| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,880.0 |
2,921.0 |
41.0 |
1.4% |
2,877.0 |
| High |
2,914.0 |
2,928.0 |
14.0 |
0.5% |
2,914.0 |
| Low |
2,874.0 |
2,892.0 |
18.0 |
0.6% |
2,837.0 |
| Close |
2,902.0 |
2,914.0 |
12.0 |
0.4% |
2,902.0 |
| Range |
40.0 |
36.0 |
-4.0 |
-10.0% |
77.0 |
| ATR |
44.8 |
44.2 |
-0.6 |
-1.4% |
0.0 |
| Volume |
971,309 |
761,158 |
-210,151 |
-21.6% |
3,725,068 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,019.3 |
3,002.7 |
2,933.8 |
|
| R3 |
2,983.3 |
2,966.7 |
2,923.9 |
|
| R2 |
2,947.3 |
2,947.3 |
2,920.6 |
|
| R1 |
2,930.7 |
2,930.7 |
2,917.3 |
2,921.0 |
| PP |
2,911.3 |
2,911.3 |
2,911.3 |
2,906.5 |
| S1 |
2,894.7 |
2,894.7 |
2,910.7 |
2,885.0 |
| S2 |
2,875.3 |
2,875.3 |
2,907.4 |
|
| S3 |
2,839.3 |
2,858.7 |
2,904.1 |
|
| S4 |
2,803.3 |
2,822.7 |
2,894.2 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,115.3 |
3,085.7 |
2,944.4 |
|
| R3 |
3,038.3 |
3,008.7 |
2,923.2 |
|
| R2 |
2,961.3 |
2,961.3 |
2,916.1 |
|
| R1 |
2,931.7 |
2,931.7 |
2,909.1 |
2,946.5 |
| PP |
2,884.3 |
2,884.3 |
2,884.3 |
2,891.8 |
| S1 |
2,854.7 |
2,854.7 |
2,894.9 |
2,869.5 |
| S2 |
2,807.3 |
2,807.3 |
2,887.9 |
|
| S3 |
2,730.3 |
2,777.7 |
2,880.8 |
|
| S4 |
2,653.3 |
2,700.7 |
2,859.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,928.0 |
2,837.0 |
91.0 |
3.1% |
37.4 |
1.3% |
85% |
True |
False |
897,245 |
| 10 |
2,928.0 |
2,776.0 |
152.0 |
5.2% |
41.5 |
1.4% |
91% |
True |
False |
1,031,158 |
| 20 |
2,928.0 |
2,776.0 |
152.0 |
5.2% |
36.9 |
1.3% |
91% |
True |
False |
796,584 |
| 40 |
2,928.0 |
2,545.0 |
383.0 |
13.1% |
43.4 |
1.5% |
96% |
True |
False |
401,071 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
15.3% |
51.0 |
1.8% |
86% |
False |
False |
268,329 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.3% |
47.4 |
1.6% |
86% |
False |
False |
202,758 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.3% |
45.0 |
1.5% |
86% |
False |
False |
162,387 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.3% |
47.3 |
1.6% |
86% |
False |
False |
135,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,081.0 |
|
2.618 |
3,022.2 |
|
1.618 |
2,986.2 |
|
1.000 |
2,964.0 |
|
0.618 |
2,950.2 |
|
HIGH |
2,928.0 |
|
0.618 |
2,914.2 |
|
0.500 |
2,910.0 |
|
0.382 |
2,905.8 |
|
LOW |
2,892.0 |
|
0.618 |
2,869.8 |
|
1.000 |
2,856.0 |
|
1.618 |
2,833.8 |
|
2.618 |
2,797.8 |
|
4.250 |
2,739.0 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,912.7 |
2,903.5 |
| PP |
2,911.3 |
2,893.0 |
| S1 |
2,910.0 |
2,882.5 |
|