
| R1 |
10,995.74 |
10,995.74 |
10,975.48 |
10,978.69 |
| PP |
10,961.63 |
10,961.63 |
10,961.63 |
10,953.10 |
| S1 |
10,935.88 |
10,935.88 |
10,964.50 |
10,918.83 |
| S2 |
10,901.77 |
10,901.77 |
10,959.02 |
|
| S3 |
10,841.91 |
10,876.02 |
10,953.53 |
|
| S4 |
10,782.05 |
10,816.16 |
10,937.07 |
|
|
| 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% |
74.20 |
0.7% |
88% |
False |
False |
|
| 10 |
10,988.06 |
10,784.76 |
203.30 |
1.9% |
82.42 |
0.8% |
91% |
False |
False |
|
| 20 |
10,988.06 |
10,507.17 |
480.89 |
4.4% |
82.83 |
0.8% |
96% |
False |
False |
|
| 40 |
10,988.06 |
9,904.09 |
1,083.97 |
9.9% |
99.55 |
0.9% |
98% |
False |
False |
|
| 60 |
10,988.06 |
9,835.09 |
1,152.97 |
10.5% |
115.24 |
1.1% |
98% |
False |
False |
|
| 80 |
10,988.06 |
9,835.09 |
1,152.97 |
10.5% |
107.64 |
1.0% |
98% |
False |
False |
|
| 100 |
10,988.06 |
9,835.09 |
1,152.97 |
10.5% |
110.73 |
1.0% |
98% |
False |
False |
|
| 120 |
10,988.06 |
9,678.95 |
1,309.11 |
11.9% |
118.29 |
1.1% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,241.79 |
|
2.618 |
11,144.09 |
|
1.618 |
11,084.23 |
|
1.000 |
11,047.24 |
|
0.618 |
11,024.37 |
|
HIGH |
10,987.38 |
|
0.618 |
10,964.51 |
|
0.500 |
10,957.45 |
|
0.382 |
10,950.39 |
|
LOW |
10,927.52 |
|
0.618 |
10,890.53 |
|
1.000 |
10,867.66 |
|
1.618 |
10,830.67 |
|
2.618 |
10,770.81 |
|
4.250 |
10,673.12 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,965.81 |
10,954.22 |
| PP |
10,961.63 |
10,938.45 |
| S1 |
10,957.45 |
10,922.69 |
|