| Trading Metrics calculated at close of trading on 08-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
10,961.95 |
10,896.99 |
-64.96 |
-0.6% |
10,849.23 |
| High |
10,962.66 |
10,949.36 |
-13.30 |
-0.1% |
10,956.39 |
| Low |
10,845.45 |
10,844.09 |
-1.36 |
0.0% |
10,832.83 |
| Close |
10,897.52 |
10,927.07 |
29.55 |
0.3% |
10,927.07 |
| Range |
117.21 |
105.27 |
-11.94 |
-10.2% |
123.56 |
| ATR |
91.91 |
92.87 |
0.95 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,222.65 |
11,180.13 |
10,984.97 |
|
| R3 |
11,117.38 |
11,074.86 |
10,956.02 |
|
| R2 |
11,012.11 |
11,012.11 |
10,946.37 |
|
| R1 |
10,969.59 |
10,969.59 |
10,936.72 |
10,990.85 |
| PP |
10,906.84 |
10,906.84 |
10,906.84 |
10,917.47 |
| S1 |
10,864.32 |
10,864.32 |
10,917.42 |
10,885.58 |
| S2 |
10,801.57 |
10,801.57 |
10,907.77 |
|
| S3 |
10,696.30 |
10,759.05 |
10,898.12 |
|
| S4 |
10,591.03 |
10,653.78 |
10,869.17 |
|
|
| 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 |
10,844.09 |
143.97 |
1.3% |
89.10 |
0.8% |
58% |
False |
True |
|
| 10 |
10,988.06 |
10,816.43 |
171.63 |
1.6% |
87.51 |
0.8% |
64% |
False |
False |
|
| 20 |
10,988.06 |
10,507.17 |
480.89 |
4.4% |
86.26 |
0.8% |
87% |
False |
False |
|
| 40 |
10,988.06 |
9,962.96 |
1,025.10 |
9.4% |
96.26 |
0.9% |
94% |
False |
False |
|
| 60 |
10,988.06 |
9,835.09 |
1,152.97 |
10.6% |
116.45 |
1.1% |
95% |
False |
False |
|
| 80 |
10,988.06 |
9,835.09 |
1,152.97 |
10.6% |
107.72 |
1.0% |
95% |
False |
False |
|
| 100 |
10,988.06 |
9,835.09 |
1,152.97 |
10.6% |
111.37 |
1.0% |
95% |
False |
False |
|
| 120 |
10,988.06 |
9,678.95 |
1,309.11 |
12.0% |
118.19 |
1.1% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,396.76 |
|
2.618 |
11,224.96 |
|
1.618 |
11,119.69 |
|
1.000 |
11,054.63 |
|
0.618 |
11,014.42 |
|
HIGH |
10,949.36 |
|
0.618 |
10,909.15 |
|
0.500 |
10,896.73 |
|
0.382 |
10,884.30 |
|
LOW |
10,844.09 |
|
0.618 |
10,779.03 |
|
1.000 |
10,738.82 |
|
1.618 |
10,673.76 |
|
2.618 |
10,568.49 |
|
4.250 |
10,396.69 |
|
|
| Fisher Pivots for day following 08-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,916.96 |
10,923.29 |
| PP |
10,906.84 |
10,919.51 |
| S1 |
10,896.73 |
10,915.74 |
|