| 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 |
2,893.0 |
2,885.0 |
-8.0 |
-0.3% |
2,921.0 |
| High |
2,893.0 |
2,927.0 |
34.0 |
1.2% |
2,928.0 |
| Low |
2,851.0 |
2,885.0 |
34.0 |
1.2% |
2,851.0 |
| Close |
2,871.0 |
2,923.0 |
52.0 |
1.8% |
2,923.0 |
| Range |
42.0 |
42.0 |
0.0 |
0.0% |
77.0 |
| ATR |
44.3 |
45.1 |
0.8 |
1.9% |
0.0 |
| Volume |
1,173,067 |
970,870 |
-202,197 |
-17.2% |
3,739,869 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,037.7 |
3,022.3 |
2,946.1 |
|
| R3 |
2,995.7 |
2,980.3 |
2,934.6 |
|
| R2 |
2,953.7 |
2,953.7 |
2,930.7 |
|
| R1 |
2,938.3 |
2,938.3 |
2,926.9 |
2,946.0 |
| PP |
2,911.7 |
2,911.7 |
2,911.7 |
2,915.5 |
| S1 |
2,896.3 |
2,896.3 |
2,919.2 |
2,904.0 |
| S2 |
2,869.7 |
2,869.7 |
2,915.3 |
|
| S3 |
2,827.7 |
2,854.3 |
2,911.5 |
|
| S4 |
2,785.7 |
2,812.3 |
2,899.9 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,131.7 |
3,104.3 |
2,965.4 |
|
| R3 |
3,054.7 |
3,027.3 |
2,944.2 |
|
| R2 |
2,977.7 |
2,977.7 |
2,937.1 |
|
| R1 |
2,950.3 |
2,950.3 |
2,930.1 |
2,964.0 |
| PP |
2,900.7 |
2,900.7 |
2,900.7 |
2,907.5 |
| S1 |
2,873.3 |
2,873.3 |
2,915.9 |
2,887.0 |
| S2 |
2,823.7 |
2,823.7 |
2,908.9 |
|
| S3 |
2,746.7 |
2,796.3 |
2,901.8 |
|
| S4 |
2,669.7 |
2,719.3 |
2,880.7 |
|
|
| 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 |
2,851.0 |
77.0 |
2.6% |
39.0 |
1.3% |
94% |
False |
False |
942,235 |
| 10 |
2,928.0 |
2,830.0 |
98.0 |
3.4% |
38.6 |
1.3% |
95% |
False |
False |
961,158 |
| 20 |
2,928.0 |
2,776.0 |
152.0 |
5.2% |
38.2 |
1.3% |
97% |
False |
False |
924,930 |
| 40 |
2,928.0 |
2,584.0 |
344.0 |
11.8% |
42.0 |
1.4% |
99% |
False |
False |
475,465 |
| 60 |
2,938.0 |
2,528.0 |
410.0 |
14.0% |
50.9 |
1.7% |
96% |
False |
False |
317,788 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.3% |
46.9 |
1.6% |
88% |
False |
False |
239,841 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.3% |
45.5 |
1.6% |
88% |
False |
False |
192,144 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.3% |
47.4 |
1.6% |
88% |
False |
False |
160,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,105.5 |
|
2.618 |
3,037.0 |
|
1.618 |
2,995.0 |
|
1.000 |
2,969.0 |
|
0.618 |
2,953.0 |
|
HIGH |
2,927.0 |
|
0.618 |
2,911.0 |
|
0.500 |
2,906.0 |
|
0.382 |
2,901.0 |
|
LOW |
2,885.0 |
|
0.618 |
2,859.0 |
|
1.000 |
2,843.0 |
|
1.618 |
2,817.0 |
|
2.618 |
2,775.0 |
|
4.250 |
2,706.5 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,917.3 |
2,911.7 |
| PP |
2,911.7 |
2,900.3 |
| S1 |
2,906.0 |
2,889.0 |
|