| Trading Metrics calculated at close of trading on 12-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
10,926.92 |
10,996.75 |
69.83 |
0.6% |
10,927.45 |
| High |
11,000.98 |
11,029.77 |
28.79 |
0.3% |
11,000.98 |
| Low |
10,926.92 |
10,992.21 |
65.29 |
0.6% |
10,844.09 |
| Close |
10,997.35 |
11,005.97 |
8.62 |
0.1% |
10,997.35 |
| Range |
74.06 |
37.56 |
-36.50 |
-49.3% |
156.89 |
| ATR |
91.52 |
87.67 |
-3.85 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,122.00 |
11,101.54 |
11,026.63 |
|
| R3 |
11,084.44 |
11,063.98 |
11,016.30 |
|
| R2 |
11,046.88 |
11,046.88 |
11,012.86 |
|
| R1 |
11,026.42 |
11,026.42 |
11,009.41 |
11,036.65 |
| PP |
11,009.32 |
11,009.32 |
11,009.32 |
11,014.43 |
| S1 |
10,988.86 |
10,988.86 |
11,002.53 |
10,999.09 |
| S2 |
10,971.76 |
10,971.76 |
10,999.08 |
|
| S3 |
10,934.20 |
10,951.30 |
10,995.64 |
|
| S4 |
10,896.64 |
10,913.74 |
10,985.31 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,418.14 |
11,364.64 |
11,083.64 |
|
| R3 |
11,261.25 |
11,207.75 |
11,040.49 |
|
| R2 |
11,104.36 |
11,104.36 |
11,026.11 |
|
| R1 |
11,050.86 |
11,050.86 |
11,011.73 |
11,077.61 |
| PP |
10,947.47 |
10,947.47 |
10,947.47 |
10,960.85 |
| S1 |
10,893.97 |
10,893.97 |
10,982.97 |
10,920.72 |
| S2 |
10,790.58 |
10,790.58 |
10,968.59 |
|
| S3 |
10,633.69 |
10,737.08 |
10,954.21 |
|
| S4 |
10,476.80 |
10,580.19 |
10,911.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,029.77 |
10,844.09 |
185.68 |
1.7% |
78.79 |
0.7% |
87% |
True |
False |
|
| 10 |
11,029.77 |
10,832.83 |
196.94 |
1.8% |
77.25 |
0.7% |
88% |
True |
False |
|
| 20 |
11,029.77 |
10,570.51 |
459.26 |
4.2% |
84.10 |
0.8% |
95% |
True |
False |
|
| 40 |
11,029.77 |
9,983.82 |
1,045.95 |
9.5% |
91.37 |
0.8% |
98% |
True |
False |
|
| 60 |
11,029.77 |
9,835.09 |
1,194.68 |
10.9% |
115.16 |
1.0% |
98% |
True |
False |
|
| 80 |
11,029.77 |
9,835.09 |
1,194.68 |
10.9% |
107.53 |
1.0% |
98% |
True |
False |
|
| 100 |
11,029.77 |
9,835.09 |
1,194.68 |
10.9% |
109.85 |
1.0% |
98% |
True |
False |
|
| 120 |
11,029.77 |
9,678.95 |
1,350.82 |
12.3% |
117.39 |
1.1% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,189.40 |
|
2.618 |
11,128.10 |
|
1.618 |
11,090.54 |
|
1.000 |
11,067.33 |
|
0.618 |
11,052.98 |
|
HIGH |
11,029.77 |
|
0.618 |
11,015.42 |
|
0.500 |
11,010.99 |
|
0.382 |
11,006.56 |
|
LOW |
10,992.21 |
|
0.618 |
10,969.00 |
|
1.000 |
10,954.65 |
|
1.618 |
10,931.44 |
|
2.618 |
10,893.88 |
|
4.250 |
10,832.58 |
|
|
| Fisher Pivots for day following 12-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,010.99 |
10,982.96 |
| PP |
11,009.32 |
10,959.94 |
| S1 |
11,007.64 |
10,936.93 |
|