| Trading Metrics calculated at close of trading on 07-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,130.8 |
1,135.8 |
5.0 |
0.4% |
1,110.4 |
| High |
1,138.5 |
1,153.0 |
14.5 |
1.3% |
1,127.7 |
| Low |
1,122.7 |
1,132.6 |
9.9 |
0.9% |
1,101.5 |
| Close |
1,135.1 |
1,152.3 |
17.2 |
1.5% |
1,125.1 |
| Range |
15.8 |
20.4 |
4.6 |
29.1% |
26.2 |
| ATR |
17.0 |
17.2 |
0.2 |
1.4% |
0.0 |
| Volume |
567 |
2,490 |
1,923 |
339.2% |
398,951 |
|
| Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,207.2 |
1,200.1 |
1,163.5 |
|
| R3 |
1,186.8 |
1,179.7 |
1,157.9 |
|
| R2 |
1,166.4 |
1,166.4 |
1,156.0 |
|
| R1 |
1,159.3 |
1,159.3 |
1,154.2 |
1,162.9 |
| PP |
1,146.0 |
1,146.0 |
1,146.0 |
1,147.7 |
| S1 |
1,138.9 |
1,138.9 |
1,150.4 |
1,142.5 |
| S2 |
1,125.6 |
1,125.6 |
1,148.6 |
|
| S3 |
1,105.2 |
1,118.5 |
1,146.7 |
|
| S4 |
1,084.8 |
1,098.1 |
1,141.1 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,196.7 |
1,187.1 |
1,139.5 |
|
| R3 |
1,170.5 |
1,160.9 |
1,132.3 |
|
| R2 |
1,144.3 |
1,144.3 |
1,129.9 |
|
| R1 |
1,134.7 |
1,134.7 |
1,127.5 |
1,139.5 |
| PP |
1,118.1 |
1,118.1 |
1,118.1 |
1,120.5 |
| S1 |
1,108.5 |
1,108.5 |
1,122.7 |
1,113.3 |
| S2 |
1,091.9 |
1,091.9 |
1,120.3 |
|
| S3 |
1,065.7 |
1,082.3 |
1,117.9 |
|
| S4 |
1,039.5 |
1,056.1 |
1,110.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,153.0 |
1,102.0 |
51.0 |
4.4% |
16.5 |
1.4% |
99% |
True |
False |
13,108 |
| 10 |
1,153.0 |
1,084.8 |
68.2 |
5.9% |
15.8 |
1.4% |
99% |
True |
False |
88,555 |
| 20 |
1,153.0 |
1,084.8 |
68.2 |
5.9% |
16.5 |
1.4% |
99% |
True |
False |
119,995 |
| 40 |
1,153.0 |
1,062.1 |
90.9 |
7.9% |
18.4 |
1.6% |
99% |
True |
False |
141,912 |
| 60 |
1,166.7 |
1,044.5 |
122.2 |
10.6% |
20.0 |
1.7% |
88% |
False |
False |
127,763 |
| 80 |
1,166.7 |
1,044.5 |
122.2 |
10.6% |
20.0 |
1.7% |
88% |
False |
False |
97,243 |
| 100 |
1,229.0 |
1,044.5 |
184.5 |
16.0% |
21.1 |
1.8% |
58% |
False |
False |
78,617 |
| 120 |
1,229.0 |
1,029.0 |
200.0 |
17.4% |
20.3 |
1.8% |
62% |
False |
False |
65,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,239.7 |
|
2.618 |
1,206.4 |
|
1.618 |
1,186.0 |
|
1.000 |
1,173.4 |
|
0.618 |
1,165.6 |
|
HIGH |
1,153.0 |
|
0.618 |
1,145.2 |
|
0.500 |
1,142.8 |
|
0.382 |
1,140.4 |
|
LOW |
1,132.6 |
|
0.618 |
1,120.0 |
|
1.000 |
1,112.2 |
|
1.618 |
1,099.6 |
|
2.618 |
1,079.2 |
|
4.250 |
1,045.9 |
|
|
| Fisher Pivots for day following 07-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,149.1 |
1,147.0 |
| PP |
1,146.0 |
1,141.7 |
| S1 |
1,142.8 |
1,136.5 |
|