| Trading Metrics calculated at close of trading on 09-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,146.4 |
1,150.7 |
4.3 |
0.4% |
1,122.3 |
| High |
1,152.3 |
1,164.8 |
12.5 |
1.1% |
1,164.8 |
| Low |
1,144.0 |
1,150.5 |
6.5 |
0.6% |
1,119.9 |
| Close |
1,152.2 |
1,161.1 |
8.9 |
0.8% |
1,161.1 |
| Range |
8.3 |
14.3 |
6.0 |
72.3% |
44.9 |
| ATR |
16.6 |
16.4 |
-0.2 |
-1.0% |
0.0 |
| Volume |
1,342 |
254 |
-1,088 |
-81.1% |
4,653 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,201.7 |
1,195.7 |
1,169.0 |
|
| R3 |
1,187.4 |
1,181.4 |
1,165.0 |
|
| R2 |
1,173.1 |
1,173.1 |
1,163.7 |
|
| R1 |
1,167.1 |
1,167.1 |
1,162.4 |
1,170.1 |
| PP |
1,158.8 |
1,158.8 |
1,158.8 |
1,160.3 |
| S1 |
1,152.8 |
1,152.8 |
1,159.8 |
1,155.8 |
| S2 |
1,144.5 |
1,144.5 |
1,158.5 |
|
| S3 |
1,130.2 |
1,138.5 |
1,157.2 |
|
| S4 |
1,115.9 |
1,124.2 |
1,153.2 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,283.3 |
1,267.1 |
1,185.8 |
|
| R3 |
1,238.4 |
1,222.2 |
1,173.4 |
|
| R2 |
1,193.5 |
1,193.5 |
1,169.3 |
|
| R1 |
1,177.3 |
1,177.3 |
1,165.2 |
1,185.4 |
| PP |
1,148.6 |
1,148.6 |
1,148.6 |
1,152.7 |
| S1 |
1,132.4 |
1,132.4 |
1,157.0 |
1,140.5 |
| S2 |
1,103.7 |
1,103.7 |
1,152.9 |
|
| S3 |
1,058.8 |
1,087.5 |
1,148.8 |
|
| S4 |
1,013.9 |
1,042.6 |
1,136.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,164.8 |
1,119.9 |
44.9 |
3.9% |
14.4 |
1.2% |
92% |
True |
False |
930 |
| 10 |
1,164.8 |
1,088.5 |
76.3 |
6.6% |
15.0 |
1.3% |
95% |
True |
False |
56,294 |
| 20 |
1,164.8 |
1,084.8 |
80.0 |
6.9% |
15.8 |
1.4% |
95% |
True |
False |
102,307 |
| 40 |
1,164.8 |
1,072.9 |
91.9 |
7.9% |
18.0 |
1.5% |
96% |
True |
False |
133,788 |
| 60 |
1,164.8 |
1,044.5 |
120.3 |
10.4% |
19.3 |
1.7% |
97% |
True |
False |
127,025 |
| 80 |
1,166.7 |
1,044.5 |
122.2 |
10.5% |
19.7 |
1.7% |
95% |
False |
False |
97,203 |
| 100 |
1,229.0 |
1,044.5 |
184.5 |
15.9% |
21.0 |
1.8% |
63% |
False |
False |
78,595 |
| 120 |
1,229.0 |
1,029.0 |
200.0 |
17.2% |
20.2 |
1.7% |
66% |
False |
False |
65,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,225.6 |
|
2.618 |
1,202.2 |
|
1.618 |
1,187.9 |
|
1.000 |
1,179.1 |
|
0.618 |
1,173.6 |
|
HIGH |
1,164.8 |
|
0.618 |
1,159.3 |
|
0.500 |
1,157.7 |
|
0.382 |
1,156.0 |
|
LOW |
1,150.5 |
|
0.618 |
1,141.7 |
|
1.000 |
1,136.2 |
|
1.618 |
1,127.4 |
|
2.618 |
1,113.1 |
|
4.250 |
1,089.7 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,160.0 |
1,157.0 |
| PP |
1,158.8 |
1,152.8 |
| S1 |
1,157.7 |
1,148.7 |
|