| Trading Metrics calculated at close of trading on 01-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,873.0 |
2,880.0 |
7.0 |
0.2% |
2,814.0 |
| High |
2,877.0 |
2,914.0 |
37.0 |
1.3% |
2,884.0 |
| Low |
2,837.0 |
2,874.0 |
37.0 |
1.3% |
2,776.0 |
| Close |
2,851.0 |
2,902.0 |
51.0 |
1.8% |
2,864.0 |
| Range |
40.0 |
40.0 |
0.0 |
0.0% |
108.0 |
| ATR |
43.4 |
44.8 |
1.4 |
3.2% |
0.0 |
| Volume |
1,143,625 |
971,309 |
-172,316 |
-15.1% |
5,825,362 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016.7 |
2,999.3 |
2,924.0 |
|
| R3 |
2,976.7 |
2,959.3 |
2,913.0 |
|
| R2 |
2,936.7 |
2,936.7 |
2,909.3 |
|
| R1 |
2,919.3 |
2,919.3 |
2,905.7 |
2,928.0 |
| PP |
2,896.7 |
2,896.7 |
2,896.7 |
2,901.0 |
| S1 |
2,879.3 |
2,879.3 |
2,898.3 |
2,888.0 |
| S2 |
2,856.7 |
2,856.7 |
2,894.7 |
|
| S3 |
2,816.7 |
2,839.3 |
2,891.0 |
|
| S4 |
2,776.7 |
2,799.3 |
2,880.0 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,165.3 |
3,122.7 |
2,923.4 |
|
| R3 |
3,057.3 |
3,014.7 |
2,893.7 |
|
| R2 |
2,949.3 |
2,949.3 |
2,883.8 |
|
| R1 |
2,906.7 |
2,906.7 |
2,873.9 |
2,928.0 |
| PP |
2,841.3 |
2,841.3 |
2,841.3 |
2,852.0 |
| S1 |
2,798.7 |
2,798.7 |
2,854.1 |
2,820.0 |
| S2 |
2,733.3 |
2,733.3 |
2,844.2 |
|
| S3 |
2,625.3 |
2,690.7 |
2,834.3 |
|
| S4 |
2,517.3 |
2,582.7 |
2,804.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,914.0 |
2,837.0 |
77.0 |
2.7% |
35.4 |
1.2% |
84% |
True |
False |
950,241 |
| 10 |
2,914.0 |
2,776.0 |
138.0 |
4.8% |
43.0 |
1.5% |
91% |
True |
False |
1,087,470 |
| 20 |
2,914.0 |
2,750.0 |
164.0 |
5.7% |
39.0 |
1.3% |
93% |
True |
False |
760,153 |
| 40 |
2,914.0 |
2,528.0 |
386.0 |
13.3% |
45.1 |
1.6% |
97% |
True |
False |
382,434 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
15.4% |
50.9 |
1.8% |
84% |
False |
False |
255,658 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.4% |
47.3 |
1.6% |
84% |
False |
False |
193,292 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.4% |
45.2 |
1.6% |
84% |
False |
False |
154,780 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.4% |
47.3 |
1.6% |
84% |
False |
False |
129,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,084.0 |
|
2.618 |
3,018.7 |
|
1.618 |
2,978.7 |
|
1.000 |
2,954.0 |
|
0.618 |
2,938.7 |
|
HIGH |
2,914.0 |
|
0.618 |
2,898.7 |
|
0.500 |
2,894.0 |
|
0.382 |
2,889.3 |
|
LOW |
2,874.0 |
|
0.618 |
2,849.3 |
|
1.000 |
2,834.0 |
|
1.618 |
2,809.3 |
|
2.618 |
2,769.3 |
|
4.250 |
2,704.0 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,899.3 |
2,893.2 |
| PP |
2,896.7 |
2,884.3 |
| S1 |
2,894.0 |
2,875.5 |
|