| Trading Metrics calculated at close of trading on 12-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,885.0 |
2,940.0 |
55.0 |
1.9% |
2,921.0 |
| High |
2,927.0 |
2,950.0 |
23.0 |
0.8% |
2,928.0 |
| Low |
2,885.0 |
2,916.0 |
31.0 |
1.1% |
2,851.0 |
| Close |
2,923.0 |
2,932.0 |
9.0 |
0.3% |
2,923.0 |
| Range |
42.0 |
34.0 |
-8.0 |
-19.0% |
77.0 |
| ATR |
45.1 |
44.3 |
-0.8 |
-1.8% |
0.0 |
| Volume |
970,870 |
906,024 |
-64,846 |
-6.7% |
3,739,869 |
|
| Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,034.7 |
3,017.3 |
2,950.7 |
|
| R3 |
3,000.7 |
2,983.3 |
2,941.4 |
|
| R2 |
2,966.7 |
2,966.7 |
2,938.2 |
|
| R1 |
2,949.3 |
2,949.3 |
2,935.1 |
2,941.0 |
| PP |
2,932.7 |
2,932.7 |
2,932.7 |
2,928.5 |
| S1 |
2,915.3 |
2,915.3 |
2,928.9 |
2,907.0 |
| S2 |
2,898.7 |
2,898.7 |
2,925.8 |
|
| S3 |
2,864.7 |
2,881.3 |
2,922.7 |
|
| S4 |
2,830.7 |
2,847.3 |
2,913.3 |
|
|
| 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 |
2,950.0 |
2,851.0 |
99.0 |
3.4% |
37.8 |
1.3% |
82% |
True |
False |
929,178 |
| 10 |
2,950.0 |
2,837.0 |
113.0 |
3.9% |
36.6 |
1.2% |
84% |
True |
False |
939,710 |
| 20 |
2,950.0 |
2,776.0 |
174.0 |
5.9% |
38.4 |
1.3% |
90% |
True |
False |
964,240 |
| 40 |
2,950.0 |
2,585.0 |
365.0 |
12.4% |
41.1 |
1.4% |
95% |
True |
False |
498,059 |
| 60 |
2,950.0 |
2,528.0 |
422.0 |
14.4% |
51.0 |
1.7% |
96% |
True |
False |
332,883 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.2% |
46.9 |
1.6% |
90% |
False |
False |
251,014 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.2% |
45.5 |
1.6% |
90% |
False |
False |
201,203 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.2% |
47.1 |
1.6% |
90% |
False |
False |
167,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,094.5 |
|
2.618 |
3,039.0 |
|
1.618 |
3,005.0 |
|
1.000 |
2,984.0 |
|
0.618 |
2,971.0 |
|
HIGH |
2,950.0 |
|
0.618 |
2,937.0 |
|
0.500 |
2,933.0 |
|
0.382 |
2,929.0 |
|
LOW |
2,916.0 |
|
0.618 |
2,895.0 |
|
1.000 |
2,882.0 |
|
1.618 |
2,861.0 |
|
2.618 |
2,827.0 |
|
4.250 |
2,771.5 |
|
|
| Fisher Pivots for day following 12-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,933.0 |
2,921.5 |
| PP |
2,932.7 |
2,911.0 |
| S1 |
2,932.3 |
2,900.5 |
|